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Multiple Keltner Channels (amaMultiKeltner) 5 *
Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).



Moving averages available for calculating the center line:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Median
- Moving Median TPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.


Category NinjaTrader 8 Indicators and More 
 
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Details: Multiple Keltner Channels (amaMultiKeltner)
Category: NinjaTrader 8 Indicators and More 


November 25th, 2017
Size: 81.22 KB
Downloaded: 1728 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility
Keltner Universal V4 5 *
Exported using NT version 7.0.1000.27

This is a generalized version of the Keltner Channels with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages, all of which are calculated from the typical price.

- Midband and channels can be smoothed.

- The smoothing period for the range or the true range can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Keltner Channels can be shaded according to the slope of the midband.

- The trend derived from the midband slope can be displayed via paint bars.


Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version pf ADXVMA replaced with new version.
Update August 25, 2012: Paint bars added.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update January 14, 2012: Second indicator added, which calculates upper band from high average and lower band from low average. Bug removed, which caused erroneous results when Butterworth, Gauss or Supersmoother options were used for calculating the average range or true range.
Update August 7, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.


Category NinjaTrader 7 Indicators 
 
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Details: Keltner Universal V4
Category: NinjaTrader 7 Indicators 


March 19th, 2015
Size: 59.45 KB
Downloaded: 5247 times

Keywords: keltner keltnerchannel slope smoothing
3 Bar Trailing Stop 5 *
Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.


Category NinjaTrader 7 Indicators 
 
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Details: 3 Bar Trailing Stop
Category: NinjaTrader 7 Indicators 


April 27th, 2014
Size: 5.46 KB
Downloaded: 1462 times

Keywords: keltner stop trailing trend
BloodHound MACD/Keltner 20.5 v2 5 *
I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://nexusfi.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html


Category The Elite Circle 
 
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Details: BloodHound MACD/Keltner 20.5 v2
Category: The Elite Circle 


January 24th, 2014
Size: 3.17 KB
Downloaded: 1745 times

Keywords: keltner macd strategy bloodhound
Keltner Channel Strategy (EA)
This strategy uses Keltner Channels for buying and selling. If

Buying logic
An entry order to buy at the high price of the current bar will be generated if the current bar crosses the upper band.

Selling Logic
An entry order to sell at the low price of the current bar will be generated if the current bar crosses the lower band.

Here's a list of the inputs you will be able to modify when adding the EA:

Keltner Channel Indicator
Length = 20
Numatrs = 1.5 -> this value is multiplied by the average true range of the current bar to determine the distance from the upper and lower bands to the midline.

Other inputs / default values
Limit = 0
Stop = 0
Use SSL = False
Port = 25
Trailing Stop = 0
Email Alert = False


Category FXCM Strategy Trader (hidden) 
 
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Details: Keltner Channel Strategy (EA)
Category: FXCM Strategy Trader (hidden) 


December 16th, 2010
Size: 3.35 KB
Downloaded: 167 times

Keywords: keltner channels
Keltner Signal to Noise 4 *
Here is a simple Signal to Noise indicator based on keltner channel.

You can use it to determine if the market is trending or not.


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]


Category NinjaTrader 6.5 Indicators 
 
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Details: Keltner Signal to Noise
Category: NinjaTrader 6.5 Indicators 


July 12th, 2009
Size: 2.95 KB
Downloaded: 501 times

Keywords: channel keltner ninjatrader sefstrat
rSqueeze Collection 5 *
Squeeze collection includes a few indicators:


BB Squeeze is commonly known as Bollinger Bands Squeeze which monitors when Bollinger Bands are inside Keltner Channel.


PBF Squeeze tries to determine a trend direction using Gaussian Filter formula.


Countertrend Squeeze additionally uses CCI for possible countertrend price movement.

By roonius @ https://www.tradingstudies.com


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]


Category NinjaTrader 6.5 Indicators 
 
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Details: rSqueeze Collection
Category: NinjaTrader 6.5 Indicators 


June 30th, 2009
Size: 21.76 KB
Downloaded: 2057 times

Keywords: bmt bollinger chop keltner ninjatrader squeeze
 


 
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