ZF: = H-C; // amplitude DX: = H+L+C) /3; // typical price KRTHR^^EMA ((DX, 10) +EMA ((ZF, 10); // Keltner is in orbit KRTXR^^EMA ((DX,10) -EMA ((ZF,10); // Keltner is off the track
(*backtest
start: 2019-02-04 00:00:00
end: 2020-03-04 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*)
ZF:=H-C; //振幅
DX:=H+L+C)/3; //典型价格
KRTHR^^EMA(DX,10)+EMA(ZF,10); //凯尔特纳上轨
KRTXR^^EMA(DX,10)-EMA(ZF,10); //凯尔特纳下轨
C>KRTHR,BPK;
C<KRTXR,SPK;
AUTOFILTER;