Crypto Squeeze Signals from Momentum Crossovers and Money Flow
Summary
This crypto strategy combines a zero-centered momentum measure with a volume-based money-flow indicator. The momentum series is derived from price relative to a rolling range and moving average, then smoothed with linear regression. A long signal occurs when it crosses above zero while the adjusted money-flow reading is positive; a short signal uses the opposite crossover and negative money flow. Either direction can be enabled separately, with configurable date bounds and stop-loss and take-profit percentages.
The document describes the indicator construction and signal rules, but supplies no backtest results or evidence that the signals are profitable. Its stop and target defaults are very wide percentage values, and the strategy sizes trades as a fixed percentage of equity rather than describing volatility-based risk sizing. The script offers a basic framework for testing momentum and money-flow agreement; it does not discuss fees, slippage, or suitability across different crypto markets and timeframes.
Key ideas
- Long and short entries require a momentum crossover through zero and confirming money flow.
- The momentum measure uses price relative to rolling range and average-price components.
- Money flow is computed from volume-weighted typical-price changes over a lookback.
- Users can set date bounds, enable directions independently, and configure percentage stops and targets.
- The document provides no performance results or discussion of trading costs.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.