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 Post subject: Keltner
PostPosted: Tue Aug 18, 2009 9:44 pm 
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Joined: Thu Jul 23, 2009 2:02 pm
Posts: 22
Hi,

Is there a way to adjust keltner band ?
This is the formula that I got from OpenQuant.API
KCL = SMA(n) + ATR(n)

I would like to add a factor on ATR so I can adjust band size.

Eg) KCL = SMA(n) + ATR(n) * factor

Does anyone know how to do that ?

Thanks


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 Post subject:
PostPosted: Tue Aug 18, 2009 10:15 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
You can develop a custom indicator. Alternatively we can add factor to OpenQuant indicator API if it's widely used.

Regards,
Anton


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 Post subject:
PostPosted: Thu Aug 20, 2009 6:56 pm 
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Joined: Thu Jul 23, 2009 2:02 pm
Posts: 22
Hi Dr. Anton,

Do you think you can post keltner indicator logic so I can try to modify it ?

Thanks


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 Post subject:
PostPosted: Thu Aug 20, 2009 7:08 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Actual code of this indicator comes from the underlying low level SmartQuant framework. OpenQuant indicator is just a wrapper around this low level indicator. Thus you can not simply modify the code and compile it as OpenQuant custom indicator...

Regards,
Anton


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 Post subject: Re: Keltner
PostPosted: Fri Nov 22, 2013 11:08 pm 
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Joined: Tue Mar 15, 2011 7:15 pm
Posts: 80
Hello,

Was the factor parameter ever added to the KCU and KCL indicators? Thank you


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