RSI-Adaptive T3 and Squeeze Momentum Entry Strategy

Summary

This strategy combines an RSI-adjusted Tillson T3 moving average with a squeeze momentum measure to generate directional entries. RSI controls the T3 length: higher RSI shortens it, while lower RSI lengthens it. The script calculates Bollinger Bands and Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum value to determine direction. A long signal occurs when T3 turns upward, momentum is positive, and the squeeze is off; a short signal uses the inverse conditions. Entries use the full account equity according to the script’s sizing setting, and opposite signals reverse the position.

The accompanying guide describes the approach as intended to catch early trend moves and gives BTC/USD on a 30-minute chart as an example context. It provides no performance results or detailed exit, stop-loss, or position-risk rules. The guide’s risk-management section is truncated, and its claim that a squeeze has just released is not precisely represented by the code, which checks that the squeeze is off. Its educational framing does not establish profitability; testing across markets and conditions would be needed.

Key ideas

• RSI dynamically changes the T3 smoothing length, producing a faster or slower trend line.
• The squeeze state is derived by comparing Bollinger Bands with Keltner Channels.
• Positive or negative momentum and a T3 direction change jointly filter long and short entries.
• The script reverses positions when an opposite entry condition appears and specifies no separate stop-loss rule.
• The document provides no backtest performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.