Extracted algorithm research record
Keltner Channel Strategy
Enters long or short positions based on crossovers with Keltner channels.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
| TrueRange | {} | close |
Extracted strategy rules
Recorded long-entry rules
- crossover(source, upper)
Recorded short-entry rules
- crossover(source, lower)
Recorded exit rules
- strategy.cancel(‘KltChLE’)
- strategy.cancel(‘KltChSE’)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Keltner Channel Strategy?
Long: crossover(source, upper) Short: crossover(source, lower) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.