{"id":2878,"date":"2009-02-26T08:33:31","date_gmt":"2009-02-25T23:33:31","guid":{"rendered":"http:\/\/www.ibi-square.jp\/blog\/?p=154"},"modified":"2023-05-13T16:18:37","modified_gmt":"2023-05-13T07:18:37","slug":"tech-calc-qqe","status":"publish","type":"post","link":"https:\/\/atmtech.net\/main\/tech-calc-qqe\/","title":{"rendered":"QQE\uff08\u8a08\u7b97\u5f0f\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9\uff09\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19"},"content":{"rendered":"

 <\/p>\n

QQE\u306b\u3064\u3044\u3066\u3001\u8a08\u7b97\u5f0f\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9\u306a\u3069<\/h1>\n

 <\/p>\n

QQE\u306f\u6b63\u5f0f\u540d\u79f0\u3092Qualitative Quantitative Estimation\u3068\u3044\u3046\u6307\u6a19\u3067\u3059\u304c\u3001\u76f8\u5bfe\u529b\u6307\u6570\uff08RSI\uff09\u3092\u7528\u3044\u3066\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n

\u3042\u307e\u308a\u30e1\u30b8\u30e3\u30fc\u306a\u6307\u6a19\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u304c\u30012\u672c\u306e\u7dda\u3092\u4f75\u7528\u3059\u308b\u3053\u3068\u3067\u3001\u5927\u304d\u306a\u30c8\u30ec\u30f3\u30c9\u3068\u305d\u306e\u6642\u3005\u306e\u76f8\u5834\u306e\u4e0a\u4e0b\u3078\u306e\u5f37\u3055\u3092\u898b\u308b\u4e8b\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n

 <\/p>\n

<\/p>\n

 <\/p>\n

 <\/p>\n

QQE\u306e\u8a08\u7b97\u5f0f\uff08N=RSI\u30d1\u30e9\u30e1\u30fc\u30bf\u3001S=\u6307\u6570\u79fb\u52d5\u5e73\u5747\u30d1\u30e9\u30e1\u30fc\u30bf\uff09<\/h2>\n

\uff11\uff09N\u672c\u306eRSI\u306eS\u672c\u306e\u6307\u6570\u5e73\u6ed1\u79fb\u52d5\u5e73\u5747\u7dda\u3092\u6c42\u3081\u3001RSI_EMA\u3068\u3057\u307e\u3059\u3002<\/p>\n

\uff12\uff09\u76f4\u524d\u306e\u6307\u6570\u5e73\u6ed1\u79fb\u52d5\u5e73\u5747\u3068\u73fe\u5728\u306e\u6307\u6570\u5e73\u6ed1\u79fb\u52d5\u5e73\u5747\u306e\u5dee\u306e\u7d76\u5bfe\u5024\u3092\u6c42\u3081EMA_ABS\u3068\u3059\u308b\u3002<\/p>\n

\uff13\uff09EMA_ABS\u306e2N+1\uff08N\u306f\u4e0a\u8a18RSI\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\uff09\u672c\u306e\u6307\u6570\u5e73\u6ed1\u79fb\u52d5\u5e73\u5747\u7dda\u3092\u6c42\u3081\u3001\u4fc2\u6570\u3092\u304b\u3051QQE_fac\u3068\u3059\u308b\u3002<\/p>\n

\uff14\uff09QQE_1\u306e\u521d\u671f\u5024\u30920\u3068\u3057\u3066\uff08QQE_1=\u76f4\u524dQQE\uff09\u3001\u4e0b\u8a18A\uff5eD\u306e\u6761\u4ef6\u5206\u5c90\u306b\u3066QQE\u3092\u6c42\u3081\u308b<\/p>\n

 <\/p>\n

A\u3000RSI_EMA\uff1cQQE_1\u3000\u306a\u3089\u3070C\u3078<\/p>\n

B\u3000RSI_EMA\uff1eQQE_1\u3000\u306a\u3089\u3070D\u3078<\/p>\n

C\u3000\u76f4\u524d\u306eRSI_EMA \uff1c QQE_1 \u4e14\u3064\u3000RSI_EMA + QQE_fac\u00a0\uff1e QQE_1 \u306a\u3089\u3070
\nQQE = QQE_1\u3000\u3067\u306a\u3051\u308c\u3070\u3000QQE = RSI_EMA + QQE_fac<\/p>\n

D\u3000\u76f4\u524d\u306eRSI_EMA \uff1e QQE_1 \u4e14\u3064\u3000RSI_EMA – QQE_fac\u00a0\uff1c QQE_1 \u306a\u3089\u3070
\nQQE = QQE_1\u3000\u3067\u306a\u3051\u308c\u3070\u3000QQE = RSI_EMA\u00a0– QQE_fac<\/p>\n

