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Old 05-01-2008, 06:05 PM
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Re: BB Squeeze (Version of TTM Squeeze)

fs -

Here's a for instance for you. This is a 2-minute chart of the YM from April 28. The chart has a 8-period EMA on price, bar color based on closing above this EMA (+/-), MACD, Chaikin Oscillator, and BB Squeeze. Default settings for all indicators.

There were two squeezes triggered in the timeframe.

Squeeze 1:
- MACD crossover 3 bars before trigger
- slope on EMA went negative 2 bars before
- bar color changed 3 bars before
- Chaikin Oscillator peaked 7 bars before

Squeeze 2:
- MACD crossover 9 bars before trigger
- slope on EMA went negative 9 bars before
- bar color changed 12 bars before

Squeeze 2 shows an example of how in a choppy market, you would enter just before the market turned back up.

Some caveats: I don't really trade off of oscillators, so I may not be interpreting them properly. Also, my program may have a greater than or equal rather than simply greater than on the off chance that the Standard Deviation and the ATR is the same to umpteen decimal places. Finally, I ain't no programmin' genius, so Blu-Ray's or the TTM stuff may work better.

The two bar lag (minimum) is consistent across chart periods (min, ticks, volume).

Attached Images
File Type: jpg YM - 280408.JPG (118.6 KB, 153 views)

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