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Add Vortex Indicator implementation and documentation
- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling. - Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation. - Updated oscillators index to include TTM Wave indicator. - Added TTM Wave documentation with algorithm and trading interpretation. - Updated reversals index to include TTM Scalper Alert indicator. - Added TTM Scalper Alert documentation with algorithm and trading strategy. - Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
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# TTM_SQUEEZE: TTM Squeeze
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> **Pending Implementation** - Placeholder for John Carter's TTM Squeeze indicator
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## Historical Context
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John Carter developed TTM Squeeze as his signature volatility breakout indicator, popularized through his book *Mastering the Trade* and thinkorswim platform. The indicator combines Bollinger Bands and Keltner Channels to identify low-volatility "squeeze" conditions that typically precede explosive price moves.
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## Algorithm
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### Squeeze Detection
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- **Squeeze On (●):** Bollinger Bands inside Keltner Channel
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- **Squeeze Off (○):** Bollinger Bands outside Keltner Channel
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### Momentum Histogram
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Linear regression of price deviation from 20-period midline:
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```
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midline = (Highest(20) + Lowest(20)) / 2
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momentum = LinReg(close - midline, 20)
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```
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### Color Coding
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- **Cyan:** Momentum rising above zero
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- **Blue:** Momentum falling but above zero
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- **Red:** Momentum falling below zero
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- **Yellow:** Momentum rising but below zero
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## Default Parameters
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| Parameter | Value | Description |
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|:----------|:------|:------------|
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| BB Length | 20 | Bollinger Band period |
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| BB Mult | 2.0 | Bollinger Band standard deviation multiplier |
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| KC Length | 20 | Keltner Channel period |
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| KC Mult | 1.5 | Keltner Channel ATR multiplier |
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## Outputs
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| Output | Type | Description |
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|:-------|:-----|:------------|
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| Momentum | double | Linear regression momentum value |
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| SqueezeOn | bool | True when BB inside KC |
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| MomentumRising | bool | True when momentum increasing |
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| MomentumPositive | bool | True when momentum > 0 |
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## Trading Signals
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1. **Squeeze Fired:** First bar where SqueezeOn transitions to false
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2. **Long Entry:** Squeeze fires + momentum positive + momentum rising
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3. **Short Entry:** Squeeze fires + momentum negative + momentum falling
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## Category
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**Dynamics** - Measures volatility compression and subsequent momentum release.
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## See Also
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- [BBS: Bollinger Band Squeeze](../../oscillators/bbs/Bbs.md)
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- [BBW: Bollinger Band Width](../../volatility/bbw/Bbw.md)
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- [KCHANNEL: Keltner Channel](../../channels/kchannel/Kchannel.md)
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- [TTM: TTM Trend](../ttm/Ttm.md)
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