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เคลท์เนอร์ แชนแนล (KC)

Keltner Center Of Gravity Channel ( KeltCOG )I have the ambition to create a ‘landscape’ which enables the user to see the ‘mood’ of the market about the price of an instrument, simply by looking where the candles go. Prices are a simple phenomenon , they go up or down or stay the same. This is represented quite well for the short term by a candle. I recommend to study candle patterns. Prices not only fluctuate but also trend up, down or go sideways. The user should analyze this by determining the COG (Center Of Gravity) and the ‘normal’ current range by using the historical data in a lookback period. As a COG the center line of a Donchian Channel is often used. I.m.o. a COG should be a zone, in this channel I use the gray zone of my Donchian Fibonacci Channel, The ‘normal’ range is a multiple of Average True Range, as used in a Keltner Channel. Combining the two can give a cumbersome result, as one can see in my Keltner Fibonacci Channel. In this KeltCOG channel I solved this by not using all Fibonacci levels and by making the Keltner lines strictly parallel to the nearest COG line. To do this, I use the fact that the COG lines have horizontal stretches, there I make the Keltner lines horizontal too. Only where the COG lines change value, the Keltner lines are recalculated. This way the channel gets a very regular shape with three clear zones. Interpretation of a chart by using the KeltCOG channel. Overbought: If the candles go higher then the blue zone, the market is hyper enthusiast, creating an overbought situation. This is often followed by a reversion to the COG. Uptrend: If the candles form in the blue zone, the market is enthusiast and willing to pay more. Hopeful: If the candles form in or near the upper uncolored zone, the market is hopeful and is thinking about paying more. Sometimes prices go a little up. Content: If the candles form in the gray zone, which represents COG, the market is happy with the current prices, so these move sideways Disappointed: If the candles form in or near the lower uncolored zone, the market is disappointed and contemplates paying less, sometimes prices go a little down. Downtrend: If the candles form in red zone, the market doesn’t like the instrument at all, rejects the current price and is only prepared to pay less. Oversold: If the candles form below the red zone, the market overdoes its disgust, creating an oversold situation, often followed by a reversion to the COG.
อินดิเคเตอร์ Pine Script®
โดย eykpunter
12
HPH's SuperKeltnerThis indicator combines the Supertrend (to determine the main trend direction) with two Keltner channels (used for add and take profit signals) to construct a trend trading system. These are the available settings: General UseTrendChange ➞ toggle trend change alerts and labels UseAdds ➞ toggle add to position alerts and labels UseTakeProfits ➞ toggle take profit alerts and labels PrematureAdds ➞ toggle adding to position as soon as the add channels are left (default is false, so the add signal will only fire once the channels are re-entered) PrematureTakeProfits ➞ toggle taking profit as soon as the tp channels are left (default is false, so the tp signal will only fire once the channels are re-entered) Visualization Show Add Keltner ➞ toggle display of the channels used for adding to the position Show TP Keltner ➞ toggle display of the channels used for taking profit Show SuperTrend ➞ toggle display of the Supertrend Keltner Standard Keltner channels settings except for the fact that there are two different multipliers. The Keltner TP Multiplier should generally be bigger than the Keltner Add Multiplier , as the channels are hit differently in trending markets. I recommend you to use the visualization settings to show the channels and adjust the settings to your liking. Supertrend Standard Supertrend settings, nothing to add here. Alerts Use the alert messages to customize what alert text the indicator will send. This makes it possible to use the script to automate trading bots. By default, the alerts are sent after the candle has closed. This ensures that no repainting is happening. If you like the risk, you can toggle the corresponding WaitFor Confirmation if you wish to receive the signals earlier (max. once per bar). Enjoy!
อินดิเคเตอร์ Pine Script®
โดย HansPeterHeini
5
Keltner Channel - Trend Based StrategyThis strategy is based on 3 main indicators. 1st indicator is a trend indicator, which consists of SMA and EMA 2nd is Keltner Channel 3rd is DM indicator. The conditions for the entry of this strategy are following: First of all the assets need to be in an upward trend, this will occur when the EMA will cross SMA. The next condition for the entry is the opening and the closure of the candle. The open price of the candle should be in the upper part of the Keltner Channel and the close price should be above the Keltner channel. The third condition for the DM indicator is to be above a certain benchmakr. This benchmark can be set in the settings of the strategy. The strategy has two potential Take Profit levels and single stop-loss levels. For the more efficient way you may try an use the trailing stop or extend the number of take-profit levels.
