Simple Keltner Channel Trading Strategy

Trading strategy based on Donchian Channels. Performance verification of the channel entry and ATR stop.

All 3-D charts are followed by 2-D contour charts for Profit Factor, Sharpe Ratio, Ulcer Performance Index, CAGR, Maximum Drawdown, Percent Profitable Trades, and Avg. The final picture shows sensitivity of Equity Curve.

ATR Channel Breakout Strategy | Forex Strategies

Figure 1 Portfolio Atr channel trading strategy Inputs: Figure 2 Portfolio Performance Inputs: Public Trading Strategies Proprietary Atr channel trading strategy ALPHA 20 TM Trading System. Robust Short-Term Patterns TM.

SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. We share what we learn. Sign up to receive research news and exclusive offers.

Learn more about our models. Stop Loss Exit is used to normalize risk via position sizing.