SmartQuant Discussion

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Author:  chefsmurrffette [ Tue Aug 18, 2009 9:44 pm ]
Post subject:  Keltner


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 ?


Author:  Dr. Anton Fokin [ Tue Aug 18, 2009 10:15 pm ]
Post subject: 

You can develop a custom indicator. Alternatively we can add factor to OpenQuant indicator API if it's widely used.


Author:  chefsmurrffette [ Thu Aug 20, 2009 6:56 pm ]
Post subject: 

Hi Dr. Anton,

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


Author:  Dr. Anton Fokin [ Thu Aug 20, 2009 7:08 pm ]
Post subject: 

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...


Author:  ivb73077 [ Fri Nov 22, 2013 11:08 pm ]
Post subject:  Re: Keltner


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

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