Strategy combining Keltner Channels and RSI indicators. Looks for mean reversion opportunities when price touches channel boundaries and RSI confirms oversold/overbought conditions.

Testing indicates an average annual return of about 88%. It performs best in the stocks market.

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.

Details

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

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