StockSharp.Strategies.0073_Keltner_Channel_Reversal.py 5.0.1

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dotnet add package StockSharp.Strategies.0073_Keltner_Channel_Reversal.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0073_Keltner_Channel_Reversal.py -Version 5.0.1

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="StockSharp.Strategies.0073_Keltner_Channel_Reversal.py" Version="5.0.1" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

<PackageVersion Include="StockSharp.Strategies.0073_Keltner_Channel_Reversal.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0073_Keltner_Channel_Reversal.py" />
                    

                            Project file

For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.

paket add StockSharp.Strategies.0073_Keltner_Channel_Reversal.py --version 5.0.1

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0073_Keltner_Channel_Reversal.py, 5.0.1"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

#:package StockSharp.Strategies.0073_Keltner_Channel_Reversal.py@5.0.1

#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.

#addin nuget:?package=StockSharp.Strategies.0073_Keltner_Channel_Reversal.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0073_Keltner_Channel_Reversal.py&version=5.0.1
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Keltner Channel Reversal Strategy (Python Version)

Volatility-based channels can highlight overextended moves. This method fades price when it pushes outside the Keltner Channel, anticipating a snap back toward the middle line. It uses an exponential moving average and ATR to size the channel width.

Testing indicates an average annual return of about 106%. It performs best in the stocks market.

As each candle completes, the strategy checks whether the close is beyond the upper or lower band and whether the candle direction agrees. Bullish candles closing below the lower band spark long entries, while bearish candles above the upper band prompt shorts. Positions exit once price crosses the middle band or when the ATR-based stop is reached.

By trading in the opposite direction of short‑term extremes, the system seeks quick mean reversion moves within a broader range.

Details

Entry Criteria: Close outside Keltner Channel in the direction of the candle.
Long/Short: Both.
Exit Criteria: Price crossing middle band or stop-loss.
Stops: Yes, ATR based.
Default Values:
- EmaPeriod = 20
- AtrPeriod = 14
- AtrMultiplier = 2.0
- StopLossAtrMultiplier = 2.0
- CandleType = 5 minute
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: Keltner Channel
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium

There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version	Downloads	Last Updated
5.0.1	225	8/7/2025
5.0.0	85	7/19/2025

Move state reset to OnReseted for strategies 71-80