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- Publié:
- 2019.02.24 14:39
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Theory :
Keltner channel is calculated as SMA (Simple Moving Average) + ATR(Average True Range)*multiplier. This version is using the intra-day ATR instead (published, with additional explanation here : Intra-day ATR)
Usage :
It can be used the same way as "regular" Keltner channel

Intra-day average true range

This class was developed to exchange data between MetaTrader 5 and CSV files. It converts the strings read from the CSV file to double and integer values depending of the type of the columns. Two producers of CSV files are most important for me. The most important producer are spreadsheet programs, i.e. LibreCalc. Manually entered CSV are the other kind of CSV files I had in mind. Be aware that this class do not use the standard library FileCsv.mqh etc. Instead it works with text files. It splits text lines into fields. Maximum speed and low memory usage were no development goals. This class may not be suited for large datasets or time critical operations. I would not use CSV files if speed was my main goal.

Intra-day Keltner channel extended

Buffer-free indicator implemented on iCanvas