"KeltnerChannels" (Financial Indicator)
-
See Also
- Indicator Types
- ExponentialMovingAverage
- AverageTrueRange
- BollingerBands
- AccelerationBands
-
-
See Also
- Indicator Types
- ExponentialMovingAverage
- AverageTrueRange
- BollingerBands
- AccelerationBands
-
See Also
"KeltnerChannels" (Financial Indicator)
Is a volatility indicator.
Is computed using the closing price.
Returns three time series consisting of a 20-period exponential moving average of the closing price and bands that are two times the 10-period average true range above and below the moving average.
FinancialIndicator["KeltnerChannels",n1,n2,b] uses a period n1 moving average and bands b times the n2-period average true range from the moving average. The first n1 values in the time series are computed using partial periods.
Examples
TradingChart[{"MSFT", {{2009, 1, 1}, {2009, 3, 31}}}, {"KeltnerChannels"}]See Also
Indicator Types: ExponentialMovingAverage ▪ AverageTrueRange ▪ BollingerBands ▪ AccelerationBands
History
Introduced in 2010 (8.0)