Keltner Channels For Loop | RakoQuant

13 godzin temu

Keltner Channels For Loop | RakoQuant is a regime-based trend indicator built on a robust volatility engine using a for-loop True Range mean, designed specifically for clean trend-state classification in crypto markets.

This tool is part of the RakoQuant protected research line, combining institutional visuals, persistent breakout logic, and built-in backtest-grade performance metrics.

Core Concept

This indicator answers one key question:

Is price breaking into a bullish expansion regime, or collapsing into bearish volatility?

Unlike standard Keltner Channels that rely on ATR smoothing, this version computes volatility using a loop-based TR mean, producing a more structurally consistent envelope.

How It Works
1. Adaptive Keltner Basis

The channel baseline can be selected from:

EMA (default)

HMA (faster trend anchor)

DEMA (low-lag institutional baseline)

2. For-Loop True Range Volatility Engine

Instead of ATR, volatility is measured by:

True Range calculated per candle

Mean(TR) computed through a for-loop population average

This reduces noise artifacts and creates cleaner trend corridors.

3. Regime Breakout Logic

Two signal modes are supported:

Breakout Persistent Mode
State flips only when price breaks beyond the channel

Live Mode
State updates dynamically based on position relative to bands

Regime states:

Bullish → active bullish expansion

Bearish → defensive contraction

Neutral → no volatility breakout

Visual Engine (UniStrat Palette)

This script uses the full RakoQuant Premium Palette System:

Alpha, Desert, Premium, Navy, Warm, Toxic, Neo, Matrix

Bull and Bear states automatically repaint:

Rails

Candle colors

Buy/Sell labels

BUY / SELL Labels

On confirmed regime flips:

𝓑𝓾𝔂 prints on bullish breakout

𝓢𝓮𝓵𝓵 prints on bearish breakdown

Designed for clean regime shifts — not candle-to-candle noise.

RQ Custom Metrics Table (Built-In Backtest)

This protected release includes the full RakoQuant Indicator Backtest Engine, displaying:

Equity Max Drawdown

Intra-Trade Max Drawdown

Profit Factor

Win Rate

Sharpe Ratio

Sortino Ratio

Omega Ratio

Half Kelly Exposure

Total Trades

Net Profit %

Displayed in the signature:

𝓑𝓪𝓬𝓴𝓽𝓮𝓼𝓽 𝓜𝓮𝓽𝓻𝓲𝓬𝓼

All metrics update live directly from the indicator logic.

How to Use

✅ Trend regime filter for swing systems
✅ Volatility breakout confirmation layer
✅ Portfolio regime gating (RSPS / UniStrat frameworks)
✅ Best suited for 4H–1D markets

Trade only in alignment with the active regime:

Bull → long-biased environment

Bear → defensive / short environment

Screenshot Placement

📸 Example chart / screenshot:

7 godzin temu

Informacje o Wersji

V2

7 godzin temu

Informacje o Wersji

Added a colour