Stochastic Keltner Strategy

This strategy uses Stochastic Keltner indicators to generate signals. Long entry occurs when Stoch %K < 20 && Price < Keltner lower band (oversold at lower band). Short entry occurs when Stoch %K > 80 && Price > Keltner upper band (overbought at upper band). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 61%. It performs best in the crypto market.

Details

• Entry Criteria:
  • Long: Stoch %K < 20 && Price < Keltner lower band (oversold at lower band)
  • Short: Stoch %K > 80 && Price > Keltner upper band (overbought at upper band)
• Long/Short: Both sides.
• Exit Criteria:
  • Long: Exit long position when price returns to middle band
  • Short: Exit short position when price returns to middle band
• Stops: Yes.
• Default Values:
  • StochPeriod = 14
  • StochK = 3
  • StochD = 3
  • EmaPeriod = 20
  • KeltnerMultiplier = 2m
  • AtrPeriod = 14
  • AtrMultiplier = 2m
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Mixed
  • Direction: Both
  • Indicators: Stochastic Keltner
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday
  • Seasonality: No
  • Neural networks: No
  • Divergence: No
  • Risk Level: Medium