Keltner Rsi Strategy (C#). StockSharp

Strategy combining Keltner Channels and RSI indicators. Looks for mean reversion opportunities when price touches channel boundaries and RSI confirms oversold/overbought conditions.
Keltner Channels map recent volatility while RSI measures momentum extremes. Entries occur when RSI supports a move beyond the channel.
Great for bounce traders around volatility envelopes. Stops rely on an ATR multiplier.

• Entry Criteria:
  
  
  
  • Long: Close < LowerBand && RSI < RsiOversoldLevel
    
  • Short: Close > UpperBand && RSI > RsiOverboughtLevel
    
  
  
• Long/Short: Both
  
• Exit Criteria:
  
  
  
  • Price returns to EMA
    
  
  
• Stops: Percent-based using StopLossPercent
  
• Default Values:
  
  
  
  • EmaPeriod = 20
    
  • AtrPeriod = 14
    
  • AtrMultiplier = 2.0m
    
  • RsiPeriod = 14
    
  • RsiOverboughtLevel = 70m
    
  • RsiOversoldLevel = 30m
    
  • StopLossPercent = 2.0m
    
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
    
  
  
• Filters:
  
  
  
  • Category: Mean reversion
    
  • Direction: Both
    
  • Indicators: Keltner Channel, RSI
    
  • Stops: Yes
    
  • Complexity: Intermediate
    
  • Timeframe: Mid-term
    
  • Seasonality: No
    
  • Neural Networks: No
    
  • Divergence: No
    
  • Risk Level: Medium