Extra indicators
Squeeze Momentum
Shows when volatility is unusually compressed (the squeeze) and which way momentum points when it is released.
Die Idee in einfachen Worten
Quiet markets tend to be followed by lively ones. When Bollinger Bands fit inside Keltner Channels the market is "squeezed"; when they move outside again, a move often begins. A momentum histogram shows the likely direction.
So wird gerechnet
Squeeze on (dark dots) when Bollinger Bands (20, 2) are inside Keltner Channels (20, 1.5); off (grey dots) otherwise. Momentum = linear regression of the price minus the midpoint of its 20-candle range and its SMA.
Squeeze = BB(20, 2) inside KC(20, 1.5)
Momentum = LinReg(close − ((HH + LL)/2 + SMA)/2, 20)Anwendung
- Wait for the squeeze to end (dots turn grey), then follow the histogram's side of zero.
Schlüsse ziehen
- Bright bars: momentum growing; faded bars: momentum fading.
Beispiel
ETHUSD H1: six hours of dark dots, then grey dots with a growing green histogram; the breakout above the range follows.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- A squeeze can resolve with a false start in the other direction.
Ein wenig Geschichte
Based on John Carter's TTM Squeeze ("Mastering the Trade", 2005); this version follows the widely shared open-source form.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.