Keltner channels explained simply
Keltner channels place bands around an average, spaced by the usual daily swing. They move more smoothly than Bollinger Bands and are often used to spot breakouts.
Chester Keltner described the channels in 1960, back then with simple averages. The form common today comes from Linda Bradford Raschke in the 1980s: it uses an exponential average and the ATR. The channels resemble Bollinger Bands, but react more evenly.
What it's about
You see a middle line and two bands. As long as the price stays between the bands, it's moving within its usual range. When it closes above the upper band, it has risen unusually strongly, measured against its normal swing.
An example: a stock sits in the channel for months. Then it closes above the upper band two days in a row. Many trend followers read that as the start of an uptrend.
How it's calculated
The middle is a 20 day exponential moving average. The upper band sits two ATRs above it, the lower band two ATRs below. The ATR measures the average daily range.
With numbers: the average is €46, the ATR €1.10. The upper band sits at €48.20, the lower at €43.80.
What signals traders read from it
- Breakout: A close above the upper band counts for trend followers as a sign of a trend starting.
- Pullback to the middle: In a running trend some buy when the price comes back to the middle line.
- Together with Bollinger: When the Bollinger Bands sit inside the Keltner channels, things are very calm. Some see it as the calm before a bigger move.
Where it misleads you
Many breakouts above the upper band don't continue but fall back quickly. If you buy every breakout, you collect lots of small losses. And in a sideways market a close above the band is often already the peak of the move.
The channels depend on the average and the ATR, and both look backwards. After a calm phase the bands are narrow, and then even a normal move looks like a breakout.
An example trade with made up numbers
Sophie has €10,000 in her account and risks at most €150 per trade. A stock closes above the upper Keltner band, with the middle line €2.40 lower. Sophie buys at €48 and sets her stop loss at €45.60. With that distance, she buys 62 shares for €2,976. Costs: €1 each to buy and sell, plus about 2 cents of spread per share on each order.
If it works: The trend continues and Sophie sells at €52.80. Sophie is €297.60 ahead. After €2 in fees and €2.50 in spread, €293.10 is left.
If it goes wrong: The breakout quickly falls back below the middle line. The stop fills at €45.50. That's a €155 loss, €159.50 with costs.
Sophie put her stop at the middle line. That way the trade only stays open as long as the trend is intact by the channel's logic.
Chester Keltner introduced his channels in 1960 in “How to Make Money in Commodities”. His version used a simple 10 day average of the typical price and the average daily range as the distance. Linda Bradford Raschke replaced both with the EMA and the ATR.
Formally: middle = EMA(20), upper band = EMA(20) + 2 × ATR(10), lower band = EMA(20) − 2 × ATR(10). Because the ATR is calmer than the standard deviation, Keltner channels vary less in width than Bollinger Bands.
The combination of both, where the Bollinger Bands slip inside the Keltner channels, is known as the TTM Squeeze. As with all breakout rules, what counts in the end is the sum of many trades after costs.
Summary
- Keltner channels place bands around an average, spaced by the ATR.
- They move more smoothly than Bollinger Bands.
- Many breakouts above the upper band fall back quickly.
Did you get it?
Average €46, ATR €1.10. Where is the upper Keltner band?
At €48.20, two ATRs above the average.
What's the difference between Keltner channels and Bollinger Bands?
Keltner uses the ATR as the distance, Bollinger the standard deviation. So Keltner channels vary less in width.
Why does even a normal move look like a breakout after a calm phase?
Because the ATR is low then and the bands sit close together.
Sources and further reading
- StockCharts ChartSchool, Keltner Channels. View source ↗
- ESMA, investor information on trading risks. View source ↗
Related
- Bollinger BandsIndicator
- ATRIndicator
- Moving averagesLesson