From 886a1f078218e29dd5be915d0c08d196cc6e4124 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 10 Feb 2026 01:00:36 +0100 Subject: [PATCH] new files added --- Indicators/MyIndicators/Quant/Squeeze_Pro.md | 59 ++++++++++++++++++++ 1 file changed, 59 insertions(+) create mode 100644 Indicators/MyIndicators/Quant/Squeeze_Pro.md diff --git a/Indicators/MyIndicators/Quant/Squeeze_Pro.md b/Indicators/MyIndicators/Quant/Squeeze_Pro.md new file mode 100644 index 0000000..14b9e30 --- /dev/null +++ b/Indicators/MyIndicators/Quant/Squeeze_Pro.md @@ -0,0 +1,59 @@ +# Squeeze Pro (Indicator) + +## 1. Summary (Introduction) + +The `Squeeze_Pro` is a professional-grade implementation of the popular "TTM Squeeze" concept, originally developed by John Carter. It is a volatility-based indicator designed to identify moments where the market consolidates ("Squeezes") before a significant directional move ("Fires"). + +The indicator visualizes the relationship between Volatility compression (Bollinger Bands vs. Keltner Channels) and Momentum, helping traders stay out of choppy markets and position themselves for explosive breakouts. + +## 2. Methodology and Logic + +The Squeeze principle relies on the interaction between two volatility envelopes: + +1. **Bollinger Bands (BB):** Measure standard deviation volatility. They expand during high volatility and contract during low volatility. +2. **Keltner Channels (KC):** Based on Average True Range (ATR). They represent the "normal" volatility range. + +### The "Squeeze" State (Logic) + +* **SQUEEZE ON (Red Dot):** When the Bollinger Bands contract completely *inside* the Keltner Channels. This indicates extremely low volatility—the market is building energy. +* **SQUEEZE OFF (Green Dot):** When the Bollinger Bands expand *outside* the Keltner Channels. The energy is released, and a trend move begins. + +### Momentum Histogram + +To determine the *direction* of the potential breakout, the indicator calculates a momentum oscillator (Price Delta from the mean of the Donchian Channel and SMA). + +* **Rising Histogram:** Increasing bullish momentum. +* **Falling Histogram:** Increasing bearish momentum. + +## 3. MQL5 Implementation Details + +The indicator is built on the robust "Professional Indicator Suite" framework, ensuring high performance and modularity. + +* **Calculator Engine (`Squeeze_Calculator.mqh`):** + The core logic is encapsulated in a dedicated class that orchestrates the `CBollingerBandsCalculator` and `CKeltnerChannelCalculator`. This Composition Pattern allows for clean code and O(1) incremental calculation efficiency. +* **Visual Efficiency:** + It utilizes a `DRAW_COLOR_ARROW` plot for the Squeeze dots, allowing instant visual feedback on the Zero line without cluttering the chart. +* **Price Source:** + This indicator strictly uses **Standard Prices** (Close, High, Low) for calculations. Heikin Ashi is intentionally avoided to preserve the statistical integrity of the volatility measurement (High/Low range). + +## 4. Parameters + +* **Squeeze Settings:** + * `InpPeriod`: The lookback period for both BB and KC (Default: `20`). + * `InpBBMult`: Standard Deviation multiplier for BB (Default: `2.0`). High values make the Squeeze harder to trigger. + * `InpKCMult`: ATR multiplier for KC (Default: `1.5`). +* **Momentum Settings:** + * `InpMomPeriod`: The smoothing window for the Momentum histogram (Default: `12`). + +## 5. Usage and Interpretation + +1. **The Setup (Red Dots):** + Look for a series of **Red Dots** on the zero line. This is the accumulation phase. **Do not trade yet.** Wait for the expansion. +2. **The Trigger (Green Dot):** + When the first **Green Dot** appears after a series of Red Dots, the Squeeze has "fired". +3. **Direction:** + Look at the Momentum Histogram at the moment of the trigger: + * **Positive (Blue) Histogram:** Buy Signal (Long). + * **Negative (Red) Histogram:** Sell Signal (Short). +4. **Exit:** + Consider exiting the trade when the Momentum Histogram starts to decline (changes color shade) or returns to zero.