{
  "id": 11341,
  "rank": 507,
  "name": "Bollinger–Keltner Squeeze Breakout with Parabolic SAR",
  "aka": [
    "BB_keltner_squeezer_with_sar"
  ],
  "family": "B",
  "subtype": "B1",
  "one_liner": "A rule-based breakout strategy using Bollinger Bands, Keltner Channel, and Parabolic SAR.",
  "market_regime": "any",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "3105"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "Keltner Channel",
      "params": {
        "period": 25,
        "multiplier": 2.15
      },
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 19,
        "multiplier": 2.44
      },
      "applied_to": "close"
    },
    {
      "name": "Parabolic SAR",
      "params": {
        "acceleration": 0.02,
        "maximum": 0.2
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "squeeze ended within the last 1–4 bars",
    "close > SAR",
    "bullish candle",
    "close ≥ upper Bollinger Band"
  ],
  "entry_short": [
    "squeeze ended within the last 1–4 bars",
    "close < SAR",
    "bearish candle",
    "close ≤ lower Bollinger Band"
  ],
  "exit_rules": [
    "next squeeze begins",
    "close crosses above SAR"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "close ≤ lowest low of the 5 bars ending at the signal bar",
  "take_profit": "close ≥ highest high of the 5 bars ending at the signal bar",
  "position_size": "all-in",
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": [
    "HIGH PROFIT FACTOR: claimed 5.38. Treat as an in-sample or curve-fitted figure until reproduced out of sample.",
    "VERY THIN SAMPLE: 14 trades. Performance figures over so few trades are indistinguishable from luck."
  ],
  "opacity_warnings": null,
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/11341-bollingerkeltner-squeeze-breakout-with-parabolic-sar",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/Ericchuchu/bb-keltner-squeeze-sar",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}
