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[amibroker] Re: TTM Squeeze



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Thanks mic6399. Much appreciate your help on this.

Alex Z



--- In amibroker@xxxxxxxxxxxxxxx, "mic6399" <mic6399@xxx> wrote:
>
> Here we go:
> SECTION_BEGIN("Squeesy");
> /*
> BB Squeeze (conversion for TS code)
>  
> 
> Instructions
>  Insert Linked to new chart pane
>  Periods can be selected in Param window
> */
> 
> Price = Close;
> Length = Param("Length",20,2,100,1); // { Length for Average True 
> Range (ATR)}
> Lenght1 = Param("Length1",20,2,100,1); // {  Std. Deviation (SD) 
> Calcs }
> 
> nK = Param("Channel ATRs",1.5,0.1,2,0.1); //{ Keltner Channel ATRs 
> from Average }
> nBB = Param("BB Std Devs",2,0.1,3,0.1); // { Bollinger Band Std. 
> Devs. from Average }
> AlertLine = Param("AlertLine",1,0,3,1); //{ BBS_Index level at which 
> to issue alerts }
> 
> NormalColor = colorRed; //{ Normal color for BBS_Ind }
> AlertlColor = colorBlue; //{ Color for BBS_Ind below alert line }
> 
> 
> LHMult = Nz(PointValue/TickSize);
> 
> //{-- Calculate BB Squeeze Indicator ----------------------}
> AvgTrueRange = ATR(Length);
> SDev = StDev(Price, Length);
> 
> Denom = nK*AvgTrueRange;
> BBS_Ind = Nz((nBB * SDev) /Denom); 
> 
> SetPlotColor = IIf( BBS_Ind < Alertline, NormalColor, AlertlColor);
> BBcrossDown = Cross(AlertLine,BBS_Ind);
> BBcrossUp = Cross(BBS_Ind,AlertLine);
> 
> SetChartOptions( 0, chartShowDates|chartWrapTitle ); 
> GraphXSpace=10;
> //_N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}} "+_DEFAULT_NAME()+" : 
> {{OHLCX}} {{VALUES}}");
> //+"\nALERT: "+WriteIf(BBcrossDown,"BB Squeeze Alert",WriteIf
> (BBcrossUp,"BB Squeeze Is Over","")) );
> 
> 
> //{-- Plot the Index & Alert Line -------------------------}
> Plot(0, "BBS_Ind", SetPlotColor, styleDots );
> 
> //{-- Plot delta of price from Donchian mid line ----------}
> value2 = LinearReg( price-((HHV(H, Lenght1)+LLV(L, Lenght1))/2+ MA
> (C,Lenght1))/2, Lenght1);
> color = IIf( value2 > 0, IIf( value2 > Ref(value2,-1), colorGreen, 
> colorDarkGreen),
> IIf( value2 < 0, IIf( value2 < Ref(value2,-1), colorRed, 
> colorDarkRed ), colorYellow ));
> 
> Plot(value2*LHMult, "NickmNxtMove", color, styleArea );
> Plot(value2,"BB Squeeze",color, styleArea );
> //{-- Issue Alert when the Squeeze is On ------------------}
> "ALERT";
> //Write alerts to Interpretation window
> //Ticker = Name();
> //WriteIf(BBcrossDown,Ticker + " " + "BB Squeeze Alert" ,WriteIf
> (BBcrossUp,Ticker + " " + "BB Squeeze Is Over",""));
>  
> //Write alerts to Alert Output window
> AlertIf(BBcrossDown,"","BB Squeeze Alert",0);
> AlertIf(BBcrossUp,"","BB Squeeze Is Over",0);
> 
> //Sound alerts
> //AlertIf( BBcrossDown, "SOUND 
> C:\\Windows\\Media\\RINGIN.WAV", "Audio alert", 2 );
> //AlertIf( BBcrossUp, "SOUND C:\\Windows\\Media\\RINGIN.WAV", "Audio 
> alert", 2 );
> 
> 
> //Write text to screen
> /*
> for(i=1;i<BarCount;i++)
> {
>  if(BBcrossDown[i])
>  {
>   PlotText("BB Squeeze Alert",i,-6,colorWhite);
>  }
>  if(BBcrossUp[i])
>  {
>   PlotText("BB Squeeze Is Over",i,-3,colorWhite);
>  }
> }
> */
> PlotShapes(shapeUpArrow*BBcrossDown,colorBrightGreen,0,0);
> PlotShapes(shapeDownArrow*BBcrossup,colorBrightGreen,0,0);
> 
> _SECTION_END();
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Arnie" <alexz@> wrote:
> >
> > Hi,
> > 
> > I was wondering whether anyone had the TTM Squeeze indicator. I have
> > searched through the archives without really finding anything.
> > 
> > Here is the link to Trade the Markets
> > <http://www.tradethemarkets.com/products/item5.cfm>  where it is
> > described.
> > 
> > Thanks,
> > Alex Z
> >
>




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