StockFetcher Forums · Filter Exchange · Bollinger Keltner Squeeze<< 1 2 >>Post Follow-up
17 posts
msg #86235
Ignore semovente
1/14/2010 11:48:26 AM

Has anyone created a filter to implement the following strategy:

As summarized on another website:

"The decreased volatility and quiet period are when the Bollinger Bands are "squeezed" inside of the Keltner Channels. The setup is triggered when the Bollinger Bands shoot back outside of the Keltner Channel. Depending on the momentum direction, the play can be short or long"

Any ideas?


2,817 posts
msg #86298
Ignore chetron
1/14/2010 4:11:10 PM

search the forum

189 posts
msg #86312
Ignore fortyfour
1/14/2010 5:49:22 PM

Search for petrolpeter.... He can spot a squeeze

154 posts
msg #86325
Ignore dangreene
1/14/2010 10:23:43 PM


You probably don't remember 'nikoschopen' who was a SF member some time ago. I think he was the first to bring Bollinger/Keltner bands to the forums.

Plug the following -- nikoschopen bollinger keltner -- into the search function here on SF and you should find what you want.

I hope this triggers more input on the use of Bollinger/Keltner band squeezes.

I feel that the time spent here recently by a few members exploring Acceleration Bands would be better off looking at this approach since it seems to get you into the trade much earlier. Just MHO

124 posts
msg #86397
Ignore tmanbone
1/15/2010 8:35:23 PM


show stock where Upper Bollinger Band(20,2) is below
Upper Keltner Band(20,1.5)
and Lower Bollinger Band(20,2) is above
Lower Keltner Band(20,1.5)
show stocks closed between 1 and 100
average volume(90) is > 1000000

Based on Carter / Senter's squeeze.

The thinkscripter has one developed for ThinkorSwim, he'll share for a small donation.

59 posts
msg #86427
Ignore acfncp3
1/16/2010 10:41:12 PM

I've tried the John Carter squeeze but with mixed results. I can't seem to get the direction right because the signal can be bullish or bearish. Once you get a signal to enter as the BB escapes the Keltner channel .... the stock does not seem to consistently hold either bullish or bearish. For those who are trading this system ... any suggestions on what I'm doing wrong. I'm back to papertrading this system instead of risking real money.

Also, I listened to one of JC webinars and he added something new where his signal will look for different time frames.... weekly daily and the 15 min ... it seems he is using the different time periods to confirm the signal that the stock is coming out of the squeeze. I don't think SF can do this. Although, could you have SF confirm .... say both weekly and daily are leaving the squeeze.



124 posts
msg #86431
Ignore tmanbone
1/17/2010 1:09:00 AM

They use hiekin ashi candles, only take the trade if the candle color is in the direction the squeeze fired. Herbert exits on two opposing candles, keeping in mind he is a scalper, he intraday trades the Dow mini with an 89 tick chart. On the other hand Carter trades longer time frames, 5 min for intraday would be his lowest time frame; he swears by the weekly, monthly squeezes and has mentioned in his seminars that he loads the boat in these cases. These are my observations after studying Carter's/ Senters' seminars and book. HTH

59 posts
msg #86435
Ignore acfncp3
1/17/2010 9:24:37 AM

Interesting ..... Could SF screen for a monthly-weekly breakout of the squeeze. I guess at that pt you could look for daily squeeze breakouts on those stocks.



124 posts
msg #86462
Ignore tmanbone
1/17/2010 7:33:04 PM

You might be able to modify the above filter from daily to weekly., I've read it in the forum that monthly is out of the question. Chetron can help you. I found a squeeze indi for TOS at informed trades:

154 posts
msg #86533
Ignore dangreene
1/18/2010 10:03:13 PM



How simple a filter can you get ?

Forget back testing, just use DATE OFFSET

If you don't like the results what changes would you make ?


OFFSET 12/04/2009

show stock where WEEKLY Upper Bollinger Band(20,2) is below
WEEKLY Upper Keltner Band(20,1.5)

and WEEKLY Lower Bollinger Band(20,2) is above
WEEKLY Lower Keltner Band(20,1.5)

and show stocks closed between 1.10 and 5.00
and average volume(90) is > 1000000

StockFetcher Forums · Filter Exchange · Bollinger Keltner Squeeze<< 1 2 >>Post Follow-up

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