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KRT Keltner Channel

ZF:=H-C; //Amplitude DX:=H+L+C)/3; //Typical Price KRTHR^^EMA(DX,10)+EMA(ZF,10); //Keltner upper band KRTXR^^EMA(DX,10)-EMA(ZF,10); //Keltner lower band

MyLanguageOtherEMAKeltner
Author
cyberking
Complexity
Starter · 15 lines
Parameters
0
Jump to codeView in vaultOriginal on FMZ

ZF:=H-C; //Amplitude DX:=H+L+C)/3; //Typical Price KRTHR^^EMA(DX,10)+EMA(ZF,10); //Keltner upper band KRTXR^^EMA(DX,10)-EMA(ZF,10); //Keltner lower band

Source MyLanguage

(*backtest
start: 2019-02-04 00:00:00
end: 2020-03-04 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*)


ZF:=H-C; //Amplitude
DX:=H+L+C)/3; //Typical Price
KRTHR^^EMA(DX,10)+EMA(ZF,10); //Keltner upper band
KRTXR^^EMA(DX,10)-EMA(ZF,10); //Keltner lower band
C>KRTHR,BPK;
C<KRTXR,SPK;
AUTOFILTER;

Published by cyberking on the FMZ strategy square · last modified 2020-03-05. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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