Keltner RSI Divergence

The Keltner RSI Divergence strategy is built around Keltner Channel and RSI Divergence.

Testing indicates an average annual return of about 40%. It performs best in the crypto market.

Signals trigger when Keltner confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like EmaPeriod, AtrPeriod. Adjust these defaults to balance risk and reward.

Details

• Entry Criteria: see implementation for indicator conditions.
• Long/Short: Both directions.
• Exit Criteria: opposite signal or stop logic.
• Stops: Yes, using indicator-based calculations.
• Default Values:
  • EmaPeriod = 20
  • AtrPeriod = 14
  • AtrMultiplier = 2.0m
  • RsiPeriod = 14
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Trend following
  • Direction: Both
  • Indicators: Keltner, Divergence
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: Yes
  • Risk Level: Medium