This Strategy is based on LazyBear Squeeze Momentum Indicator.
I added some custom feature and filters.
You can customize a lot of features to get a profitable strategy.
Here is a link to original study.
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Hey Guys, publishing this code so you can feel free to try out the squeeze momentum strategy for yourself!
If you guys think you can make any improvements on this yourself, or even code this exact version (using pipeline and everything) into quantopian, please let me know!!