\uff15\uff09\u6c42\u3081\u3089\u308c\u305fQQE\u3068RSI_MA\u304cQQE\u306e\u30e9\u30a4\u30f3\u3068\u3057\u3066\u63cf\u753b\u3055\u308c\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u4e0a\u8a18\u8a08\u7b97\u5f0f\u3067\u4f7f\u7528\u3059\u308b\u4fc2\u6570\u3067\u3059\u304c\u3001\u3072\u3068\u3064\u306eQQE\u3092\u6c42\u3081\u308b\u306e\u306b\u30014.236\u30842.628\u3068\u3044\u3063\u305f\u7d44\u307f\u5408\u308f\u305b\u30672\u7a2e\u985e\u4f7f\u7528\u3059\u308b\u3088\u3046\u3067\u3059\u3002<\/p>\n

 <\/p>\n

 <\/p>\n

QQE\u306e\u30c1\u30e3\u30fc\u30c8<\/h2>\n

\"\"<\/p>\n

\u203bRSI:9(\u6c34\u8272)\u3000EMA:10\u3000\u4fc2\u6570: 4.236(\u8d64\u8272\uff09\u30012.628(\u9ec4\u8272)<\/p>\n

 <\/p>\n

 <\/p>\n

\"\"<\/p>\n

\u203bRSI:18(\u6c34\u8272)\u3000EMA:21\u3000\u4fc2\u6570: 4.236(\u8d64\u8272\uff09\u30012.628(\u9ec4\u8272\uff09<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

QQE\u306e\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9<\/h2>\n

‘\u203b\u3000\u30a8\u30af\u30bb\u30eb\u306e1\u5217\u76ee(A\u5217)\u306b\u884c\u756a\u53f7\u30012\u5217\u76ee(B\u5217)\u306b\u65e5\u6642\u3001
\n‘\u203b\u30003\u5217\u76ee(C\u5217)\uff5e6\u5217\u76ee(F\u5217)\u306b\u59cb\u5024\u30fb\u9ad8\u5024\u30fb\u5b89\u5024\u30fb\u7d42\u5024
\n‘********************************
\n‘ num_n \uff1aRSI\u63a1\u7528\u672c\u6570
\n‘ num_e \uff1a\u6307\u6570\u5e73\u6ed1\u79fb\u52d5\u5e73\u5747\u7dda\u63a1\u7528\u672c\u6570
\n‘ num\uff1a\u73fe\u5728\u306e\u884c
\n‘ r_now\uff1a\u73fe\u5728\u5024
\n‘ cell_1\uff5e11\uff1a\u8a08\u7b97\u5024\u66f8\u304d\u8fbc\u307f\u5217
\n‘ fac1\uff1a\u4fc2\u65701
\n‘ fac2\uff1a\u4fc2\u65702
\n‘ \u203bcell_4\u306bRSI\u5024\u3001cell_10\u306bQQE(\u4fc2\u65701)\u3001
\n‘ \u203bcell_11\u306bQQE(\u4fc2\u65702)\u3092\u5165\u529b
\n‘********************************
\nIf num >= 2 + num_n Then<\/p>\n

