Keltner Williams R Strategy (Python). StockSharp

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

• Entry Criteria:
  
  
  
  • Long: Price < lower Keltner band && Williams %R < -80 (oversold at lower band)
    
  • Short: Price > upper Keltner band && Williams %R > -20 (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:
  
  
  
  • EmaPeriod = 20
    
  • KeltnerMultiplier = 2m
    
  • AtrPeriod = 14
    
  • WilliamsRPeriod = 14
    
  • CandleType = TimeSpan.FromMinutes(5)
    
  
  
• Filters:
  
  
  
  • Category: Mixed
    
  • Direction: Both
    
  • Indicators: Keltner Williams R
    
  • Stops: Yes
    
  • Complexity: Intermediate
    
  • Timeframe: Intraday
    
  • Seasonality: No
    
  • Neural networks: No
    
  • Divergence: No
    
  • Risk Level: Medium