TTM Squeeze, 4H, With the Daily Trend
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 4H candles, long and short, category Volatility.
Rules
Entry. The Keltner band here is SMA(20) + 1.5 x the 20-candle average true range. On a closed 4H candle, when the upper Bollinger Band (20, 2) had been inside it for the previous 12 candles and is now outside it: go long if the close is above the middle band and the last daily close is above its EMA(50); go short if the close is below the middle band and the daily close is below its EMA(50).
Managing the trade. Once 1R in profit, a 3 x ATR(14) trailing stop follows the trade. Close after 40 candles at most.
Stop and target. Stop 2 x ATR(14) from the entry. No fixed target.
Exact rules
Volatility here is the simple average of the true range, so an agent reading a short history measures exactly what the backtest did. The daily filter reads the last CLOSED daily candle.
[EXACT RULES]
timeframe: 4H
long entry: ALL(BB_UPPER(20, 2) < SMA(20) + 1.5 * AVG(TR, 20), 12)[1] > 0
long entry: BB_UPPER(20, 2) > SMA(20) + 1.5 * AVG(TR, 20)
long entry: close > BB_MID(20, 2)
long entry: close@1D > EMA(50)@1D
short entry: ALL(BB_UPPER(20, 2) < SMA(20) + 1.5 * AVG(TR, 20), 12)[1] > 0
short entry: BB_UPPER(20, 2) > SMA(20) + 1.5 * AVG(TR, 20)
short entry: close < BB_MID(20, 2)
short entry: close@1D < EMA(50)@1D
trailing stop: 3 ATR(14) after 1R
stop: 2 ATR(14)
take profit: none
max bars: 40
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 130 | +35.8% | 1.42 | 15.2% | 39.2% |
| Judged on | 53 | +14.5% | 1.45 | 11.4% | 28.3% |
| Whole period | 183 | +55.5% | 1.43 | 15.2% | 36.1% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.