StockFetcher Forums · Filter Exchange · TTM Squeeze + momentum switch<< >>Post Follow-up
God99
1 posts
msg #160709
Ignore God99
modified
12/11/2023 1:15:08 PM

For those how like to trade the TTM Squeeze, this filter will search stock that are in squeeze and have a bullish momentum switch:
Fetcher[
/* This is the TTM Squeeze indicator */
set {momo,cema (momentum (16),5)}
add column momo
draw momo plottype {momo,zerobar}
set {Pchange1,momentum (16)/momentum (16) 1 day ago}
set {Pchange,Pchange1 - 1}
add column pchange
draw Bollinger Band (20,2)
draw Keltner Band (20,2)
set {sqz1,count (momo > .01,1)}
set {sqz2,count (momo < 0,1)}
set {sqz3,count (Upper Bollinger Band (20,2) < Upper Keltner Band (20,2),1)}
set {sqz4,count (Lower Bollinger Band (20,2) > Lower Keltner Band (20,2),1)}
set {sqz5,sqz3 * sqz4}
set {sqz6,sqz1 + sqz2}
set {TTM_Squeeze,sqz5 * sqz6}
draw TTM_Squeeze

/* This is the filter setting*/
set {sqz7,(Lower Bollinger Band (20,2) + Upper Keltner Band (20,2)) /2}
sqz7 is above sqz7 3 day ago
sqz7 3 day ago is above sqz7 6 day ago
do not draw sqz7
momo 1 day ago is below momo 2 day ago
momo is above momo 1 day ago
TTM_Squeeze > 0
price is above 10
average volume(30) is above 1000000
chart-time is 3 month
]



xarlor
578 posts
msg #160711
Ignore xarlor
12/11/2023 1:56:37 PM

I'm a big fan of the TTM Squeeze. I like your bullish momentum switch too.

What are your exit rules? I added an exit rule below of the close being above both the Upper Bollinger and Upper Keltner. Great for swing trades if you don't want the extended ride.

Fetcher[
/* This is the TTM Squeeze indicator */
/* https://stockfetcher.com/forums/Filter-Exchange/TTM-Squeeze/152476 */
set {momo,cema (momentum (16),5)}
add column momo
draw momo plottype {momo,zerobar}
set {Pchange1,momentum (16)/momentum (16) 1 day ago}
set {Pchange,Pchange1 - 1}
add column pchange
draw Bollinger Band (20,2)
draw Keltner Band (20,2)
set {sqz1,count (momo > .01,1)}
set {sqz2,count (momo < 0,1)}
set {sqz3,count (Upper Bollinger Band (20,2) < Upper Keltner Band (20,2),1)}
set {sqz4,count (Lower Bollinger Band (20,2) > Lower Keltner Band (20,2),1)}
set {sqz5,sqz3 * sqz4}
set {sqz6,sqz1 + sqz2}
set {TTM_Squeeze,sqz5 * sqz6}
draw TTM_Squeeze

/* This is the filter setting*/
set {sqz7,(Lower Bollinger Band (20,2) + Upper Keltner Band (20,2)) /2}
sqz7 is above sqz7 3 day ago
sqz7 3 day ago is above sqz7 6 day ago
do not draw sqz7
momo 1 day ago is below momo 2 day ago
momo is above momo 1 day ago
TTM_Squeeze > 0
price is above 10
average volume(30) is above 1000000

set{exit1,count(close > Upper Bollinger Band (20,2),1)}
set{exit2,count(close > Upper Keltner Band (20,2),1)}
set{exit,exit1*exit2}
exit > -1


chart-time is 3 month
]



snappyfrog
717 posts
msg #160712
Ignore snappyfrog
modified
12/11/2023 6:39:26 PM

The calculation is not right on the following line as it does 2 functions.

set {sqz7,(Lower Bollinger Band (20,2) + Upper Keltner Band (20,2)) /2}

So I made it 2 lines as follows:


set {sqz7a,(Lower Bollinger Band (20,2) + Upper Keltner Band (20,2))}
set {sqz7, sqz7a / 2}

It doesn't change it much really.

snappyfrog
717 posts
msg #160713
Ignore snappyfrog
12/11/2023 6:42:12 PM

Fetcher[
/* This is the TTM Squeeze indicator */
/* https://stockfetcher.com/forums/Filter-Exchange/TTM-Squeeze/152476 */
set {momo,cema (momentum (16),5)}
add column separator
add column momo
add column momo 1 day ago
draw momo plottype {momo,zerobar}
set {Pchange1,momentum (16)/momentum (16) 1 day ago}
set {Pchange,Pchange1 - 1}
add column pchange
add column pchange 1 day ago
draw Bollinger Band (20,2)
draw Keltner Band (20,2)
set {sqz1,count (momo > .01,1)}
set {sqz2,count (momo < 0,1)}
set {sqz3,count (Upper Bollinger Band (20,2) < Upper Keltner Band (20,2),1)}
set {sqz4,count (Lower Bollinger Band (20,2) > Lower Keltner Band (20,2),1)}
set {sqz5,sqz3 * sqz4}
set {sqz6,sqz1 + sqz2}
set {TTM_Squeeze,sqz5 * sqz6}
draw TTM_Squeeze

/* This is the filter setting*/
set {sqz7a,(Lower Bollinger Band (20,2) + Upper Keltner Band (20,2))}
set {sqz7, sqz7a / 2}
add column sqz7
sqz7 is above sqz7 3 day ago
sqz7 3 day ago is above sqz7 6 day ago
do not draw sqz7
momo 1 day ago is below momo 2 day ago
momo is above momo 1 day ago
TTM_Squeeze > 0
price is above 10
average volume(30) is above 1000000

set{exit1,count(close > Upper Bollinger Band (20,2),1)}
set{exit2,count(close > Upper Keltner Band (20,2),1)}
set{exit,exit1*exit2}
exit > -1


chart-time is 3 month
]



snappyfrog
717 posts
msg #160714
Ignore snappyfrog
12/11/2023 6:48:20 PM

I was playing around with it to see if close above sqz7 plotted on price chart could be useful for entries.



StockFetcher Forums · Filter Exchange · TTM Squeeze + momentum switch<< >>Post Follow-up

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