StockSharp.Strategies.0203_Keltner_Williams_R.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0203_Keltner_Williams_R.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0203_Keltner_Williams_R.py -Version 5.0.1
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.0203_Keltner_Williams_R.py" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0203_Keltner_Williams_R.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0203_Keltner_Williams_R.py" />
                    


                            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.0203_Keltner_Williams_R.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0203_Keltner_Williams_R.py, 5.0.1"
#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.0203_Keltner_Williams_R.py@5.0.1
#: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.0203_Keltner_Williams_R.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0203_Keltner_Williams_R.py&version=5.0.1
                    


                            Install as a Cake Tool

Keltner Williams R Strategy (Python Version)

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.

Testing indicates an average annual return of about 46%. It performs best in the stocks market.

Details

  • 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
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.

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Version Downloads Last Updated
5.0.1 227 8/7/2025
5.0.0 326 7/20/2025

Fix C# strategy indentation