Extra indicators
Squeeze Momentum
Shows when volatility is unusually compressed (the squeeze) and which way momentum points when it is released.
L’idée en termes simples
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.
Mode de calcul
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)Comment l’utiliser
- Wait for the squeeze to end (dots turn grey), then follow the histogram's side of zero.
Tirer des conclusions
- Bright bars: momentum growing; faded bars: momentum fading.
Exemple
ETHUSD H1: six hours of dark dots, then grey dots with a growing green histogram; the breakout above the range follows.
Les prix des exemples sont donnés à titre d’illustration.
Points de vigilance
- A squeeze can resolve with a false start in the other direction.
Un peu d’histoire
Based on John Carter's TTM Squeeze ("Mastering the Trade", 2005); this version follows the widely shared open-source form.
Contenu éducatif uniquement. Aucun indicateur ni aucune figure ne prédit l’avenir, et rien ici ne constitue un conseil en investissement.