StockSharp.Strategies.0208_Stochastic_Keltner
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0208_Stochastic_Keltner --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0208_Stochastic_Keltner -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0208_Stochastic_Keltner" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0208_Stochastic_Keltner" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0208_Stochastic_Keltner" />
paket add StockSharp.Strategies.0208_Stochastic_Keltner --version 5.0.2
#r "nuget: StockSharp.Strategies.0208_Stochastic_Keltner, 5.0.2"
#:package StockSharp.Strategies.0208_Stochastic_Keltner@5.0.2
#addin nuget:?package=StockSharp.Strategies.0208_Stochastic_Keltner&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0208_Stochastic_Keltner&version=5.0.2
Stochastic Keltner Strategy (C# Version)
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.
Testing indicates an average annual return of about 61%. It performs best in the crypto market.
Details
- 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
= 14StochK
= 3StochD
= 3EmaPeriod
= 20KeltnerMultiplier
= 2mAtrPeriod
= 14AtrMultiplier
= 2mCandleType
= 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
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
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Fix C# strategy indentation