กลยุทธ์ Pine Script®
โดย Wunderbit
9
Williams Vix Fix BB + RVI + LinReg & Squeeze (Keltner) BBW + %BLegend: Entery signal: When line color turns to lime (lighter green) after a blue dot appears Exit signal: When line color turns to red (darker red) after a red dot appears Note: it is more affective as an entry signal (Bottom is stronger) - When line touches or crosses red band it is Top signal (Williams Vix Fix) - When line touches or crosses blue band it is Bottom signal (Williams Vix Fix) - Red dot at the top of indicator is a Top signal (Relative Volatility Index) - Blue dot at the top of indicator is a Bottom signal (Relative Volatility Index) - Gray dot at the bottom of indicator is a Keltner Squeeze signal (filtered by either BBW or %B) - Silver dot at the bottom of indicator is a weaker Keltner Squeeze signal (Doesn't meet either BBW or %B filter) - Purple is a 'Half Squeeze' only 1 Bollinger Band crossed the Keltner Channel This is an attempt to make use of the main features of all 6 of these Volatility tools: - Williams Vix Fix + Bollinger Bands - Relative Volatility Index (RVI) - Linear Regression (detects Vix Fix starts to rise or fall to a certain degree in order to help validate bottom/top) Note : There is also added precision on Linear Regression entry by dividing WVF by square roots of basis. - The crossing of Keltner Channel by the Bollinger Bands (Squeeze) Conditions to Help Filter Keltner Squeeze: - When the Bollinger Bands Width (BBW) value is lower than the lowest value within a period plus a margin of error (percentage) - When the %B value goes up or down by the impulse value (threshold value in setting) detailed in LazyBears indicator. (www.tradingview.com) If it meets one of these 2 filters and there is a Keltner Channel Squeeze than gray color or else if the squeeze doesn’t meet one of the 2 filters than silver color (weaker Squeeze). The goal is to find the best tool to find bottoms and top relative to volatility and filter squeeze. Note: You can also change the threshold for RVI top and bottom. And this work builds on my last indicators: - Williams Vix Fix + BB & RVI (Top/Bottom) & Squeeze () - Williams Vix Fix BB + RVI & Squeeze (Keltner) filtered BBW + %B () If you have ideas on this work or have ideas on potential combinations please message me, I always want to learn or get perspective on how it can be improved. Sharing is how we get better (Parameter tuning, ideas, discussion) I don’t reinvent the wheel, just trying to make the wheel better.
อินดิเคเตอร์ Pine Script®
โดย KevInnerTrading
11
Multiband Oscillator - Zigzag versionJust variation of Multi Band oscillator present here: Multi-Band-Channel-Oversold-Overbought-Oscillator Changes are: Instead of regular moving average, here I am using Zigzag Moving average. This is calculated in similar to as explained in: Zigzag-Cloud Instead of ATR, using AZR (Average Zigzag Range) - Average-Zigzag-Range-AZR Rest of the logic remains same. Number of bands used 100 - which means, calculate 100 Bollinger bands with Std Dev Multiplier starting from 0.1 and with step 0.1 for the next one. Which divides price ranges into 200 equal parts. Calculate what is the current range and plot them. Overbought - Oversold levels are dynamics. They are dependent on the max and min state price has reached in last 80 days. Offset and factor can be used to adjust overbought oversold levels.
