StockSharp.Strategies.0203_Keltner_Williams_R

Keltner Williams R Strategy (C# 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