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    Projeto Médias Minutos

    Uploaded by

    Mateus Mendes
    This strategy uses Keltner Channels to generate trading signals. It calculates a 34-period and 9-period simple moving average of closing prices to determine the basis and basis2 lines. It also calculates the average true range over 34 periods. It then sets the upper and lower bands by adding or subtracting a multiplier times the ATR from the basis lines. It plots the basis lines and enters long positions when basis2 crosses above basis and enters short positions when basis2 crosses below basis. It uses trailing stops to exit positions.

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    Projeto Médias Minutos

    Uploaded by

    Mateus Mendes
    4 views1 page
    This strategy uses Keltner Channels to generate trading signals. It calculates a 34-period and 9-period simple moving average of closing prices to determine the basis and basis2 lines. It also calculates the average true range over 34 periods. It then sets the upper and lower bands by adding or subtracting a multiplier times the ATR from the basis lines. It plots the basis lines and enters long positions when basis2 crosses above basis and enters short positions when basis2 crosses below basis. It uses trailing stops to exit positions.

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    This strategy uses Keltner Channels to generate trading signals. It calculates a 34-period and 9-period simple moving average of closing prices to determine the basis and basis2 lines. It also calculates the average true range over 34 periods. It then sets the upper and lower bands by adding or subtracting a multiplier times the ATR from the basis lines. It plots the basis lines and enters long positions when basis2 crosses above basis and enters short positions when basis2 crosses below basis. It uses trailing stops to exit positions.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    4 views1 page

    Projeto Médias Minutos

    Uploaded by

    Mateus Mendes
    This strategy uses Keltner Channels to generate trading signals. It calculates a 34-period and 9-period simple moving average of closing prices to determine the basis and basis2 lines. It also calculates the average true range over 34 periods. It then sets the upper and lower bands by adding or subtracting a multiplier times the ATR from the basis lines. It plots the basis lines and enters long positions when basis2 crosses above basis and enters short positions when basis2 crosses below basis. It uses trailing stops to exit positions.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 1

    Projeto Médias minutos

    //@version=5

    strategy("Keltner Channels Strategy", overlay=true)

    length = input(34, title="Length")


    lenght2 = input(9, title="Lenght2")
    mult = input(2, title="Multiplier")
    mult2 = input(3, title="Multplier2")

    basis = ta.sma(close, length)


    basis2 = ta.sma(close,lenght2)
    atr = ta.atr(length)

    upper_band = basis + (mult * atr)


    upper_band2 = basis + (mult2 * atr)
    lower_band = basis - (mult * atr)
    lower_band2 = basis - (mult2 * atr)

    plot(basis, color=color.blue, title="Basis")


    plot(basis2, color=color.white, title="Basis2")

    enterLong = ta.crossover(close, basis2)

    enterShort = ta.crossunder(close, basis2)

    LongCondition = ta.crossover (basis2, basis)


    if (LongCondition)
    strategy.entry("Long", strategy.long)

    ShortCondition = ta.crossunder (basis2, basis)


    if (ShortCondition)
    strategy.entry("Short", strategy.short)

    AtivaTSLong = strategy.position_avg_price * 1.001


    AtivaTSShort = strategy.position_avg_price *0.997
    strategy.exit("Exit Long", "Long", trail_price = AtivaTSLong, trail_offset = 1 )
    strategy.exit("Exit Short", "Short", trail_price = AtivaTSShort, trail_offset = 1 )

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