Auto Keltner Channels

4 באוק׳ 2022

This version of Keltner Channels take measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the True Range and using that as our multiplier for our Keltner Channels we can have a statistically safe trading zone. You notice that its dynamic, this is because it take into account the real volatility levels of a window and uses that to determine an appropriate multiplier. As always I hope you enjoy this release.

4 באוק׳ 2022

הערות שחרור

added smoothing for the score

2 בנוב׳ 2022

הערות שחרור

I added a feature that lets you have asymmetric bands :)