อินดิเคเตอร์ Pine Script®
โดย Trendoscope
6
Keltner Worm ForecastBeta V0.1.0 This Keltner Channel Worm gives 6 different KCs at max, and allows you to set a multiplier for the offset and worm settings (exponential). The idea behind this script is that the overall brightness of the Keltner Channel will indicate the strength of the forecast. If the candles are shrouded by darkness, a correction is due. Enjoy and let me know if you have any suggestions for improvements down below! <3 Happy Trading Sir Poggy
อินดิเคเตอร์ Pine Script®
โดย UnknownUnicorn20967364
Dual Mean Reversion Channel (adjusted lower band)This is a public and open-source lighter version compared to the "Overextended Price Channel" which is provided complimentaty to the Trend Insight System. Introduction : Channels are very useful tools to assess overextended price, volatility and upcoming retracement or impulsive moves (such as Bollinger Band squeezes). It is an indispensable addition to any trader using Mean Reversion theory for a scalp-trade or swing-trade. This script contains : - 2 channels Keltner-style, using the True Range for volatility - customizable volatility (channel width) and smoothing period - a standard selection of moving average ; SMA, EMA, VWMA - an embedded readjustment of the lower bands to avoid the drop on a logarithmic scale (see explanation below) Why another channel indicator ? I have found most conventional channels to be either not based on "proper" volatility (e.g. standard deviation of price action for Bollinger Band), or the bottom channel to be ill adapted to the logarithmic scale and plunges to 0 on some high volatility periods, messing with readability on logarithmic auto-scaled chart. Also, I find the channels to be most useful when superimposed with another one of longer length; especially a pair of channels with a 50 and 200 period moving average respectively. Mean Reversion traders that mostly trade the 50 and 200 SMA/EMA know what I am talking about as having a channel helps to have a better visual for a proper of entry and exit point. Disclaimer : This indicator was originally intended to be used along with the Trend Insight System to improve performance, and the default configuration mostly backtested on BTCUSD. Please use with caution, proper risk management and along with your favorite oscillator, candlestick reading and signals system. Some explanation : Based on Mean Reversion paradigm, everything has a tendency to revert back to the mean : - when the price enters the upper channel, it is supposed to be (or start getting) overbought as the market is getting overheated, thus prone to correction, - on the other hand, when the price enters the lower channel, it is supposed to be (or getting) oversold and the market looks favorable for a buy-in. Depending on the trading style used, a trader will usually either wait until the price leaves the channel towards the mean before taking action (conservative style) or you will set limit orders inside the channel as you expect a reversion to the mean (more agressive/risky style). With two channels, more complex (and maybe precise) rules can be built to optimize one's trading strategy. Important notes : In the end, sticking with 50/200 length and a single setting on volatility might be wiser, be wary of overoptimization which is risky at best and counter productive at worst (according to legendary traders such as Mark Douglas). Even if, needless to say, the volatility needs to be adjusted between a nascent and volatile market (such as crypto) compared to standard call markets that are much less volatile. End notes : It will always be considered a work in progress to help bring out the best of trading with channels, any comment and suggestion are welcomed.
อินดิเคเตอร์ Pine Script®
โดย CptFantastic
1
Squeeze Momentum [Plus]The "Momentum" in this indicator is smoothed out using linear regression. The Momentum is what is displayed on the indicator as a histogram, its purpose is obvious (to show momentum). What is a Squeeze? A squeeze occurs when Bollinger Bands tighten up enough to slip inside of Keltner Channels . This is interpreted as price is compressing and building up energy before releasing it and making a big move. Traditionally, John Carter's version uses 20 period SMAs as the basis lines on both the BB and the KC. In this version, I've given the freedom to change this and try out different types of moving averages. The original squeeze indicator had only one Squeeze setting, though this new one has three. The gray dot Squeeze, call it a "low squeeze" or an "early squeeze" - this is the easiest Squeeze to form based on its settings. The orange dot Squeeze is the original from the first Squeeze indicator. And finally, the yellow dot squeeze, call it a "high squeeze" or "power squeeze" - is the most difficult to form and suggests price is under extreme levels of compression. Now to explain the parameters: Squeeze Input - This is just the source for the Squeeze to use, default value is closing price. Length - This is the length of time used to calculate the Bollinger