Volatility Squeeze — 무료·볼린저×켈트너
Sees the volatility compression that precedes big moves - and marks the release
Big directional moves tend to start from low volatility, but a chart does not show "low volatility" directly. This indicator marks it: orange dots while the Bollinger band sits fully inside the Keltner channel (the squeeze), and an arrow when the band pushes back outside (the release), pointing in the direction the closed bars were already moving. Everything is computed from closed bars only, so nothing repaints.
Features
- ✓Bollinger band and Keltner channel on one chart, both computed from closed bars
- ✓Orange dots on the middle band while volatility is compressed (squeeze on)
- ✓Green/red arrow at the squeeze release, direction from closed-bar momentum
- ✓Computed from closed bars only - no repaint
Free download
No registration, completely free, full source included. A compiled version (and MT4 build) is also free on the MQL5 Market.
Download (.mq5)Parameters
| Parameter | Default | Description |
|---|---|---|
| BBPeriod | 20 | Bollinger band period |
| BBDev | 2.0 | Bollinger deviation |
| KCPeriod | 20 | Keltner period (EMA middle line) |
| KCMultATR | 1.5 | Keltner width (ATR multiple) |
| ATRPeriod | 14 | ATR period |
| MomLookback | 4 | Momentum lookback (bars) for the arrow direction |
| ShowArrows | true | Mark squeeze releases with arrows |
Installation
- 1Put the downloaded .mq5 into MT5: File → Open Data Folder → MQL5 → Indicators.
- 2Restart MT5 (or refresh the Navigator) and drag it onto a chart.
- 3It works with the defaults; re-fit the parameters to your instrument.
Note
A visualisation tool, not a signal service. Most squeezes resolve as fakeouts: the release arrow only shows which way momentum pointed when volatility expanded, not whether the move will continue. In ranging markets releases die immediately - never trade one without a stop-loss.
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