Compression, in three levels
Dots on the zero line mark how tightly the range has compressed. Three levels rather than one, so you can tell a mild pause from a market that has wound right up.
Indicator and strategy · NinjaTrader 8
Watch the pressure build, then trade the release.
A linear-regression momentum histogram with three levels of squeeze compression marked on the zero line. You get the indicator to read it yourself and the strategy to trade it, in one licence.
Screenshot — 5 minute NQ
A squeeze firing: compression dots on the zero line, then the
histogram expanding.
The indicator
Two readings on one panel
Momentum, by linear regression
The histogram measures momentum as a regression slope rather than a moving-average difference, so it turns on the change in direction instead of lagging behind it.
Optional alerts fire on state transitions — compression entered, compression released, momentum flipped — so you do not have to watch the panel.
The strategy
It trades the fire, and hands risk to your ATM
Long when the squeeze fires with momentum up, short when it fires with momentum down — or on whatever your own plan rules say, when you switch those on.
Your ATM template
Stops and targets are delegated to the ATM template you already use, so position management stays where you have already set it up rather than being reinvented here.
A trading window
A configurable session window, so the strategy is not working the hours you are not.
Lines on every trade
Entry, maximum adverse excursion and exit drawn as dashed levels per trade, with configurable text placement, so a session can be reviewed from the chart.
Video — 60 seconds
A session on replay: compression, fire, entry, the drawn levels.
Settings
Configured from the properties dialog
The groups below are the main ones you will set. Counts are the number of properties in each.
Signal and bands 7
Lengths and multipliers for the compression measurement and the regression momentum, plus how many levels of compression to mark.
Strategy 6
What constitutes a fire, which direction it is allowed to take, and the position size.
Entry offset 5
How far from the signal bar the entry sits. A momentum trigger enters late by construction, and this is the lever that corrects it.
Stochastic entries 7
An alternative trigger that enters on the stochastic turn rather than the squeeze fire, for when the squeeze is too slow on a fast series.
Trend filter 4
An optional higher-timeframe agreement test, so the strategy only takes fires in the direction of the larger trend.
Trading window 3
Start and end of the session the strategy is allowed to work, and whether to flatten at the end of it.
ATM template and audio 3
The name of the ATM template that takes over position management once filled, and optional audio on entry and exit.
Chart markers 13
Entry, maximum adverse excursion and exit drawn per trade, with colours, line widths and text placement.
Requirements
- NinjaTrader 8.
- An ATM template configured for the instrument you trade.
- The indicator and the strategy ship together under one licence.
Hypothetical performance disclosure. Any example, screenshot, replay or simulated result shown for this product is hypothetical. Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. There are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. Futures trading carries substantial risk of loss and is not suitable for every investor.