Bands and Keltner Channels . Bollinger Bands Calculation Type - Selects the type of moving average used to create the Bollinger Bands . Keltner Channel Calculation Type - Selects the type of moving average used to create the Keltner Channel. Color Format - you to choose one of 5 different color schemes. Draw Divergence - Self explanatory here, this will auto-draw divergence on the indicator. Gray Background for Dark Mode - to make them more visually appealing. Added ADX (Average Directional Index) that measure a trend’s strength. The higher the ADX value, the stronger the trend. The ADX line is white when it has a positive slope, otherwise it is gray. When the ADX has a very large dispersion with respect to the momentum histogram, increase the scale number. Added "H (Hull Moving Average) Signal". Hull is a extremely responsive and smooth moving average created by Alan Hull in 2005. Have option to chose between 3 Hull variations. Added "Williams Vix Fix" signal. The Vix is one of the most reliable indicators in history for finding market bottoms. The Williams Vix Fix is simply a code from Larry Williams creating almost identical results for creating the same ability the Vix has to all assets. The VIX has always been much better at signaling bottoms than tops. Simple reason is when market falls retail traders panic and increase volatility, and professionals come in and capitalize on the situation. At market tops there is no one panicking... just liquidity drying up. The FE green triangles are "Filtered Entries" The AE green triangles are "Aggressive Filtered Entries"
อินดิเคเตอร์ Pine Script®
โดย OskarGallard
57
(JS) Interchanging ATR & VWAP BandsOkay so this is pretty simple, but I think it's a great tool for day trading especially. I just took the default VWAP and Keltner channel scripts and combined them together. The top option allows you to choose which one you'd prefer to use, "Use ATR instead of VWAP" . The next options, "ATR Source", "KC Length", and "ATR Length" are the parameters for the ATR Bands. "Number of Bands" allows you to choose how many bands you'd like to be on display (you can choose 1-8). "Use Expoential MA" and "Band Style" are more default parameters from Keltner Channels used to set up the ATR Bands. The "ATR Bands" are just stacked Keltner Channels separated by 1 ATR each, whereas the "VWAP Bands" are separated by standard deviation just like the default script from Trading View. In these example chart, you can see the weekly VWAP with 8 deviation bands and 5 ATR bands with Keltner Channels.
อินดิเคเตอร์ Pine Script®
โดย J-Streak
2
Inverse BandsThis was the result of quite some time spent examining how much information could be gleamed by studying the interactions between Keltner Channels, STARC Bands and Bollinger Bands. I was surprised by the results. First of all, there are four fills that are black. Set the transparency of those to 0 and you'll see this indicator the way that it's meant to be seen. Those fills belong to unused sections of the Bollinger Bands. There are two clouds which represent STARC Bands and the Keltner Channel. There is some delay when they flip from bullish (green) to bearish (red), but they are indicative of the trend. The space between them is black and the narrower that space is, the greater volatility is. Because of this, we don't need the exterior Bollinger Bands. The Bollinger Bands remain visible as the yellow interior clouds on the top cloud and the blue interior clouds on the bottom cloud. Often, the thicker the yellow or blue cloud is, the less severe a throwback from a given trend reversal will be. Often the thinner that yellow or blue cloud is, the more severe the trend reversal will be. If price is rising into a thin interior yellow cloud, the following dip will be substantial. If price action dips towards a thicker interior blue cloud, often the pump following that dump will be less enthusiastic. We preserve the Keltner Channel and STARC bands as our cloud because the way that they interact with the three basis lines yields a lot of information. The yellow Bollinger basis line tells us about trend strength. The closer the BB basis line is to the top of the top cloud or the bottom of the bottom cloud, the stronger the trend is. When it enters the cloud very close to the bottom of the bottom cloud, you know you're looking at a strong pump, and vice versa when it's close to the top of the top cloud. The purple Keltner Channel basis line and orange STARC Band basis line can forecast short term trend changes one candlestick in advance by contacting any line in either cloud. The moment either basis line touches or crosses any boundary of the clouds, you know that the next candle will change directions. In an uptrend, a touch or cross means the next candle will have a lower high point. In a downtrend, a cross or touch means the next candle will have a higher high point. This is most useful in scalping. It'd be pretty easy to slap some crossover alerts on to this and useful considering that they come a candle in advance. Feel free to further explore and develop this.
