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SQZMOM + Donchian [jakdongjung]
📌 Overview
This strategy is designed to capture high-probability "breakout" moves that occur after periods of low volatility. It combines the legendary Squeeze Momentum logic with a 200-period SMA trend filter and uses Donchian Channels for a robust trailing stop-loss.
The core philosophy is simple: Wait for the market to "squeeze" (compress), then enter when volatility expands in the direction of the major trend.
🛠 Key Components
Squeeze Momentum (The Engine): It compares Bollinger Bands (volatility) to Keltner Channels (average range). When Bollinger Bands are inside the Keltner Channels, the market is in a "Squeeze." We enter when the squeeze releases, indicating a surge in momentum.SMA 200 Filter (The Compass): To increase the win rate, the strategy only takes Long trades when the price is above the 200 SMA and Short trades when the price is below it.Donchian Channel (The Guard): Instead of a fixed percentage stop, we use the lowest low (for longs) or highest high (for shorts) of the last $n$ bars. This allows the stop-loss to move dynamically with the market.Smart Risk Management (The Foundation): The strategy automatically calculates your Position Size based on your risk appetite (default 2% of total equity). It looks at the distance to your stop-loss and tells you exactly how much to buy or sell.
📈 Entry Conditions
Long Entry (Buy)Volatility: The "Squeeze" must be releasing (Grey or Blue bars).
Momentum: The Squeeze histogram must be positive (above the zero line).
Trend Filter: The current price must be above the 200 SMA.
Entry Mode: Can be set to "Strict" (only on the first release) or "Any" (anytime the momentum is positive and not in a tight squeeze).
Short Entry (Sell)Volatility: The "Squeeze" must be releasing.
Momentum: The Squeeze histogram must be negative (below the zero line).
Trend Filter: The current price must be below the 200 SMA.
📉 Exit & Stop Loss
LogicTrailing Stop: The strategy uses the Donchian Channel as a trailing exit.
For Longs, the exit is triggered if the price hits the lowest low of the last 20 bars (customizable).For Shorts, the exit is triggered if the price hits the highest high of the last 20 bars.
Visual Aid: The stop-loss levels are plotted on your chart in real-time (Red for Long, Green for Short) only when a position is active, keeping your chart clean.
💰 Money Management Rule
This strategy does not use a "fixed lot" size. It uses Dynamic Position Sizing
🚀 How to use this for study
Observe the "Grey Zone": Notice how the strategy prepares for a move when the dots turn from red to grey.
Trend Alignment: Watch how the 200 SMA prevents "fake-outs" during a counter-trend squeeze.
Backtest: Use the TradingView Strategy Tester to see how the Risk Management protects your capital during losing streaks.
Happy Trading and stay disciplined!
This strategy is designed to capture high-probability "breakout" moves that occur after periods of low volatility. It combines the legendary Squeeze Momentum logic with a 200-period SMA trend filter and uses Donchian Channels for a robust trailing stop-loss.
The core philosophy is simple: Wait for the market to "squeeze" (compress), then enter when volatility expands in the direction of the major trend.
🛠 Key Components
Squeeze Momentum (The Engine): It compares Bollinger Bands (volatility) to Keltner Channels (average range). When Bollinger Bands are inside the Keltner Channels, the market is in a "Squeeze." We enter when the squeeze releases, indicating a surge in momentum.SMA 200 Filter (The Compass): To increase the win rate, the strategy only takes Long trades when the price is above the 200 SMA and Short trades when the price is below it.Donchian Channel (The Guard): Instead of a fixed percentage stop, we use the lowest low (for longs) or highest high (for shorts) of the last $n$ bars. This allows the stop-loss to move dynamically with the market.Smart Risk Management (The Foundation): The strategy automatically calculates your Position Size based on your risk appetite (default 2% of total equity). It looks at the distance to your stop-loss and tells you exactly how much to buy or sell.
📈 Entry Conditions
Long Entry (Buy)Volatility: The "Squeeze" must be releasing (Grey or Blue bars).
Momentum: The Squeeze histogram must be positive (above the zero line).
Trend Filter: The current price must be above the 200 SMA.
Entry Mode: Can be set to "Strict" (only on the first release) or "Any" (anytime the momentum is positive and not in a tight squeeze).
Short Entry (Sell)Volatility: The "Squeeze" must be releasing.
Momentum: The Squeeze histogram must be negative (below the zero line).
Trend Filter: The current price must be below the 200 SMA.
📉 Exit & Stop Loss
LogicTrailing Stop: The strategy uses the Donchian Channel as a trailing exit.
For Longs, the exit is triggered if the price hits the lowest low of the last 20 bars (customizable).For Shorts, the exit is triggered if the price hits the highest high of the last 20 bars.
Visual Aid: The stop-loss levels are plotted on your chart in real-time (Red for Long, Green for Short) only when a position is active, keeping your chart clean.
💰 Money Management Rule
This strategy does not use a "fixed lot" size. It uses Dynamic Position Sizing
🚀 How to use this for study
Observe the "Grey Zone": Notice how the strategy prepares for a move when the dots turn from red to grey.
Trend Alignment: Watch how the 200 SMA prevents "fake-outs" during a counter-trend squeeze.
Backtest: Use the TradingView Strategy Tester to see how the Risk Management protects your capital during losing streaks.
Happy Trading and stay disciplined!
招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、hamsungに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
"Please subscribe to the channel before requesting the strategy!"
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、hamsungに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
"Please subscribe to the channel before requesting the strategy!"
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。