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SQZMOM Breakout Strategy
📌 SQZMOM Breakout Strategy – Optimized for 15-Minute Intraday Trading
SQZMOM Breakout Strategy is a momentum and volatility-based algorithmic trading system, primarily built around the Squeeze Momentum (SQZMOM) indicator. It is specifically optimized for 15-minute timeframes to exploit intraday breakouts and trend continuations.
📊 Key Features:
✅ Breakout signals based on the Squeeze Momentum indicator
✅ Trend filter using 200-period WMA (visual only, not affecting entries)
✅ RSI filter to avoid trades in overbought/oversold zones
✅ Volume and ATR filters to confirm breakout quality
✅ Position sizing dynamically scales from 5% to 20% based on signal strength
✅ Trailing Stop Loss based on user-adjustable ATR multiple (default: 2.0 ATR)
✅ No fixed Take Profit: trades ride the trend using trailing stops
⚙️ Configurable Inputs:
Bollinger Band & Keltner Channel parameters
RSI thresholds (fixed at 40 to avoid early entries against momentum)
Trailing Stop distance defined by ATR Multiplier for Trailing Stop
All parameters are user-tunable for further optimization
🟢 When Does It Enter a Trade?
Long Entry:
SQZMOM fires bullish breakout + momentum increases + price above WMA200 + sufficient volume & ATR + RSI > 40
Short Entry:
SQZMOM fires bearish breakout + momentum decreases + price below WMA200 + sufficient volume & ATR + RSI < 40
Signal entries are deferred until all filters (especially RSI) align — no crossover logic is used
🎯 Trade Management:
Position Sizing: Adjusted according to momentum strength (val), from 5% to 20%
Exit Strategy: Trailing Stop only, no hard TP — lets profits run
TP/SL logic: Trailing SL moves dynamically with price, distance = ATR × multiplier
📚 Scientific & Practical Foundations:
The model is inspired by John Carter’s “TTM Squeeze” principle: volatility contraction followed by explosive momentum
Position sizing and ATR-based trailing logic follow Ernie Chan’s adaptive risk framework in Algorithmic Trading (2013)
RSI as a trend-quality gate is consistent with classic momentum confirmation rules
SQZMOM Breakout Strategy is a momentum and volatility-based algorithmic trading system, primarily built around the Squeeze Momentum (SQZMOM) indicator. It is specifically optimized for 15-minute timeframes to exploit intraday breakouts and trend continuations.
📊 Key Features:
✅ Breakout signals based on the Squeeze Momentum indicator
✅ Trend filter using 200-period WMA (visual only, not affecting entries)
✅ RSI filter to avoid trades in overbought/oversold zones
✅ Volume and ATR filters to confirm breakout quality
✅ Position sizing dynamically scales from 5% to 20% based on signal strength
✅ Trailing Stop Loss based on user-adjustable ATR multiple (default: 2.0 ATR)
✅ No fixed Take Profit: trades ride the trend using trailing stops
⚙️ Configurable Inputs:
Bollinger Band & Keltner Channel parameters
RSI thresholds (fixed at 40 to avoid early entries against momentum)
Trailing Stop distance defined by ATR Multiplier for Trailing Stop
All parameters are user-tunable for further optimization
🟢 When Does It Enter a Trade?
Long Entry:
SQZMOM fires bullish breakout + momentum increases + price above WMA200 + sufficient volume & ATR + RSI > 40
Short Entry:
SQZMOM fires bearish breakout + momentum decreases + price below WMA200 + sufficient volume & ATR + RSI < 40
Signal entries are deferred until all filters (especially RSI) align — no crossover logic is used
🎯 Trade Management:
Position Sizing: Adjusted according to momentum strength (val), from 5% to 20%
Exit Strategy: Trailing Stop only, no hard TP — lets profits run
TP/SL logic: Trailing SL moves dynamically with price, distance = ATR × multiplier
📚 Scientific & Practical Foundations:
The model is inspired by John Carter’s “TTM Squeeze” principle: volatility contraction followed by explosive momentum
Position sizing and ATR-based trailing logic follow Ernie Chan’s adaptive risk framework in Algorithmic Trading (2013)
RSI as a trend-quality gate is consistent with classic momentum confirmation rules
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開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。