Smoothing Polychromatic Momentum for QQE Trend Assessment
Summary
The document describes a QQE-based approach for assessing trends with a polychromatic momentum indicator. It characterizes the underlying momentum measure as fast, which can help identify trend changes promptly but may also make its signals overly sensitive.
To moderate that sensitivity, the indicator can be smoothed before it enters the QQE calculation. The text names DSEMA as the smoothing method and says its speed is intended to limit the lag added by smoothing. It provides no formula, parameter settings, chart, backtest, or performance evidence, so it explains the design rationale rather than demonstrating effectiveness. Traders would need to evaluate signal frequency, lag, and results on their own instruments and time frames.
Key ideas
- Polychromatic momentum is presented as a fast indicator for timely trend assessment.
- Smoothing its value before the QQE calculation can reduce excessive signal sensitivity.
- DSEMA is proposed to smooth the indicator while limiting added lag.
- The document gives no implementation details or empirical evidence of trading performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.