Bollinger Bands Squeeze Breakout

The Bollinger Band Squeeze is straightforward strategy which look for securities with narrowing Bollinger Bands and low BandWidth levels. An upside bank break is bullish,
while a downside bank break is bearish. Narrowing bands infer that volatility is contracting and chartists should be prepared for a volatility expansion, which means a
directional move.

BUY : close > Keltner band top and close > bollinger band top
Sell : close < Keltner band bottom and close < bollinger band bottom

BUY{
SET KT = KCT(14,SIMPLE,1.1);
SET BT = BBT(CLOSE,10,1,SIMPLE);
CLOSE > BT AND CLOSE > KT;}

LONGEXIT{
SET BM = BBB(CLOSE,10,1,SIMPLE);
HIGH < BM;}

SELL{
SET KB = KCB(14,SIMPLE,1.1); 
SET BB = BBB(CLOSE,10,1,SIMPLE); 
CLOSE < BB AND CLOSE < KB;}

SHORTEXIT{
SET BM = BBM(CLOSE,10,1,SIMPLE);
LOW > BM;}

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