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Quant Squeeze: Institutional Grade

Quant Squeeze: Institutional Grade
This indicator is a comprehensive volatility trading system designed to identify high-probability Breakouts and Reversions using a quantitative scoring engine (0-100). It combines the classic TTM Squeeze logic with Multi-Timeframe (MTF) trend filtering, Statistical Volume analysis, and Linear Momentum.
Key Features:
Institutional Squeeze Logic: Identifies periods where Bollinger Bands (2.0) contract inside Keltner Channels (1.5). This indicates potential energy accumulation.
Quantitative Scoring (0-100): Every signal is graded based on 5 factors: Trend Alignment, Volume Strength, Momentum Delta, Squeeze Duration (Energy), and RSI Context.
MTF Trend Filter: Confirms the current chart signal with a Higher Timeframe (e.g., Daily) trend to filter out fake-outs.
Hybrid Volume Engine:
Sniper Mode (BB): Uses Bollinger Bands on the Volume oscillator to detect statistical anomalies (Best for Crypto/Forex).
Sensitive Mode (SMA): Uses a simpler threshold for low-float or lower liquidity assets.
Kill Zone Protection: Automatically disables "Reversion" signals immediately after a Squeeze fires, preventing trading against a fresh explosion.
Dashboard: A real-time table displays the current Market Phase, Momentum direction, HTF Trend status, and Risk Targets (SL/TP based on ATR).
3. Operational Guide: How to read the chart
The indicator visualizes the market in a 3-Act structure. Follow the colors to understand the market phase.
Phase 1: The Squeeze (Gray Background)
What it means: The market is compressing. Volatility is low, and energy is building up (Accumulation).
Action: WAIT. Do not enter trades here.
Context: Watch the dashboard. The "Energy" of the squeeze increases the longer this phase lasts. Longer squeezes often result in more explosive moves.
Phase 2: The Firing Zone (Purple Background)
What it means: The Squeeze has fired. The bands have expanded, and price is breaking out.
Signals: Look for "BO" (Breakout) labels.
Strategy: This is the primary entry zone for trend-following trades.
BO + High Score (80+): Institutional Grade setup. Strong trend, volume spike, and momentum.
Note: Reversion signals are strictly disabled in this zone to protect you from catching a falling knife.
Phase 3: The Trend Run (Blue Background)
What it means: Volatility has normalized. The price is trending or ranging normally.
Signals: Look for "REV" (Reversion) labels.
Strategy: These are "Pullback" or "Mean Reversion" entries. They are only valid if they align with the trend (or if scoring suggests a high-probability scalp).
Understanding the Score (0-100)
Each signal comes with a numeric score:
65-75: Standard Setup. Good momentum, but perhaps lacking Volume or HTF confirmation.
75-85: Strong Setup. Solid confluence.
85-100: "All-In" Setup. Perfect alignment of Chart Trend, Higher Timeframe Trend, Statistical Volume Spike, and Accelerating Momentum.
This indicator is a comprehensive volatility trading system designed to identify high-probability Breakouts and Reversions using a quantitative scoring engine (0-100). It combines the classic TTM Squeeze logic with Multi-Timeframe (MTF) trend filtering, Statistical Volume analysis, and Linear Momentum.
Key Features:
Institutional Squeeze Logic: Identifies periods where Bollinger Bands (2.0) contract inside Keltner Channels (1.5). This indicates potential energy accumulation.
Quantitative Scoring (0-100): Every signal is graded based on 5 factors: Trend Alignment, Volume Strength, Momentum Delta, Squeeze Duration (Energy), and RSI Context.
MTF Trend Filter: Confirms the current chart signal with a Higher Timeframe (e.g., Daily) trend to filter out fake-outs.
Hybrid Volume Engine:
Sniper Mode (BB): Uses Bollinger Bands on the Volume oscillator to detect statistical anomalies (Best for Crypto/Forex).
Sensitive Mode (SMA): Uses a simpler threshold for low-float or lower liquidity assets.
Kill Zone Protection: Automatically disables "Reversion" signals immediately after a Squeeze fires, preventing trading against a fresh explosion.
Dashboard: A real-time table displays the current Market Phase, Momentum direction, HTF Trend status, and Risk Targets (SL/TP based on ATR).
3. Operational Guide: How to read the chart
The indicator visualizes the market in a 3-Act structure. Follow the colors to understand the market phase.
Phase 1: The Squeeze (Gray Background)
What it means: The market is compressing. Volatility is low, and energy is building up (Accumulation).
Action: WAIT. Do not enter trades here.
Context: Watch the dashboard. The "Energy" of the squeeze increases the longer this phase lasts. Longer squeezes often result in more explosive moves.
Phase 2: The Firing Zone (Purple Background)
What it means: The Squeeze has fired. The bands have expanded, and price is breaking out.
Signals: Look for "BO" (Breakout) labels.
Strategy: This is the primary entry zone for trend-following trades.
BO + High Score (80+): Institutional Grade setup. Strong trend, volume spike, and momentum.
Note: Reversion signals are strictly disabled in this zone to protect you from catching a falling knife.
Phase 3: The Trend Run (Blue Background)
What it means: Volatility has normalized. The price is trending or ranging normally.
Signals: Look for "REV" (Reversion) labels.
Strategy: These are "Pullback" or "Mean Reversion" entries. They are only valid if they align with the trend (or if scoring suggests a high-probability scalp).
Understanding the Score (0-100)
Each signal comes with a numeric score:
65-75: Standard Setup. Good momentum, but perhaps lacking Volume or HTF confirmation.
75-85: Strong Setup. Solid confluence.
85-100: "All-In" Setup. Perfect alignment of Chart Trend, Higher Timeframe Trend, Statistical Volume Spike, and Accelerating Momentum.
开源脚本
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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。
开源脚本
秉承TradingView的精神,该脚本的作者将其开源,以便交易者可以查看和验证其功能。向作者致敬!您可以免费使用该脚本,但请记住,重新发布代码须遵守我们的网站规则。
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。