‘\/\/\/\/RSI\u306e\u8a08\u7b97
\nIf Cells(num – 1, 6) <> “” Then
\nCells(num, cell_1) = Cells(num, 6) – Cells(num – 1, 6)
\nEnd If
\nIf Cells(num – (num_n – 1), cell_1) <> “” Then
\nIf Cells(num – 1, cell_4) = “” Then
\nrsi1_max = Application.SumIf(Range(Cells(num – (num_n – 1), cell_1), _
\nCells(num, cell_1)), “>0”) \/ num_n
\nrsi1_min = Abs(Application.SumIf(Range(Cells(num – (num_n – 1), cell_1), _
\nCells(num, cell_1)), “<0”)) \/ num_n
\nCells(num, cell_2) = rsi1_max
\nCells(num, cell_3) = rsi1_min
\nCells(num, cell_4) = rsi1_max \/ (rsi1_max + rsi1_min) * 100
\nEnd If
\nIf Cells(num – 1, cell_4) <> “” Then
\nIf Cells(num, cell_1) > 0 Then
\nrsi1_max = (Cells(num – 1, cell_2) * (num_n – 1) + Cells(num, cell_1)) _
\n\/ num_n
\nElse
\nrsi1_max = Cells(num – 1, cell_2) * (num_n – 1) \/ num_n
\nEnd If
\nIf Cells(num, cell_1) < 0 Then
\nrsi1_min = (Cells(num – 1, cell_3) * (num_n – 1) – Cells(num, cell_1)) _
\n\/ num_n
\nElse
\nrsi1_min = Cells(num – 1, cell_3) * (num_n – 1) \/ num_n
\nEnd If
\nCells(num, cell_2) = rsi1_max
\nCells(num, cell_3) = rsi1_min
\nCells(num, cell_4) = rsi1_max \/ (rsi1_max + rsi1_min) * 100
\nEnd If
\n‘\/\/\/\/RSI\uff3fEMA\u306e\u8a08\u7b97
\nIf num >= 2 + num_n + ema_1 – 1 Then
\nIf Cells(num – 1, cell_5) = “” Then
\nCells(num, cell_5) = Application.Average(Range(Cells(num – (ema_1 – 1), _
\ncell_4), Cells(num, cell_4)))
\nElse
\nCells(num, cell_5) = Cells(num – 1, cell_5) + (2 \/ (ema_1 + 1)) * _
\n(Cells(num, cell_4) – Cells(num – 1, cell_5))
\nCells(num, cell_6) = Abs(Cells(num – 1, cell_5) – Cells(num, cell_5))
\nEnd If
\nEnd If
\n‘\/\/\/\/\u4fc2\u6570\u306e\u8a08\u7b97
\nIf num >= 2 + num_n + ema_1 + num_n * 2 + 1 – 1 Then
\nIf Cells(num – 1, cell_7) = “” Then
\nCells(num, cell_7) = Application.Average(Range(Cells(num – _
\n((num_n * 2 + 1) – 1), cell_6), Cells(num, cell_6)))
\nCells(num, cell_8) = Cells(num, cell_7) * fac1
\nCells(num, cell_9) = Cells(num, cell_7) * fac2
\nElse
\nCells(num, cell_7) = Cells(num – 1, cell_7) + (2 \/ _
\n((num_n * 2 + 1) + 1)) * (Cells(num, cell_6) – Cells(num – 1, cell_7))
\nCells(num, cell_8) = Cells(num, cell_7) * fac1
\nCells(num, cell_9) = Cells(num, cell_7) * fac2
\nEnd If
\nEnd If
\n‘\/\/\/\/QQE\u306e\u6761\u4ef6\u5206\u5c90\u8a08\u7b97
\nIf Cells(num, cell_8) <> “” Then
\nIf Cells(num – 1, cell_8) = “” Then tr_1 = 0 Else tr_1 = _
\nCells(num – 1, cell_10)
\nIf tr_1 > Cells(num, cell_5) Then
\nIf Cells(num – 1, 12) < tr_1 And Cells(num, cell_5) + _
\nCells(num, cell_8) > tr_1 Then
\nCells(num, cell_10) = tr_1
\nElse
\nCells(num, cell_10) = Cells(num, cell_5) + Cells(num, cell_8)
\nEnd If
\nEnd If
\nIf tr_1 < Cells(num, cell_5) Then
\nIf Cells(num – 1, cell_5) > tr_1 And Cells(num, cell_5) – _
\nCells(num, cell_8) < tr_1 Then
\nCells(num, cell_10) = tr_1
\nElse
\nCells(num, cell_10) = Cells(num, cell_5) – Cells(num, cell_8)
\nEnd If
\nEnd If
\nEnd If
\nIf Cells(num, cell_9) <> “” Then
\nIf Cells(num – 1, cell_9) = “” Then tr_1 = 0 Else tr_1 = _
\nCells(num – 1, cell_11)
\nIf tr_1 > Cells(num, cell_5) Then
\nIf Cells(num – 1, cell_5) < tr_1 And Cells(num, cell_5) + _
\nCells(num, cell_9) > tr_1 Then
\nCells(num, cell_11) = tr_1
\nElse
\nCells(num, cell_11) = Cells(num, cell_5) + Cells(num, cell_9)
\nEnd If
\nEnd If
\nIf tr_1 < Cells(num, cell_5) Then
\nIf Cells(num – 1, cell_5) > tr_1 And Cells(num, cell_5) – _
\nCells(num, cell_9) < tr_1 Then
\nCells(num, cell_11) = tr_1
\nElse
\nCells(num, cell_11) = Cells(num, cell_5) – Cells(num, cell_9)
\nEnd If
\nEnd If
\nEnd If
\nEnd If
\nEnd If<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u4e00\u89a7<\/a><\/p>\n

\u7f6b\u7dda\u8ac7\u7fa9\u4e00\u89a7<\/a><\/p>\n

(\u5916\u90e8\u30ea\u30f3\u30af)\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19(Wikipedia)<\/a><\/p>\n

 <\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

  QQE\u306b\u3064\u3044\u3066\u3001\u8a08\u7b97\u5f0f\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9\u306a\u3069   QQE\u306f\u6b63\u5f0f\u540d\u79f0\u3092Qualitative Quantitative Estimation\u3068\u3044\u3046\u6307\u6a19\u3067\u3059\u304c\u3001\u76f8\u5bfe\u529b\u6307\u6570\uff08RSI\uff09\u3092\u7528\u3044\u2026 \u7d9a\u304d\u3092\u8aad\u3080 »<\/a><\/span><\/p>\n","protected":false},"author":1,"featured_media":2879,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[30],"tags":[73,40,80,17,54,74,52,44],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/posts\/2878"}],"collection":[{"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/comments?post=2878"}],"version-history":[{"count":5,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/posts\/2878\/revisions"}],"predecessor-version":[{"id":3858,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/posts\/2878\/revisions\/3858"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/media\/2879"}],"wp:attachment":[{"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/media?parent=2878"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/categories?post=2878"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/atmtech.net\/main\/wp-json\/wp\/v2\/tags?post=2878"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}