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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/oscillators/squeeze/Squeeze.md
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| **PineScript** | [squeeze.pine](squeeze.pine) |
- Squeeze Momentum combines Bollinger Band and Keltner Channel width analysis to detect low-volatility compression ("squeeze") states, while simultan...
- Parameterized by `period` (default 20), `bbmult` (default 2.0), `kcmult` (default 1.5).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [TTM_Squeeze](../../dynamics/ttm_squeeze/TtmSqueeze.md), [BBB](../bbb/Bbb.md) | **Complementary:** Momentum histogram | **Trading note:** Squeeze indicator; detects low-volatility compression. Bollinger inside Keltner = squeeze on.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Squeeze Momentum combines Bollinger Band and Keltner Channel width analysis to detect low-volatility compression ("squeeze") states, while simultaneously measuring directional momentum via linear regression of a detrended price series. The dual output consists of a momentum histogram and a binary squeeze state indicator. When Bollinger Bands contract inside the Keltner Channel, the market is in a squeeze (coiling volatility); when the squeeze releases, the momentum histogram direction signals the likely breakout direction. The implementation combines five distinct computational stages, each using O(1) streaming techniques.
@@ -119,4 +117,4 @@ Mixed: the two IIR passes are sequential; everything else is vectorizable.
- Carter, J. (2005). *Mastering the Trade*. McGraw-Hill, Chapter 11
- Bollinger, J. (2001). *Bollinger on Bollinger Bands*. McGraw-Hill
- PineScript reference: [`squeeze.pine`](squeeze.pine)
- PineScript reference: [`squeeze.pine`](squeeze.pine)