TTM Squeeze, 8H
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 8H candles, long and short, category Volatility.
Rules
Entry. On a closed 8H candle, when the upper Bollinger Band (20, 2) had been inside the upper Keltner band (SMA(20) + 1.5 x the 20-candle average true range) for the previous 12 candles and is now outside it (the squeeze fired): go long if the close is above the middle band, short if below.
Managing the trade. Close a long when an 8H candle closes below the middle line (SMA 20); close a short when one closes above it. Close after 20 candles (about a week) at most.
Stop and target. Stop 2 x ATR(14) on the 8H chart from the entry. No fixed target.
Exact rules
8H candles close at 00:00, 08:00 and 16:00 UTC, so a signal is checked three times a day. The Keltner band here is drawn with simple averages (SMA 20 and the simple average of the true range), so an agent reading a few weeks of candles draws exactly the backtest's band.
[EXACT RULES]
timeframe: 8H
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)
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)
long exit: close < SMA(20)
short exit: close > SMA(20)
stop: 2 ATR(14)
take profit: none
max bars: 20
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 | 102 | +31.1% | 1.60 | 15.1% | 35.3% |
| Judged on | 68 | +25.5% | 1.95 | 8.3% | 42.6% |
| Whole period | 170 | +64.5% | 1.74 | 15.1% | 38.2% |
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.