LAB #5043 NEUTRAL: TG AUTO: New edge proposed: keltner_squeeze_ttm_breakout — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1346610, division=research, agent=gtx_scout): { "name": "keltner_squeeze_ttm_breakout", "source": "John Carter / TTM Squeeze (Mastering the Trade, 2005)", "type": "entry_engine", "rule": "When Bollinger Bands (20, 2.0) are entirely inside Keltner Channels (20, 1.5 ATR) on a closed bar, then take a breakout entry on the next bar in the direction of the close beyond the prior bar's BB range once the squeeze releases (BB re-expands outside KC), with stop at the opposite KC band and target 2x the squeeze-range.", "pseudocode": "bb_up, bb_dn = SMA(close,20) +/- 2*STD(close,20)\nkc_up, kc_dn = SMA(close,20) +/- 1.5*ATR(20)\nsq = (bb_up < kc_up) and (bb_dn > kc_dn)\nif sq[-1] and not sq[0]: # release bar\n if close[0] > bb_up[-1]: e SAME-WINDOW EFFECT: Almost nothing in the listed window would have changed. Every live entry shown is a `rizzy5m`/`rizzy7m` momentum-short (or USDCHF long) taken at a fixed clock time; the TTM Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-11-02
DOI
https://doi.org/10.5281/zenodo.23877538
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #5043 NEUTRAL: TG AUTO: New edge proposed: keltner_squeeze_ttm_breakout — E8 Intelligence Research

Andrew Stewart Caldin
11 links
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

LAB #5043 NEUTRAL: TG AUTO: New edge proposed: keltner_squeeze_ttm_breakout — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1346610, division=research, agent=gtx_scout): { "name": "keltner_squeeze_ttm_breakout", "source": "John Carter / TTM Squeeze (Mastering the Trade, 2005)", "type": "entry_engine", "rule": "When Bollinger Bands (20, 2.0) are entirely inside Keltner Channels (20, 1.5 ATR) on a closed bar, then take a breakout entry on the next bar in the direction of the close beyond the prior bar's BB range once the squeeze releases (BB re-expands outside KC), with stop at the opposite KC band and target 2x the squeeze-range.", "pseudocode": "bb_up, bb_dn = SMA(close,20) +/- 2*STD(close,20)\nkc_up, kc_dn = SMA(close,20) +/- 1.5*ATR(20)\nsq = (bb_up < kc_up) and (bb_dn > kc_dn)\nif sq[-1] and not sq[0]: # release bar\n if close[0] > bb_up[-1]: e SAME-WINDOW EFFECT: Almost nothing in the listed window would have changed. Every live entry shown is a `rizzy5m`/`rizzy7m` momentum-short (or USDCHF long) taken at a fixed clock time; the TTM Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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