linear regression for Squeeze Momentum Indicator

[tesla-cat]

linear regression for Squeeze Momentum Indicator

[arbitrage-technology]

squizz indicator has nothing to do with a linear regression.. it just tells you, if BB is contained inside KC bands...if this is the case, its a calm moment, ready for the the next squizz....

[AGG2017]

This type of linear regression will be a bit challenging but recently I found another implementation with numpy polyfit that claimed to produce the same results as linreg in TradingView. I cannot remember where it was but try to search for "python, polyfit, linreg, tradingview" and you will find it. In fact in TradingView this function is a rolling linear regression which is not linear at all.

[AGG2017]

@arbitrage-technology Just to tell you if BB is inside KC is only one part of the indicator at TV. It also try to show you the level of the current momentum in order to enter on the right side of the trend as well as to exit when the momentum starts to decrease. The momentum can be implemented in many ways but LazyBear decided to use the rolling linear regression function available at TV to calculate the momentum and to show it as a histogram. This is somehow tricky because sometimes the moment of squeeze release is at the wrong side of the shown momentum. The missing part are the Waves A, B and C which are the part of the whole story well described by its creator John F. Carter.

[arbitrage-technology]

thx for your reply, i didnt know about Carter, i am digging to find a true implementation elsewhere in order to reproduce it in python. i am also interested in the indicator. th squeeze indic coded in trading view seems to works well.. regards Le dim. 29 août 2021 à 19:47, AGG2017 ***@***.***> a écrit :

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@arbitrage-technology <https://github.com/arbitrage-technology> Just to tell you if BB is inside KC is only one part of the indicator at TV. It also try to show you the level of the current momentum in order to enter on the right side of the trend as well as to exit when the momentum starts to decrease. The momentum can be implemented in many ways but LazyBear decided to use the rolling linear regression function available at TV to calculate the momentum and to show it as a histogram. This is somehow tricky because sometimes the moment of squeeze release is at the wrong side of the shown momentum. The missing part are the Waves A, B and C which are the part of the whole story well described by it creator John F. Carter. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#120 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEAMHUE3DG7WDFAA4ZRR4ATT7LWMRANCNFSM47OO3SKQ> .

[AGG2017]

The book "Mastering the Trade" by John Carter is a one that must be read in order to understand many important details how to successfuly use this indicator.
All the elements of this indicator are freely available and even done in python. Just need to be assembled. I'm trying to complete the implementation for the Waves A, B and C to have everything together. But there is always something more important to be done before that.

[verdaguer70]

I have done this :D 💯

[p-lorenzo]

I have done this :D 💯

How did you manage to replicate the tradingview sqz? could you provide the code?