Keltner Channel MTF with VWAP [MK] — Strategy by needfulEggs7c991
By needfulEggs7c991
Performance Metrics
- Author: needfulEggs7c991
- Symbol: OANDA:XAUUSD
- Timeframe: 1 minute
- Net P&L: −52.64 USD (−0.53%)
- Win Rate: 33.3%
- Profit Factor: 0.816
- Max Drawdown: 204.77 USD (2.05%)
- Total Trades: 24
Description
This strategy is designed for momentum and trend-following traders who prioritize high-volatility "breakout" environments. By anchoring a 15-minute volatility boundary against a lower-timeframe channel, it identifies rare moments where price action aggressively decouples from standard volatility ranges.Strategy Overview: Keltner Channel MTF with VWAP [MK]The Keltner Channel MTF with VWAP [MK] is a quantitative momentum strategy that uses Multi-Timeframe (MTF) volatility displacement to trigger trades. It focuses on "full channel breakouts," where the entire short-term price range (Current Timeframe Keltner Channel) shifts completely outside the medium-term volatility range (15-Minute Keltner Channel).