Gabriel's Squeeze Momentum PRO

9 giu

📌 Gabriel’s Squeeze Momentum PRO [+]
A full-spectrum market compression, momentum, and seasonality suite engineered for cycle-aware traders.

🚀 What Is It?
Gabriel’s Squeeze Momentum PRO [+] is an advanced trading indicator that detects volatility compression, calculates adaptive momentum, and reveals hidden seasonal opportunities. It builds on and transcends the traditional SQZMOM by incorporating spectral filters (Ehlers/MESA), Goertzel transforms, Pivot reversal logic, and optional seasonality overlays based on rolling-year returns. The script adapts to all timeframes and asset classes—stocks, futures, crypto, and forex.

🔍 Key Modules
🔸 1. Dynamic Squeeze Detection (RAFA Framework)
Identifies 5 squeeze types: Wide (🟠), Normal (🔴), Narrow (🟡), Very Narrow (🟣), and Fired (🟢).

Uses adaptive Bollinger Band and Keltner Channel thresholds unique to each timeframe (15m to 1M).

BB multiplier is adjusted dynamically via Goertzel and RMS-volatility signals.

Comes with RAFA alerts: Ready (compression), Aim (Jurik trigger), and Fire (breakout).

🔸 2. Adaptive Momentum Engine
Core momentum line: Linear regression of mid-price deviation from SMA + highest/lowest mean.

Signal line: Jurik Moving Average (JMA) with adaptive phasing and power smoothing.

Multiple normalization modes:

Unbounded (raw)

Min-Max (0–100)

RSX-based (centered -50 * 2)

Standard Deviations (via Butterworth/EMA RMS)

Optional Directional Momentum Mode: highlights histogram slope/angle with four-tier color coding.

🔸 3. MESA-Based Dynamic Bands
Calculates dominant fast and slow cycles via Maximum Entropy Spectral Analysis.

Computes a composite cyclic memory and percentile-based overbought/oversold levels.

Enables dynamic OS/OB bands that adjust with the market rhythm.

🔸 4. Multi-Timeframe MA Ribbon
Fully customizable ribbon with 5 MA slots per timeframe.

Supports 10 MA types: SMA, EMA, WMA, VWMA, RMA, DEMA, TEMA, LSMA, KAMA, TRAMA.

Includes Symmetrical MA smoothing via ta.swma() for visual consistency across volatile markets.

Optional trend coloring and ribbon overlays.

🔸 5. Goertzel + RMS-Filtered ROC
Rate of change line for momentum differentials with scaling multiplier.

Option to use Goertzel frequency detection to dynamically adjust the adaptive length.

📈 Additional Features
🔹 Williams VIX Fix Integration
Includes both standard and Inverse WVF for top/bottom detection.

Highlights both Aggressive (AE) and Filtered (FE) entry/exit zones.

Alerts and optional OBV-based squeeze dots included.

Useful for spotting reversals, early volatility expansions, and sentiment shifts.

🔹 Grab Bar System
Inspired by Michael Covel's trend-following logic.

Colors bars based on EMA(34) or RMA(28) channels to visually identify entry zones.

Overlayed trend direction markers on bar close.

🔹 Reversal Signal Lines
Plots DM-style pivot projections on momentum crossovers with configurable MA length.

Color-coded bullish and bearish setups.

🧠 Seasonality Toolkit (Seasonax Mode)
📅 Year-Based Return Modeling
Aggregates historical price returns per calendar year.

Supports 4 independent lookback periods (e.g., 5y, 10y, 15y, 30y).

Automatically filters outliers via IQR method (customizable factor setting).

📉 Detrending Options
Choose from:

Off: Raw seasonal trend

Linear: Removes regression slope

MA: Removes centered moving average

🎯 Entry/Exit Highlights
Highlights the most bullish/bearish seasonal windows using rolling return ranges.

Labels best seasonal entry and exit points on the chart.

🧰 Visual Grid & Legend
Clean grid overlay with monthly divisions.

Inline legend with custom line styles, sizes, and colors for each year set.

⚙️ Customization Highlights
Feature Options / Notes
Normalization Unbounded, Min-Max, RSX, Standard Deviation
MA Ribbon Enable/disable, Symmetry smoothing, full color & type customization
Momentum Direction Mode Directional histogram vs. baseline coloring
Reversal Logic Toggle per timeframe with custom JMA length
Cauchy Smoothing Gamma adjustable (0.1–6), optionally volume-weighted
Goertzel Filtering For adaptive momentum length and rate of change signal scaling
Timeframe Logic Fully adapts thresholds, lengths, and styles based on current chart timeframe
Seasonality Mode Custom lookbacks, overlays, trend removal, best/worst windows

📊 Alerts Included
🔔 Momentum Crossovers: Bullish/Bearish Reversals

🔔 Squeeze States: Wide, Normal, Narrow, Very Narrow, and Fired

🔔 WVF Events: Raw, Aggressive, Filtered, Inverted (Top Detection)

🔔 New Month + EOM Warnings: Seasonality-aware shift alerts

✅ Use Cases
Use Case How It Helps
🔹 Squeeze Breakout Trader Detects compression zones and high-probability breakouts
🔹 Cycle-Based Swing Trader Uses MESA filters + band dynamics to time pullbacks and mean reversion
🔹 Volatility Strategist Tracks multi-tier squeeze states across intraday to monthly charts
🔹 Seasonal Analyst Highlights best/worst periods using historical seasonality and anomaly logic
🔹 Reversal Sniper Uses signal cross + DM-pivots for precise reversal line placement

🎓 Advanced Math Behind It
Spectral Analysis: MESA (John Ehlers), Goertzel Transform

High/Low-Pass Filtering: 2-pole Butterworth + Super Smoother

Momentum Deviation: Linear regression + SMA + Cauchy-weighted midlines

Cyclic Band Percentiles: Rolling histograms, percentile mapping

Seasonal Aggregation: Rolling years + IQR outlier pruning

Volatility Proxy: RMS + adaptive deviation = signal-agnostic band precision

7 giorni fa

Note di rilascio

I added a new MA type to the options, JMA. I also gave the GRAB Candles a new feature for smoothing; the traditional EMA remains well backtested.

I added Bayesian Probability background; it works well.

I also added the DMI system from another indicator. I regularly use it.

There are new alerts related to the new changes.

5 giorni fa

Note di rilascio

I fixed some scaling parameters. The previous time I wanted to add scaling for everything, but I left a few since it was time for me to go to bed. I also made sure to improve the tooltips while I was at it. If you guys or girls need any adjustments to it, let me know. I have multiple mind videos about me using this script and trading with real cash. I post them every week, sometimes every day.

5 giorni fa

Note di rilascio

I added On-Balance-Volume signals as well, and I improved the code.

4 giorni fa

Note di rilascio

I updated it.

4 giorni fa

Note di rilascio

I updated it.

l’altro ieri

Note di rilascio

I updated the VIX, and optimized the lengths for it and the background as well.