The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Bands to Keltner Channels. When the Bollinger Bands are inside the Keltner Channels, the indicator returns 1 (squeeze on). Otherwise, it returns -1 (squeeze off). More...

Inheritance diagram for QuantConnect.Indicators.SqueezeMomentum:

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Public Member Functions
	SqueezeMomentum (string name, int bollingerPeriod, decimal bollingerMultiplier, int keltnerPeriod, decimal keltnerMultiplier)
	Initializes a new instance of the SqueezeMomentum class. More...

override void	Reset ()
	Resets the state of the indicator, including all sub-indicators. More...

Public Attributes
override bool	IsReady => BollingerBands.IsReady && KeltnerChannels.IsReady
	Indicates whether the indicator is ready and has enough data for computation. The indicator is ready when both the Bollinger Bands and the Average True Range are ready. More...

Protected Member Functions
override decimal	ComputeNextValue (IBaseDataBar input)
	Computes the next value of the indicator based on the input data bar. More...

Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator
	BarIndicator (string name)
	Creates a new TradeBarIndicator with the specified name More...

Properties
BollingerBands	BollingerBands `[get]`
	The Bollinger Bands indicator used to calculate the upper, lower, and middle bands. More...

KeltnerChannels	KeltnerChannels `[get]`
	The Keltner Channels indicator used to calculate the upper, lower, and middle channels. More...

int	WarmUpPeriod `[get]`
	Gets the warm-up period required for the indicator to be ready. This is determined by the warm-up period of the Bollinger Bands indicator. More...

Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Detailed Description

The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Bands to Keltner Channels. When the Bollinger Bands are inside the Keltner Channels, the indicator returns 1 (squeeze on). Otherwise, it returns -1 (squeeze off).

Definition at line 26 of file SqueezeMomentum.cs.

Constructor & Destructor Documentation

◆ SqueezeMomentum()

QuantConnect.Indicators.SqueezeMomentum.SqueezeMomentum	(	string	name,
		int	bollingerPeriod,
		decimal	bollingerMultiplier,
		int	keltnerPeriod,
		decimal	keltnerMultiplier
	)

Initializes a new instance of the SqueezeMomentum class.

Parameters

name	The name of the indicator.
bollingerPeriod	The period used for the Bollinger Bands calculation.
bollingerMultiplier	The multiplier for the Bollinger Bands width.
keltnerPeriod	The period used for the Average True Range (ATR) calculation in Keltner Channels.
keltnerMultiplier	The multiplier applied to the ATR for calculating Keltner Channels.

Definition at line 46 of file SqueezeMomentum.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.SqueezeMomentum.ComputeNextValue ( IBaseDataBar input )

protected

Computes the next value of the indicator based on the input data bar.

Parameters

input The input data bar.

Returns: Returns 1 if the Bollinger Bands are inside the Keltner Channels (squeeze on), or -1 if the Bollinger Bands are outside the Keltner Channels (squeeze off).

Definition at line 73 of file SqueezeMomentum.cs.

◆ Reset()

override void QuantConnect.Indicators.SqueezeMomentum.Reset ( )

Resets the state of the indicator, including all sub-indicators.

Definition at line 97 of file SqueezeMomentum.cs.

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Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.SqueezeMomentum.IsReady => BollingerBands.IsReady && KeltnerChannels.IsReady

Indicates whether the indicator is ready and has enough data for computation. The indicator is ready when both the Bollinger Bands and the Average True Range are ready.

Definition at line 63 of file SqueezeMomentum.cs.

Property Documentation

◆ BollingerBands

BollingerBands QuantConnect.Indicators.SqueezeMomentum.BollingerBands

get

The Bollinger Bands indicator used to calculate the upper, lower, and middle bands.

Definition at line 31 of file SqueezeMomentum.cs.

◆ KeltnerChannels

KeltnerChannels QuantConnect.Indicators.SqueezeMomentum.KeltnerChannels

get

The Keltner Channels indicator used to calculate the upper, lower, and middle channels.

Definition at line 36 of file SqueezeMomentum.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.SqueezeMomentum.WarmUpPeriod

get

Gets the warm-up period required for the indicator to be ready. This is determined by the warm-up period of the Bollinger Bands indicator.

Definition at line 57 of file SqueezeMomentum.cs.

The documentation for this class was generated from the following file:

Indicators/SqueezeMomentum.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties