Up-to-Date TTM Squeeze Indicator NT8

[exjayess]

Hi all,

I'm relatively new to the platform, and looking for the most current version of the R_Squeeze for NT8. Is this available? Can anyone share? Would appreciate.

Cheers!
X

[NinjaTrader_ShawnB]

Hello exjayess,

Thanks for your post.

I was able to locate an indicator called Squeeze Momentum Indicator that is publicly available for free for NinjaTrader 8 in our User App Share at the link below.

• Squeeze Momentum Indicator

Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8:

Note — To import NinjaScripts you will need the original .zip file.

To Import:

1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
2. From the Control Center window select the menu Tools > Import > NinjaScript Add-on...
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the indicator to a chart by:

• Right-click your chart > Indicators... > Select the Indicator from the 'Available' list on the left > Add > OK

Here is a short video demonstration of the import process:

• https://youtu.be/Q4ntaVF9mKI

If this indicator does not satisfy you. You could also browse our growing library of user-submitted custom indicators (100+) that can be downloaded from our User App Share. Please look in the User App Share as you may find what you are looking for there:

NinjaTrader User App Share NinjaTrader Ecosystem

If you are unable to locate a script like the one you are describing you could have it built. If you would like our affiliate NinjaTrader Ecosystem to provide you with a list of professional NinjaScript consultants please let me know.


The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[hedgeplay]

Welcome Xjayess,

The version of the Squeeze Shawn posted above is a really good one. A genuine community contribution by Andrei60 of http://fxstill.com.

Note that once installed it will located under the AUN-Indi subdirectory when you open "Indicators" in a chart.


Notes included on how to read it are pretty good .. just when the notes reference "Black" dots that is really White dots in this version.

HedgePlay

/// <summary>
/// Translate from Pine: Squeeze Momentum Indicator Author: [LazyBear]. Author Description:
/// "This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book
/// "Mastering the Trade" (chapter 11).
///
/// Black or WHITE cicles on the midline show that the market just entered
/// a squeeze ( Bollinger Bands are with in Keltner Channel).
/// This signifies low volatility , market reparing itself for an explosive move (up or down).
///
/// Gray cicles signify "Squeeze release".
///
/// Mr.Carter suggests waiting till the first gray after a black or WHITE cicle, and taking a position in the
/// direction of the momentum (for ex., if momentum value is above zero, go long).
///
/// Exit the position when the momentum changes (increase or decrease --- signified by a color change).
///
/// My (limited) experience with this shows, an additional indicator like ADX / WaveTrend, is needed to not miss
/// good entry points. Also, Mr.Carter uses simple momentum indicator , while I have used a
/// different method (linreg based) to plot the histogram."
/// </summary>

public class SqueezeMomentumIndicator : Indicator

[exjayess]

Hello exjayess,

Thanks for your post.

I was able to locate an indicator called Squeeze Momentum Indicator that is publicly available for free for NinjaTrader 8 in our User App Share at the link below.

• Squeeze Momentum Indicator

Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8:

Note — To import NinjaScripts you will need the original .zip file.

To Import:

1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
2. From the Control Center window select the menu Tools > Import > NinjaScript Add-on...
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the indicator to a chart by:

• Right-click your chart > Indicators... > Select the Indicator from the 'Available' list on the left > Add > OK

Here is a short video demonstration of the import process:

• https://youtu.be/Q4ntaVF9mKI

If this indicator does not satisfy you. You could also browse our growing library of user-submitted custom indicators (100+) that can be downloaded from our User App Share. Please look in the User App Share as you may find what you are looking for there:

NinjaTrader User App Share NinjaTrader Ecosystem

If you are unable to locate a script like the one you are describing you could have it built. If you would like our affiliate NinjaTrader Ecosystem to provide you with a list of professional NinjaScript consultants please let me know.


The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

Thank you so much for sharing this Indicator Shawn B!! Really appreciate the quick response. Hoping others will find it useful, too.

