Engineering Alpha

Engineering Alpha

The Stochastic Keltner Trading Strategy — A Back-test

Creating and Back-testing a Contrarian Trading Strategy in Trading View

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 03, 2024
∙ Paid

This article discusses a trading strategy based on the stochastic oscillator and the Keltner channel, a known volatility indicator. The strategy’s type is contrarian and is best used in ranging markets. The second part of the article will deal with performance evaluation on a selected sample of markets.

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