OPEN-SOURCE SCRIPT
Squeeze Momentum Strategy based on Indicator [LazyBear][Bitduke]
I improved Squeeze Momentum Indicator by LazyBear (momentum filter, changed data source to ohlc4) and transformed it into a strategy, adding a risk management system + ability to customize time frames for backtest.
Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).
Backtested on XBTUSD, ETHUSD (Bitmex). As you may notice it shows good results on 1h - 4h timeframes on these timeframes among these pairs. Relatively low drawdown ~ 12% (to date).
Shortly about Squeeze Momentum Indicator:
This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).
Backtested on XBTUSD, ETHUSD (Bitmex). As you may notice it shows good results on 1h - 4h timeframes on these timeframes among these pairs. Relatively low drawdown ~ 12% (to date).
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。