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MTF Volatility Squeeze
Version 6
The Multiple Time Frame Volatility Squeeze (MTFVS) indicator shows when there is a reduction in volatility that usually means that consolidation is occurring. For the purposes of this indicator the volatility squeeze condition exists when the 2 standard deviation Bollinger Band is inside of the Keltner Channel. The indicator will detect a volatility squeeze condition for the current chart and for up to 4 additional larger time frames or tick ranges. The MTFVS indicator works in RadarScreen®, the Scanner and the Chart Analysis window for tick, minute, and daily timeframes. If you have any questions or suggestions I would very much like to hear from you. My email is: contact@historicstockdata.com Website: www.historicstockdata.com
The Multiple Time Frame Volatility Squeeze (MTFVS) indicator shows when there is a reduction in volatility that usually means that consolidation is occurring. For the purposes of this indicator the volatility squeeze condition exists when the 2 standard deviation Bollinger Band is inside of the Keltner Channel. The indicator will detect a volatility squeeze condition for the current chart and for up to 4 additional larger time frames or tick ranges. The MTFVS indicator works in RadarScreen®, the Scanner and the Chart Analysis window for tick, minute, and daily timeframes.

If you have any questions or suggestions I would very much like to hear from you.
My email is: contact@historicstockdata.com
Website: www.historicstockdata.com
What's New
Version 6
Added new input alertFallBelowThreshold to look for certain volatility squeeze conditions. Added ability to use minute time setting for timeframe 5 on minute charts instead of just defaulting to daily in all cases.

Version 5
Added alert support.

Version 4
Efficiency updates

Version 6
Added new input alertFallBelowThreshold to look for certain volatility squeeze conditions. Added ability to use minute time setting for timeframe 5 on minute charts instead of just defaulting to daily in all cases.

Version 5
Added alert support.

Version 4
Efficiency updates

Version 3
Added support for weekly and monthly time frames.

Version 2
Added the "TF1SqzActive" plot field so that the user can scan for volatility squeezes for timeframe 1 (TF1), if desired.

Version 1
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Requirements
Tradestation 9.5 (Update 16)
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Asset Type
Stock, Future, Forex, Option
Style
Swing Trading
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Trend
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