SqueezeBreakout

Concept

Breakouts tend to be more meaningful when they follow compression. SqueezeBreakout measures Bollinger Band width and looks for phases where volatility contracts before price expands decisively again.

Idea

The strategy compares the latest Bollinger Band width to its recent average. If the bands were unusually tight on the previous bar and begin widening again, a breakout above the upper band can trigger a long and a breakout below the lower band can trigger a short.

Genetic Algorithm Parameters

• Price type used for Bollinger calculations
• Bollinger period
• Band deviation
• Moving-average method
• Squeeze lookback window
• Compression factor
• Breakout buffer in pips
• Optional close confirmation

Best suited for

Markets that alternate between quiet compression and impulsive expansion

Less effective when volatility stays uniformly high or uniformly low for long periods