Any Framework
Keltner RSI Divergence (Python)
Published
Jul 20, 2025
1y ago
Total Downloads
1.5K
1,537
Install
dotnet add package StockSharp.Strategies.0311_Keltner_RSI_Divergence.py --version 5.0.0
No framework information available.
README
Keltner RSI Divergence (Python Version)
The Keltner RSI Divergence strategy is built around Keltner Channel and RSI Divergence.
Signals trigger when Keltner confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like EmaPeriod, AtrPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
EmaPeriod = 20AtrPeriod = 14AtrMultiplier = 2.0mRsiPeriod = 14CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Keltner, Divergence
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: Yes
- Risk Level: Medium
Adoption Assessment
A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.
No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
Related Guides & Workflows
Learn how to evaluate, integrate, or audit this package in your .NET project.