Combining Ichimoku Crossovers, QQE, and RSI Filters
Summary
This strategy combines Ichimoku conversion and base-line crosses with QQE trend signals, using RSI as a filter. The document describes taking trades when the Ichimoku and QQE indications agree and RSI does not show an overbought or oversold condition. It also outlines Ichimoku settings and QQE parameters, with example values for the conversion line, base line, RSI length, smoothing, and QQE factor.
Published settings specify BTC/USDT futures, hourly base data, and a daily strategy period over roughly a year, but provide no reported return, drawdown, or other test metrics. There is a notable mismatch between the prose and the supplied strategy code: the code executes long entries and exits, while short-entry and short-exit orders are commented out; its QQE section also plots signals separately. The document warns that parameter choices, range-bound markets, and restrictive RSI filters can impair results, and recommends stop losses and market-specific validation.
Key ideas
- The proposed entries require agreement between Ichimoku crosses and QQE direction, subject to an RSI filter.
- Ichimoku conversion and base lines are used to represent shorter- and medium-term price movement.
- The published settings describe a BTC/USDT futures test but include no performance statistics.
- The supplied code enables long entries while short execution statements are commented out.
- Range-bound conditions, parameter selection, and strict RSI thresholds may weaken the approach.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.