อินดิเคเตอร์ Pine Script®
โดย ChronicMasturTrader
6
Keltner FibzonesKeltner Channel with Fibonacci Zones which uses properties of a Donchian Channel. This script is a variation of the Fibonacci Zone script and the Donchian Fibonacci Trading Tool which I published earlier. A Keltner Channel gives more useful information to the trader than a Donchian Channel, because it provides a depiction of “normal range” and shows “outside normalcy” situations. Fibonacci lines provide a way to see if the market is trending up or down, while moving inside the channel, because in cases where the Fibonacci lines function as resistance, the trend is down, whereas when these turn out to be supports the trend is up. Example of use: If after a rally up - in which candles moves outside the channel - these return into the channel, this means a “new normal”. If the fibs turn out to give support, one may assume that this is a temporary sideways movement in which a flag is formed, after which following rally up may happen. With rally down the opposite is true. Top and bottom situations show a change in the way the market uses the fiblines. The middle line of the Donchian Channel is used as the middle line of the Keltner channel, in stead of the sma in the classic channel. Default for calculation is 2 x Average True Range above and below this line. Default for the periods of the channel is 20 periods, because this allows the candles to go outside the channel. If you shorten this, all happens inside the channel.
อินดิเคเตอร์ Pine Script®
โดย eykpunter
10
Built-in Kelly ratio for dynamic position sizingThis is the defaut keltners channel strategy with a few additions. The main purpose is to show how we include the Kelly ratio into our scripts for dynamic position sizing based on the performance of the strategy on a per trade basis. We've also included the usual take-profit and stop-loss parameters in the event you want to play a little :) We hope this helps you advance your personal system. Happy Trading!
กลยุทธ์ Pine Script®
โดย CryptoRox
9
MA Streak Change ChannelChange Channel is like KC unless it uses percentage changes in price to set channel distance. Midline is zero-lag smoothed ROC with dynamic period based on MA Streak indicator, if MA Streak shows an ongoing trend, midline going strong and break out the channel. Consider using ▲ green areas as a signal to buy and ▼ red areas as a sell signal. It works best in a flat market. Use in combination with other indicators.
อินดิเคเตอร์ Pine Script®
โดย NickDolan_dev
Relative Channel BandwidthThis indicator uses different volatility channels - Bollinger Band, Donchian Channel and Keltner Channel width to measure volatility. Indicator plots channel bandwidth percentage with respect to close price. This is not same as Bollinger Percent B - which is measure of where price is with respect to band. Instead this indicator is similar to ATR Percent indicator published here: Plotting is color coded to indicate volatility zone: Red : Extreme volatility Orange : High volatility Lime : Low volatility Green : Extreme low volatility These levels are again derived by long period bollinger bands
อินดิเคเตอร์ Pine Script®
โดย Trendoscope
Adoptive Supertrend - BandsAnother adoption of supertrend. This time based on different channels - Bollinger Band, Keltner Channel, Donchian Channel and Pivot point based Donchian channel. When price hits top of bands, it is considered as start or continuation of uptrend. When price hits bottom of the band it is considered as start or continuation of downtrend. Hence, supertrend is drawn based on these calculations. Use ATR Periods and ATR Multiplier to create stops certain ATR away from band's top and bottom. Other supertrend adoptions published are here: Pivot point based donchian channel is published here:
อินดิเคเตอร์ Pine Script®
โดย Trendoscope
7
Screener - Mean Reversion Channel█ OVERVIEW This is Screener script for Mean Reversion Channel Indicator █ Description & How To Use The screener works by scanning through up to 40 symbols and list down symbols that are currently within Overbought/Oversold Zone as defined by Mean Reversion Channel indicator. The Overbought/Oversold Zone are further categorized and sorted by: Strong : Indicated by "(Strong)" next to the symbol name Normal : Indicated by the absence of "(Strong)" or "(Weak)" next to the symbol name Weak : Indicated by "(Weak)" next to the symbol name Notes: Refer to chart above to see how the Zone are categorized. Notes: If the screener displays "Nothing Interesting". It simply means none of the screened assets are within the Overbought/Oversold Zone. █ Features - Scan up to 40 symbols at a time (By default, no asset is define. Once configured all the symbols you required, remember to save as default to save you from pain of configuring it again in the future) - Options to scan by zones - Custom Timeframe █ Limitation Due to multiple use of security() function required to call other symbols, expect the screener to be slow at certain times █ Disclaimer Past performance is not an indicator of future results. My opinions and research are my own and do not constitute financial advice in any way whatsoever. Nothing published by me constitutes an investment recommendation, nor should any data or Content published by me be relied upon for any investment/trading activities. I strongly recommends that you perform your own independent research and/or speak with a qualified investment professional before making any financial decisions. Any ideas to further improve this indicator are welcome :) Credit: QuantNomad for his script idea on custom screener
