SQZMOM LB Гайд по трейдингу

The Squeeze Momentum [LazyBear] — это квантитативный инструмент технического анализа. Squeeze Momentum [LazyBear] Optimized to the Golden Standard - Eliminated full-array map/reduce (legacy TA.* utilities) replacing them with O(1) sequential Ring Buffers.

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• BB Длина (bbLen): Controls the calculation period and sensitivity for market detection.
• BB MultFactor (bbMult): Controls the calculation period and sensitivity for market detection.
• KC Длина (kcLen): Controls the calculation period and sensitivity for market detection.
• KC MultFactor (kcMult): Controls the calculation period and sensitivity for market detection.
• Use TrueRange (KC) (useTR): Controls the calculation period and sensitivity for market detection.
• Normalize ATR (normalize): Controls the calculation period and sensitivity for market detection.
• ATR Длина (atrLen): Controls the calculation period and sensitivity for market detection.
• Histogram Value (val): Controls the calculation period and sensitivity for market detection.
• Histogram (hist): Controls the calculation period and sensitivity for market detection.
• Squeeze Status (0/1/2) (sqz): Controls the calculation period and sensitivity for market detection.
• Growing (val > prev) (isGrowing): Controls the calculation period and sensitivity for market detection.
• Falling (val < prev) (isFalling): Controls the calculation period and sensitivity for market detection.
• Positive (val > 0) (isPositive): Controls the calculation period and sensitivity for market detection.
• Negative (val < 0) (isNegative): Controls the calculation period and sensitivity for market detection.
• Squeeze ON Event (sqzOnSignal): Controls the calculation period and sensitivity for market detection.
• Squeeze OFF Event (sqzOffSignal): Controls the calculation period and sensitivity for market detection.
• Histogram (val): Controls the calculation period and sensitivity for market detection.
• Squeeze Status (0/1/2) (sqz): Controls the calculation period and sensitivity for market detection.
• Squeeze ON (appears) (sqzOnSignal): Controls the calculation period and sensitivity for market detection.
• Squeeze OFF (appears) (sqzOffSignal): Controls the calculation period and sensitivity for market detection.
• Growing (isGrowing): Controls the calculation period and sensitivity for market detection.
• Falling (isFalling): Controls the calculation period and sensitivity for market detection.
• Above Zero (isPositive): Controls the calculation period and sensitivity for market detection.
• Below Zero (isNegative): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• sqzOnSignal - Squeeze ON (appears) event signal.
• sqzOffSignal - Squeeze OFF (appears) event signal.
• isGrowing - Growing event signal.
• isFalling - Falling event signal.
• isPositive - Above Zero event signal.
• isNegative - Below Zero event signal.

2. Фильтры и торговые уровни

• bbLen - BB Длина value used for structural qualification or thresholds.
• bbMult - BB MultFactor value used for structural qualification or thresholds.
• kcLen - KC Длина value used for structural qualification or thresholds.
• kcMult - KC MultFactor value used for structural qualification or thresholds.
• useTR - Use TrueRange (KC) value used for structural qualification or thresholds.
• normalize - Normalize ATR value used for structural qualification or thresholds.
• atrLen - ATR Длина value used for structural qualification or thresholds.
• val - Histogram Value value used for structural qualification or thresholds.
• hist - Histogram value used for structural qualification or thresholds.
• sqz - Squeeze Status (0/1/2) value used for structural qualification or thresholds.
• isGrowing - Growing (val > prev) value used for structural qualification or thresholds.
• isFalling - Falling (val < prev) value used for structural qualification or thresholds.
• isPositive - Positive (val > 0) value used for structural qualification or thresholds.
• isNegative - Negative (val < 0) value used for structural qualification or thresholds.
• sqzOnSignal - Squeeze ON Event value used for structural qualification or thresholds.
• sqzOffSignal - Squeeze OFF Event value used for structural qualification or thresholds.
• val - Histogram value used for structural qualification or thresholds.
• sqz - Squeeze Status (0/1/2) value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.