# TTM Squeeze

`D07-F07-A11` · Technical Indicators → Bands, Envelopes, and Squeezes · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/bands-envelopes-and-squeezes/ttm-squeeze/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { ttmSqueeze } from "fintech-algorithms/technical-indicators/bands-envelopes-and-squeezes/ttm-squeeze";
```

## Signature

```ts
ttmSqueeze(input)
```

TTM Squeeze: flags the bars on which the Bollinger band pair sits entirely inside the Keltner channel pair, the conventional sign of a volatility contraction.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `bars` is the required OHLCV array -- each bar carries `timestamp`, `open`, `high`, `low`, `close`, `volume` and an optional `basis`, strictly ordered by timestamp. From `parameters` this topic reads `period` (default 20, integer >= 2), used for the moving average, the standard deviation, the Keltner EMA and the ATR alike, and `multiplier` (default 2, a finite number >= 0), applied to both band pairs. |

## Returns

`TopicResult`

`series` holds `squeeze_on`, `bb_upper`, `bb_lower`, `kc_upper` and `kc_lower`; `latest` carries the last of each. `squeeze_on` is a boolean, not a number, and `false` is a real reading meaning no squeeze -- only null means not yet computed. All five share a warm-up of `period - 1` leading nulls, so `ready_at` is 19 at the default period.

## Warm-up

The first ``period - 1` bars (19 at the default period)` positions are `null`. The Bollinger pair, the Keltner pair and therefore the flag all become available on the same bar. Do not treat a falsy `squeeze_on` as absence of data: check for null explicitly, since `false` carries meaning.

## Errors

- When `parameters.period` is not an integer >= 2 — throws Error
- When `parameters.multiplier` is not a finite number, or is negative — throws Error
- When a bar is missing open, high, low, close, or volume, or one of them is not a finite number — throws Error

## Complexity

Time `O(n * period)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
{
  "bars": [
    {
      "timestamp": "2024-01-02",
      "basis": "synthetic-unadjusted",
      "open": 100,
      "high": 101.45,
      "low": 98.695,
      "close": 100,
      "volume": 750000,
      "benchmark": 200
    },
    {
      "timestamp": "2024-01-03",
      "basis": "synthetic-unadjusted",
      "open": 101.49111452,
      "high": 103.38381693,
      "low": 100.05480022,
      "close": 101.78791214,
      "volume": 795117,
      "benchmark": 200.56326135
    },
    {
      "timestamp": "2024-01-04",
      "basis": "synthetic-unadjusted",
      "open": 102.45519048,
      "high": 104.6701838,
      "low": 100.91147007,
      "close": 102.9549389,
      "volume": 840234,
      "benchmark": 201.11020913
    }
  ],
  "parameters": {}
}
```

### Call

```ts
ttmSqueeze(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "topic_id": "D07-F07-A11",
  "title": "TTM Squeeze",
  "state": "calculated",
  "ready": true,
  "ready_at": 19,
  "series": {
    "squeeze_on": [null, null, null, null, null, null],
    "bb_upper": [null, null, null, null, null, null],
    "bb_lower": [null, null, null, null, null, null],
    "kc_upper": [null, null, null, null, null, null],
    "kc_lower": [null, null, null, null, null, null]
  },
  "latest": {
    "squeeze_on": true,
    "bb_upper": 108.52982269312228,
    "bb_lower": 99.87127834687767,
    "kc_upper": 110.40185024876313,
    "kc_lower": 97.50750454809507
  },
  "parameters": {},
  "diagnostics": {
    "causal": true,
    "input_count": 96
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/bands-envelopes-and-squeezes/ttm-squeeze/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/bands-envelopes-and-squeezes/ttm-squeeze/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt