Keltner Channels

Category: volatility

EMA ± k·ATR bands; smoother than Bollinger, pairs with it for squeeze detection.

Formula

Mid = EMA_N; Upper/Lower = Mid ± k·ATR_M

Inputs

• ema_period (default: 20)
• atr_period (default: 10)
• multiplier (default: 2)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.