Momentum + Keltner Stochastic Combo)

Momentum + Keltner Stochastic Combo) at a glance

Kind of rule	A gauge with a line (momentum oscillator)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, Keltner Channels
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	69 cells: 15 coins, October 2021 to June 2026, no fee
Cells that placed a trade	67 of 69
Middle result before fees	−4.0%
Cells above zero	0 of 67
Middle drawdown before fees	4.6%
Page updated	2026-11-08

Momentum + Keltner Stochastic Combo) backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How Momentum + Keltner Stochastic Combo) works

Rules in this group usually work like this. It reads a gauge such as RSI, a number that swings between low and high, and it acts when that gauge crosses a line the author chose. Those lines are the rule. Move the lines and the result can change. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

The author did not set a size, so each trade uses whatever amount the code assumes. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when the close is above the close Momentum Lookback (7) bars ago and keltner stoch is below Stochastic Threshold (99).
• Enters short when the close is below the close Momentum Lookback (7) bars ago and keltner stoch is above Stochastic Threshold (99).
• Closes the position when a long position is open and keltner stoch is above Stochastic Threshold (99).
• Closes the position when a short position is open and keltner stoch is below Stochastic Threshold (99).
• Keeps a stop at (the average entry price − Stop Loss (Index Points) (1185)) working while the position is open.
• Keeps a stop at (the average entry price + Stop Loss (Index Points) (1185)) working while the position is open.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, Keltner Channels
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	The author did not set a size, so each trade uses whatever amount the code assumes.
Cost the author assumed	The author assumed a trading cost of 0.05 per contract.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Momentum Lookback	7
Keltner Length	9
Keltner Multiplier	0.5
Stochastic Threshold	99
ATR Length	20
Stop Loss (Index Points)	1185
Enable Dynamic Contracts?	on
Base Contract Size	1
Starting Capital	30000
Equity Step for Contract Increase	150000
Maximum Contracts	15

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 69 cells. It placed a trade on 67 of them. 0 of the cells that traded finished above zero (0.0%).

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	69
Cells that placed a trade	67
Finished above zero	0 (0.0% of the cells that traded)
Middle result, before fees	−4.0%
Strongest cell, the top of the range	BTC daily: −0.0%
Weakest cell, the bottom of the range	AAVE 5-minute: −99.7%
Middle drawdown, before fees	4.6%

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 4.6%.

What this does not show

The useful question is what happens if the author's lines are moved a little. If the result changes a lot, the result is the lines.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Momentum + Keltner Stochastic Combo)

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Momentum + Keltner Stochastic Combo) uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• Keltner Channels: an EMA with ATR bands, and how they differ from Bollinger Bands

"Momentum + Keltner Stochastic Combo)" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.