We tested a 20-period Keltner Channel breakout strategy with an ADX filter across QQQ, NVDA, AAPL, MSFT, AMD, and AMZN over 3 years.
Can Keltner Channel Breakouts Beat Buy-and-Hold? A 3-Year Test on Tech Equities & QQQ
quantstrat
Posted on Originally published at quantstr.at
Can Keltner Channel Breakouts Beat Buy-and-Hold? A 3-Year Test on Tech Equities & QQQ
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Top comments (2)
Here's the Python code: https://quantstr.at/wp-content/uploads/reports/keltner-adx-volatility-breakout-qqq-python.html?utm_source=devto&utm_medium=social&utm_campaign=keltner-adx-volatility-breakout-qqq&utm_content=python_notebook
Here's the R code: https://quantstr.at/wp-content/uploads/reports/keltner-adx-volatility-breakout-qqq-R.html?utm_source=devto&utm_medium=social&utm_campaign=keltner-adx-volatility-breakout-qqq&utm_content=r_notebook