Re: Atr w Keltner Channel

[HHP <hhp@xxxxxxxx>]

Basically some moving average plus and minus some multiple of ATR's. 
Try the following for starters then vary to suit yourself.

Pds1:= Input("EMA Periods?",1,100,20);
Pds2:= Input("ATR Periods?",1,100,10);
Mult:= Input("ATR Multiple?",1,10,2.5);

EMA:= Mov(C, Pds1, E);
Diff:= ATR(Pds2) * Mult;
UBand:= EMA + Diff;
LBand:= EMA - Diff;

Ema; UBand; LBand;

See also TAS&C Dec. 1999 p.45, 'Keltner Channels' by Stuart Evens.

HHP
===============

"José Carlos Duarte Areia" wrote:
> 
> Sometime ago someone puts on the list a variation of the formula of the
> Keltner Channel but using Atr intead of moving averages, someone knows that
> formula ?
> []s JCarlos
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