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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/dynamics/ttm_squeeze/TtmSqueeze.md
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| **Warmup** | `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars |
- 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.
John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside KC, a "squeeze" is on, signaling imminent breakout. The momentum component uses linear regression of price deviation from the Donchian midline to indicate direction. The indicator outputs a boolean squeeze state plus a continuous momentum histogram, requiring BB(20,2.0) and KC(20,1.5) as default parameters with a combined warmup of 20 bars.
@@ -139,4 +136,4 @@ Regression can be recast as prefix-sum dot products for SIMD acceleration; ATR/E
- Carter, J. (2005). *Mastering the Trade*. McGraw-Hill.
- Bollinger, J. (2001). *Bollinger on Bollinger Bands*. McGraw-Hill.
- Keltner, C. (1960). *How to Make Money in Commodities*. The Keltner Statistical Service.
- Keltner, C. (1960). *How to Make Money in Commodities*. The Keltner Statistical Service.