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Squeeze Momentum

Part 1
I build a code of Bollinger Band for the period of 12 days and 2 stadev. I tested also with 10 and 16 days and also with 1 stadev and the closest I got to beat the market was with the parameters previously mentioned.

Next Steps

Create Keltner Channel
Put Everything together to create the squeeze Momentum

If someone already have a Squeeze Momentum code or Keltner and would like to share would be much appreciated. Thanks for any comments in my BB

2 responses

Part 2:

I build Kertnel Channel using EMA30 (it was way better than EMA15) and used the multiplier as 2 assuming it´s a benchmark and the ATR of 14 days.

Next step:

Merge BB and KC to create the Squeeze Momentum

Just putting BB and KC together to run the squeeze momentum but results doesn´t seem really promising.