Composite Trading Signals from AJFFRSI, QQE, Keltner and WaveTrend
Summary
This crypto-oriented strategy combines four technical modules: a smoothed RSX-style RSI, a QQE-like RSI with a trailing stop, Keltner channel zones, and WaveTrend crosses. Each module contributes a discrete bullish, neutral, or bearish signal. The script sums those signals across a configurable rolling window, entering long when the total reaches a positive threshold and short when it falls below a negative threshold. A separate cumulative sum is plotted for visual context, and the script includes a table of current module scores.
The document supplies formulas and a strategy implementation, but no backtest statistics or evidence that the combination is profitable. The accompanying overview describes the approach as noise-reducing and adaptable, but these are claims rather than demonstrated results. The score also mixes persistent QQE state and Keltner zones with crossover events, so its components contribute over time in different ways. Thresholds, lookback, and indicator settings are configurable; testing across instruments and market regimes would be needed to assess the method.
Key ideas
- Four indicator modules contribute discrete directional scores to a rolling composite.
- Long and short entries are triggered when the rolling score crosses configurable thresholds.
- The modules combine RSI-style momentum, a trailing stop, ATR-banded Keltner zones, and WaveTrend crosses.
- A cumulative score and per-module table provide visual diagnostics, but the document reports no performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.