TTM Squeeze Indicator

• 01/21/2017 at 9:39 PM #21988
  Wester

  Hi,

  Anyone know where I can get hold of the TTM Squeeze indicator (John Carter) for ProRealTime?

  Thanks!

  

  Wester

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  01/22/2017 at 1:26 PM #22022
  Nicolas

  Hello, this is what I found on an old french forums topics elsewhere on the web.

  Don’t know if it is correct though:

  // John F. Carter Squeeze ////////////////////////////////////////////////////////////////// // Période des Moyennes Mobiles (défaut = 20) nPer = 20 // Coefficient des Canaux de Keltner (défaut = 1.5) fKeltner = 1.5 // Coefficient d'écartement des Bandes de Bollinger (défaut = 2) fBB = 2.0 // Canaux de Keltner aKeltnerUp = Average[nPer](TypicalPrice) + (fKeltner * AverageTrueRange[nPer]) aKeltnerDw = Average[nPer](TypicalPrice) - (fKeltner * AverageTrueRange[nPer]) // Bandes de Bollinger aBollingerUp = Average[nPer](Close) + (fBB * STD[nPer](Close)) aBollingerDw = Average[nPer](Close) - (fBB * STD[nPer](Close)) // L'indicateur vaut 1 sauf si les Bandes de Bollinger sont // comprises entre Canaux de Keltner nSqueeze = 1 If (aBollingerUp <= aKeltnerUp) and (aBollingerDw >= aKeltnerDw) Then nSqueeze = -1 EndIf // Delta of price from Donchian mid line DonchianDelta = LinearRegression[nPer] ( Close - ( (Highest[nPer](High) + Lowest[nPer](Low)) / 2 + ExponentialAverage[nPer](Close))/2 ) // Conseil : afficher DonchianDelta sous forme d'histogramme et // nSqueeze sous forme de Points d'épaisseur maximum Return DonchianDelta As "DonchianDelta", nSqueeze As "CarterSqueeze"

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  // John F. Carter Squeeze   ////////////////////////////////////////////////////////////////// // Période des Moyennes Mobiles (défaut = 20) nPer = 20   // Coefficient des Canaux de Keltner (défaut = 1.5) fKeltner = 1.5   // Coefficient d'écartement des Bandes de Bollinger (défaut = 2) fBB = 2.0   // Canaux de Keltner aKeltnerUp = Average[nPer](TypicalPrice) + (fKeltner * AverageTrueRange[nPer]) aKeltnerDw = Average[nPer](TypicalPrice) - (fKeltner * AverageTrueRange[nPer])   // Bandes de Bollinger aBollingerUp = Average[nPer](Close) + (fBB * STD[nPer](Close)) aBollingerDw = Average[nPer](Close) - (fBB * STD[nPer](Close))   // L'indicateur vaut 1 sauf si les Bandes de Bollinger sont // comprises entre Canaux de Keltner nSqueeze = 1 If (aBollingerUp <= aKeltnerUp) and (aBollingerDw >= aKeltnerDw) Then nSqueeze = -1 EndIf   // Delta of price from Donchian mid line DonchianDelta = LinearRegression[nPer] ( Close - ( (Highest[nPer](High) + Lowest[nPer](Low)) / 2 + ExponentialAverage[nPer](Close))/2 )   // Conseil : afficher DonchianDelta sous forme d'histogramme et // nSqueeze sous forme de Points d'épaisseur maximum Return DonchianDelta As "DonchianDelta", nSqueeze As "CarterSqueeze"

  I remember having coded something similar myself, but I don’t remember for who and when, I think it was a private job for one of the customer of the programming services, so I can’t share it.

   

  

  Nicolas

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  01/29/2017 at 9:05 PM #22993
  cfta

  Hi Wester,

  I think this is what you are looking for;

  https://www.prorealcode.com/topic/grid-orders-with-one-combined-stop-loss-and-limit-can-it-be-done/page/11/#post-9179

   

  

  cfta

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  05/01/2017 at 9:46 AM #34112
  Nicolas

  For information, I coded the TTM Squeeze indicator for prorealtime, this is the link for it into the library.

  

  Nicolas

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  03/15/2021 at 3:55 AM #164182
  loaman

  I can’t find the correct indicator for TMM Squeeze. I have it on think or swim but I like the Prorealtime charts better can you help? The one I found posted here is not correct and does not prodice the same output at the TOS indicator.

   

  Thanks

  

  loaman

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  03/15/2021 at 9:43 AM #164200
  Nicolas

  Sorry but why do you think it is not the correct one? What are the noticeable differences please?

  

  Nicolas

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  03/15/2021 at 7:46 PM #164260
  loaman

  Hi and thank your for your help. I have Think or Swim and the TTM Squeeze is is a pre-built indicator option. The results do not match. The attached screen grab is from just now and reflects the QQQ. TOS is showing the green dots and PRT is reporting red dots for the same time frame. Obviously they can’t both be correct.

  

  loaman

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  03/16/2021 at 12:05 PM #164327
  Nicolas

  I can remember a color inversion some talked about, let me check please.

  

  Nicolas

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  03/16/2021 at 12:07 PM #164329
  Nicolas

  Indeed, in the code you should replace that lines:

  if(sqzOn=1) then scolorR = 0 scolorG = 255 else scolorR = 255 scolorG = 0 ENDIF

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  if(sqzOn=1) then scolorR = 0 scolorG = 255 else scolorR = 255 scolorG = 0 ENDIF

  with:

  if(sqzOn=1) then scolorR = 255 scolorG = 0 else scolorR = 0 scolorG = 255 ENDIF

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  if(sqzOn=1) then scolorR = 255 scolorG = 0 else scolorR = 0 scolorG = 255 ENDIF

   

  

  Nicolas

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  03/16/2021 at 5:56 PM #164373
  loaman

  Thank for for your time. Unfortunately there is still a discrepancy. This is Goldman look at October. The indicator firers 3 times on the Think or Swim TTM indicator (see attached).

  Best,

  

  loaman

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  03/17/2021 at 1:24 PM #164485
  Nicolas

  I’d like to help, but unless you can tell me why the dots are red and not green, I can’t help more 🙁

  

  Nicolas

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