StockSharp.Strategies.0007_Keltner_Channel_Breakout.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0007_Keltner_Channel_Breakout.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0007_Keltner_Channel_Breakout.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.0007_Keltner_Channel_Breakout.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.0007_Keltner_Channel_Breakout.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0007_Keltner_Channel_Breakout.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.0007_Keltner_Channel_Breakout.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0007_Keltner_Channel_Breakout.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.0007_Keltner_Channel_Breakout.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.0007_Keltner_Channel_Breakout.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0007_Keltner_Channel_Breakout.py&version=5.0.1
                    


                            Install as a Cake Tool

Keltner Channel Breakout (Python Version)

Strategy based on Keltner Channel breakout

Testing indicates an average annual return of about 58%. It performs best in the stocks market.

Keltner Channel Breakout uses volatility bands derived from ATR. Breakouts above the upper band or below the lower band trigger entries. Price moving back through the EMA center or hitting a stop exits the position.

Because the bands expand and contract with volatility, this breakout method aims to capture early stages of a strong move while still allowing price room to breathe within the channel.

Details

  • Entry Criteria: Signals based on ATR, Keltner.
  • Long/Short: Both directions.
  • Exit Criteria: Opposite signal or stop.
  • Stops: Yes.
  • Default Values:
    • EmaPeriod = 20
    • AtrPeriod = 14
    • AtrMultiplier = 2m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Breakout
    • Direction: Both
    • Indicators: ATR, Keltner
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday (5m)
    • 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.

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Version Downloads Last Updated
5.0.1 164 8/7/2025
5.0.0 21 7/19/2025

Move reset logic to OnReseted in initial strategies