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Miha Kralj
2026-02-27 07:48:12 -08:00
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lib/dynamics/ttm_squeeze/TtmSqueeze.md
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# TTM_SQUEEZE: TTM Squeeze
# TTM_SQUEEZE: TTM Squeeze
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `bbPeriod` (default 20), `bbMult` (default 2.0), `kcPeriod` (default 20), `kcMult` (default 1.5), `momPeriod` (default 20) |
| **Outputs** | Single series (TtmSqueeze) |
| **Output range** | Varies (see docs) |
| **Warmup** | `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars |
### TL;DR
- John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside K...
- Parameterized by `bbperiod` (default 20), `bbmult` (default 2.0), `kcperiod` (default 20), `kcmult` (default 1.5), `momperiod` (default 20).
- Output range: Varies (see docs).
- Requires `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Volatility compression is the market holding its breath before screaming."