Struct Qqe 

pub struct Qqe { /* private fields */ }

QQE — Quantitative Qualitative Estimation (Igor Livshin).

QQE smooths the RSI, then builds an “ATR of the RSI” trailing stop around it. Crossovers of the smoothed RSI and that trailing line give cleaner momentum signals than the raw RSI:

rsi_ma   = EMA(RSI(price, rsi_period), smoothing)
atr_rsi  = |rsi_ma − rsi_ma_prev|
ma_atr   = EMA(atr_rsi, 2·rsi_period − 1)        // Wilder length
dar      = EMA(ma_atr, 2·rsi_period − 1) · factor // smoothed band width

long_band  = (rsi_ma_prev > long_band_prev  && rsi_ma > long_band_prev)
             ? max(long_band_prev,  rsi_ma − dar) : rsi_ma − dar
short_band = (rsi_ma_prev < short_band_prev && rsi_ma < short_band_prev)
             ? min(short_band_prev, rsi_ma + dar) : rsi_ma + dar
trend      = cross-up of short_band → +1, cross-down of long_band → −1, else hold
trailing   = trend == +1 ? long_band : short_band

The trailing line ratchets in the trend direction (only ever tightening until the smoothed RSI crosses it), exactly like a SuperTrend on the RSI. Livshin’s defaults are rsi_period = 14, smoothing = 5, factor = 4.236.

Example

use wickra_core::{Indicator, Qqe};

let mut qqe = Qqe::new(14, 5, 4.236).unwrap();
let mut last = None;
for i in 0..200 {
    last = qqe.update(100.0 + (f64::from(i) * 0.1).sin() * 8.0);
}
assert!(last.is_some());

Implementations

impl Qqe

pub fn new(rsi_period: usize, smoothing: usize, factor: f64) -> Result<Self>

Construct a QQE with the RSI period, RSI smoothing, and band factor.

Errors

Returns Error::PeriodZero if rsi_period or smoothing is 0, or Error::InvalidPeriod if factor is non-finite or not positive.

pub const fn factor(&self) -> f64

Configured band factor.

pub const fn value(&self) -> Option<QqeOutput>

Current value if available.

Trait Implementations

impl Clone for Qqe

fn clone(&self) -> Qqe

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Qqe

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for Qqe

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = QqeOutput

Type of one output value.

fn update(&mut self, price: f64) -> Option<QqeOutput>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.