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RSqueeze with TTMS squeeze type

I extended the base RSqueeze indicator with the addition of the TTMS squeeze style. All of the original squeeze styles (Bollinger, PBF, CounterTrend) are still available in the "SqueezeStyle" drop down menu.

Exported using NinjaTrader 7.0.1000.21

Change Log (2-16-2014): RSqueezeV2

Addressed issues / concerns raised by Zondor in his comment.

1. Fixed the existing bug in the histogram plot color when CalculateOnBarClose is set equal to FALSE.
2. Cleaned up the code to improve efficiency.
3. Replaced RGaussianFilter() with anaGaussianFilter() to address a rounding error issue in the PBF and CounterTrend squeeze types.
4. Replaced TTMS squeeze code with call to anaSqueeze().

Change Log 10-20-2015 - Added Sound Alerts for Squeeze Breakouts.

This version 2 requires NinjaTrader 7 or higher. It will not work with Ninja Trader 6.5.

Once imported into NinjaTrader, the New Indicator Name is RSqueezeV2

Associated BMT thread on the RSqueeze indicator...https://nexusfi.com/ninjatrader/20840-how-does-rsqueeze-work.html

Category NinjaTrader 7 Indicators

Details: RSqueeze with TTMS squeeze type
Category: NinjaTrader 7 Indicators

February 17th, 2014
Size: 26.18 KB
Downloaded: 2093 times

Keywords: bollinger rsqueeze squeeze ttms

Comments/ratings

XxBrianxX January 12th, 2014 05:45 PM

No Comment

AMcCullough January 29th, 2014 01:51 PM

Thank You! Wish I had this years ago! Would like to see a sound alert added for when the squeeze fires off!

Zondor February 6th, 2014 06:23 PM

This is horribly coded, with inline function calls to external indicators on every incoming tick. This type of programming can bring your computer to its knees and is why Ninjatrader has a reputation for unresponsiveness and unreliability. There is a thread where this indicator was discussed, and Fat Tails gave a good explanation of what it does and what it is intended to do. There are probably more efficiently coded versions of this floating around since I know that I fixed it two years ago or so.

john2000 February 19th, 2014 06:37 AM

Thanks you, @trendwaves! A few questions though:

What does TTMS stand for?
If it means Trade The Market Squeeze, then how's it different than the BBSqueeze Setting? just using @Fat Tails, anaSqueeze logic, as oppose to the TTM Squeeze logic?

thanks for any further clarifications.

stef March 11th, 2014 08:21 AM