อินดิเคเตอร์ Pine Script®
โดย fareidzulkifli
62
Keltner Channel [LINKUSDT] 1HThis is a long-only strategy tested on LINK/USDT, 1 hour bar, from Feb 2019. The entry is determined by the breakout of upper Keltnel Channel and when the +DI is higher than 32. Instead of a fixed stop-loss from the original script , I change the exit to the middle band of the Keltnel Channel. 1st profit target will close 20% of the position. 2nd profit target will close 30% of the position. While the remaining 50% position will be closed when the price closes below the middle band of the Keltnel Channel, to take advantage of big trend. All parameters are adjustable. I added another option to enable or disable the ribbon trend filter. My thoughts: For the same period, LINK appreciated 3000%. So I guess most in and out strategies couldn’t beat a buy and hold strategy during this period. But this doesn’t mean that this strategy is not feasible as each strategy is designed to only take advantage of a certain pattern or behavior of the market. Also, short term strategies allow you to use leverage and hence enable you to use you capital efficiently. Commission is set to 0.1%, taking account of the slippage. Suggestion: Please perform walk forward analysis before you use real money for trading. Parameters need to be adjusted from time to time depends on your analysis. Can try using ATR for profit targets as over a longer term, the volatility might drop hence a high fixed % profit targets might not be realistic. Any suggestions are welcome!
กลยุทธ์ Pine Script®
โดย kh_thetrader
3
Mean Reversion Channel - (fareid's MRI Variant)Description : Mean Reversion Channel objective, based on Mean Reversion theory ( everything has a tendency to revert back to its mean), is to help visualizing: Inner Channel -> Dynamic Support and Resistance Outer Channel -> Overbought/Oversold Zone which may signal consolidation phase or potential reversal due to unsustainable move Details on some of the filtering type used for mean calculation can be read in Ehlers Technical Papers: "Swiss Army Knife Indicator" and/or his book "Cybernetics Analysis for Stock and Futures" Disclaimer: These study scripts was built only to test/visualize an idea to see its viability and if it can be used to optimize existing strategy. Any ideas to further improve this indicator are welcome :)
อินดิเคเตอร์ Pine Script®
โดย fareidzulkifli
70
Spread Entry StrengthThis is an overlay indicator showing a strong potential for entry into an option spread trade. 2 background shadings will occur: The background will shade blue if the ticker is prime for a Bullish Call spread. The background will shade purple if the the ticker is prime for a Bearish Put spread. In theory, if the SE Strength is at one of the extremes of the Bear or Bull side, then a spread is prime for entry. To calculate this, 8 conditions receive a 1 or zero dependent on whether the condition is true (1) or false (0), and then all of those are summed. The primary gist of the strength comes from Nishant's book, or my interpretation thereof, with some additives that limits what I need to review (such as condition 8 below.) The 8 Bull Conditions are: 1) Bollinger Bands are outside of the Keltner Channels 2) ADX is trending up 3) RSI is trending up 4) -DI is trending down 5) RSI is under 30 6) Price is below the lower Keltner Channel 7) Price is between the lower Bollinger Band and the Bollinger basis. 8) Price at one point within the last 5 bars was below the lower Bollinger Band The 8 Bear Conditions are the inverse conditions (except the first): 1) Bollinger Bands are outside of the Keltner Channels 2) ADX is trending down 3) RSI is trending down 4) +DI is trending up 5) RSI is over 70 6) Price is above the upper Keltner Channel 7) Price is between the upper Bollinger Band and the Bollinger basis. 8) Price at one point within the last 5 bars was above the upper Bollinger Band There is a "market noise" filter that will filter out shading when another market move is considered, i.e. if you don't want to see the potential trade when QQQ moves more than 1% then do the following in the settings: Check "Market Filter" Enter QQQ in the "Market Ticker To Use" Enter 1 in the "Market Too Hot Level" Press Ok Obviously, the same holds true for the "Market Too Cool Filter."
อินดิเคเตอร์ Pine Script®
โดย DeuceDavis
4