【Keltner Channel SE】
[code][IntrabarOrderGeneration = false]
inputs: Price( Close ), Length( 20 ), NumATRs( 1.5 ) ;
variables: var0( 0 ), var1( 0 ), var2( 0 ), var3( false ), var4( 0 ) ;
var0 = AverageFC( Price, Length ) ;
var1 = NumATRs * AvgTrueRange( Length ) ;
var2 = var0 - var1 ;
condition1 = CurrentBar > 1 and Price crosses under var2 ;
if condition1 then
begin
var3 = true ;
var4 = Low ;
end
else
begin
condition1 = var3 and ( Price > var0 or Low <= var4 - 1 point ) ;
if condition1 then
var3 = false ;
end;
if var3 then
Sell Short ( "KltChSE" ) next bar at var4 - 1 point stop ;
[/code]
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