TS Keltner Channels

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Trading System "Keltner Channels"

Formula per Tradestation™:

INIZIO FORMULA

Type : Signal, Name : Keltner Channels
Inputs: Len(25),Fc(1.75);
Vars: Upper(0),Lower(0),Mid(0),Rng(0),Dif(0);

Rng=XAverage(TrueRange,Len);
Mid=Xaverage(C,Len);
Upper=Mid+Fc*Rng;
Lower=Mid-Fc*Rng;
Dif=Close-Mid;

Condition1=Dif crosses above 0;
Condition2=Dif crosses below 0;
Condition3=Dif crosses below Fc*Rng;
Condition4=Dif crosses above -Fc*Rng;

If condition1 then buy on close;
If condition3 then exitlong on close;
If condition2 then sell on close;
If condition4 then exitshort on close;

FINE FORMULA

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