StockSharp.Strategies.0157_Keltner_Volume 5.0.2

Prefix Reserved 
dotnet add package StockSharp.Strategies.0157_Keltner_Volume --version 5.0.2
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0157_Keltner_Volume -Version 5.0.2
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0157_Keltner_Volume" Version="5.0.2" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0157_Keltner_Volume" Version="5.0.2" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0157_Keltner_Volume" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0157_Keltner_Volume --version 5.0.2
                    


                    

                
#r "nuget: StockSharp.Strategies.0157_Keltner_Volume, 5.0.2"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0157_Keltner_Volume@5.0.2
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0157_Keltner_Volume&version=5.0.2
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0157_Keltner_Volume&version=5.0.2
                    


                            Install as a Cake Tool

Keltner Volume Strategy (C# Version)

Implementation of strategy - Keltner Channels + Volume. Buy when price breaks above upper Keltner Channel with above average volume. Sell when price breaks below lower Keltner Channel with above average volume.

Testing indicates an average annual return of about 58%. It performs best in the stocks market.

Keltner Channel boundaries define potential reversals, and increased volume signals conviction. The system trades when price touches a band with volume expanding.

Traders wanting volume confirmation around volatility bands may prefer this setup. Stops are computed from ATR.

Details

  • Entry Criteria:
    • Long: Close < LowerBand && Volume > AvgVolume
    • Short: Close > UpperBand && Volume > AvgVolume
  • Long/Short: Both
  • Exit Criteria:
    • Price crosses EMA
  • Stops: ATR-based using StopLoss
  • Default Values:
    • EmaPeriod = 20
    • AtrPeriod = 14
    • Multiplier = 2.0m
    • VolumeAvgPeriod = 20
    • StopLoss = new Unit(2, UnitTypes.Absolute)
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Keltner Channel, Volume
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.2 233 8/7/2025
5.0.1 95 7/19/2025
5.0.0 111 7/11/2025

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