Best,
X

[exjayess]

Welcome Xjayess,

The version of the Squeeze Shawn posted above is a really good one. A genuine community contribution by Andrei60 of http://fxstill.com.

Note that once installed it will located under the AUN-Indi subdirectory when you open "Indicators" in a chart.


Notes included on how to read it are pretty good .. just when the notes reference "Black" dots that is really White dots in this version.

HedgePlay

Thanks for the kind welcome HedgePlay; it was very kind of you to share and contextualize the indicator instructions. Is this an indicator you frequently use?

Has ANYONE had much joy using this Indicator with the E-Mini S&P 500 Futures?

I've mostly been back testing a 2000 tik timeframe setup, and my early research with this indicator is definitely showing some good correlation between observed squeezes, and eventual fires up/down! But I'm very keen to understand if anyone is finding greater consistency/predictability using a different timeframe(s)?

Input welcome but not expected! Thanks in advance!

[NReber333]

Thanks for the kind welcome HedgePlay; it was very kind of you to share and contextualize the indicator instructions. Is this an indicator you frequently use?

Has ANYONE had much joy using this Indicator with the E-Mini S&P 500 Futures?

I've mostly been back testing a 2000 tik timeframe setup, and my early research with this indicator is definitely showing some good correlation between observed squeezes, and eventual fires up/down! But I'm very keen to understand if anyone is finding greater consistency/predictability using a different timeframe(s)?

Input welcome but not expected! Thanks in advance!

Hello exjayess,

I'm newer here to NinjaTrader as well as C# coding in general. I've slowly been teaching myself and am looking to backtest this indicator as a strategy. I've learned enough to understand how the indicator runs and how to change certain parts of it, but I am having trouble building a strategy to actually backtest using the indicator. Would you be willing to share how you have been backtesting?

Thank you!

[trader3000a]

the squeeze momentum indicator compiles without errors but doesn't show up in the indicators list. please advise

[hedgeplay]

the squeeze momentum indicator compiles without errors but doesn't show up in the indicators list. please advise

Hi Trader,

When that happens (will happen again) the first thing to do is open and read the top lines in the code....

namespace NinjaTrader.NinjaScript.Indicators[B].AUN_Indi[/B]
{

...

There is the answer ".AUN_Indi".

Look in the AUN_Indi subdirectory after you open the indicator list.

HedgePlay

[trader3000a]

Has anyone worked out a way to create a scan in the market analyzer for a squeeze (blue dots) on different or multiple time frames?

[unclemimi]

Anyone else having issues installing this indicator? I've tried a few times, restarted ninjatrader, and searched for it thinking maybe it was already added - no luck.

Thanks for any help!

[DTSSTS]

I am sure you found it by now, but for future persons, the question was answer 2 times in the above post

Note that once installed it will located under the AUN-Indi subdirectory when you open "Indicators" in a chart.

It is in that folder

[FutureDragon]

First I want to give thanks to both AUN-Indi and LazyBear for the implementation and porting.
I did side to side comparison between TTM_Squeeze and the Squeeze Momentum indicator and find some discrepancies. Sharing it here for those who have the same questions.
1) The momentum. There is about 10% difference (trend) with TTM_Squeeze. LazyBear uses the mid line of KC (which is SMA on NinjaTrader) to average with the average of the high low of the period as the base line. If switching the mid line of KC (SMA) to EMA, the momentum trend matches with TTM_Squeeze exactly based on all observation done so far.
2) The Squeeze dots. If matching color to that of TTM_Squeeze, LazyBear implementation matches about 80% with TTM_Squeeze. Instead of using Bollinger and KeltnerChannel and the confusing squeeze on, squeeze off, no squeeze logic, using StdDev (for BB) and the average (not moving average) of true range (for KC) can match the Squeeze dot of TTM_Squeeze. And this approach can be extended to implement SqueezePro like low squeeze, and high squeeze states.

[FishTrade]

FutureDragon, changes you have recommended can not be accomplished under current Parameters available in this indicator?