Squeeze Momentum Long-Only Strategy v5

This strategy is a refined long-only version of the popular Squeeze Momentum Indicator by LazyBear, enhanced with modern multi-filter techniques for improved precision and robustness.

📈 Core Idea
The strategy aims to capture explosive upside moves after periods of low volatility ("squeeze") — confirmed by breakout momentum, strong volume, macro trend alignment, and market context. Trades are entered only long, making it suitable for bullish assets or trending environments like crypto.

🔍 How It Works
1. Squeeze Detection
Detects a "squeeze" condition when Bollinger Bands (BB) contract inside Keltner Channels (KC).

A squeeze releases (entry signal) when BB expand outside KC — implying a potential breakout.

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sqzOff → Squeeze released → Price may expand directionally
2. Momentum Filter (Modified Squeeze Histogram)
Uses a custom linear regression-based histogram (val) to gauge price momentum.

Only enters long when:

val > 0 (bullish momentum)

val is rising for two consecutive bars (to avoid false starts)

val exceeds a configurable threshold

3. Volume Filter
Confirms strength of breakout by requiring:

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Current volume > Volume Moving Average × Multiplier
This ensures that breakouts are backed by real participation, reducing weak or manipulated moves.

4. Trend Filter (HTF SMA)
Uses a higher timeframe (e.g., Daily) Simple Moving Average to define trend bias.

Only takes long trades if price is above the selected trend SMA (e.g., 50-period SMA on D timeframe).

Helps avoid countertrend trades during bear phases or consolidations.

5. Volatility Filter
Uses ATR to measure recent volatility.

Filters out periods of low ATR to avoid trading in choppy, compressed markets.

🎯 Entry Conditions (All Must Be True):
Squeeze releases upward (sqzOff)

Momentum (val) is positive and rising (2-bar confirmation)

Momentum exceeds a minimum strength threshold

Volume spikes above average

Price is above HTF trend SMA

ATR is above its moving average (indicating active market)

🏁 Exit Condition
Closes the trade only when val < 0 → Momentum flips bearish.

(Optional extensions like trailing stops or take-profit rules can be added.)

⚙️ Customization Options
Momentum strength threshold

Volume multiplier

ATR length & filter threshold

HTF trend timeframe (e.g., "D", "3D", "W")

Trend SMA length

KC/BB settings for squeeze tuning

📊 Best Use Cases
Crypto (BTC, ETH, altcoins in uptrends)

Equities in trending sectors

Avoid in sideways, illiquid, or heavily news-driven markets

✅ Benefits
High precision due to multi-layered confirmation

Avoids overtrading in poor conditions

Focuses on clean, high-quality breakout trades

Flexible for risk management add-ons