Stochastic Keltner Strategy (Python)

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.

• 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