Keltner strategy

[northstar]

I'm looking to backtest a strategy using Keltner Channels. More specifically I would like to backtest (1) when price crosses the upper and lower band and (2) when a short term moving average crosses the upper and lower band. I've searched every forum to see if this strategy exists and have not found a good starting point to write the strategy. I'd like to be able to do this in EFS as I have done in TradeStation easylanguage. Creating a spread symbol in Esignal is much more convenient, so I'd like to be able to back test in Esignal the Keltner strategy. Does this EFS Keltner strategy already exist or are there any other suggestions regarding this strategy? Thanks in advance.

[ACM]

Re: Keltner strategy

northstar
The best starting point would be to review all the information on backtesting that is suggested in the post Getting Started with EFS Back Testing
Once you have an understanding of the Strategy Object you could use one of the existing Keltner studies [that are available in this forum] as the basis of your strategy.
As you start coding if you have any specific questions, you may want to post them along with your code in the Back Testing forum
Alex

Originally posted by northstar
I'm looking to backtest a strategy using Keltner Channels. More specifically I would like to backtest (1) when price crosses the upper and lower band and (2) when a short term moving average crosses the upper and lower band. I've searched every forum to see if this strategy exists and have not found a good starting point to write the strategy. I'd like to be able to do this in EFS as I have done in TradeStation easylanguage. Creating a spread symbol in Esignal is much more convenient, so I'd like to be able to back test in Esignal the Keltner strategy. Does this EFS Keltner strategy already exist or are there any other suggestions regarding this strategy? Thanks in advance.

[northstar]

I've attempted to modify an existing file, keltner2.efs, by inserting code from BTBollinger.efs to arrive at a 3 period MA Keltner crossover strategy. I'm not receiving any errors, but also not receiving any results. Am I missing something basic in the attached file?