Trader Kevin 

Of course. The formula for the middle band is the same EMA formula as before. The formula for the upper band of the Keltner Channel is : KC(upper band) = EMA + (ATR * KF) where KF is a constant that I will provide. ATR = max(high, close(previous)) - min (low, close(previous)). In word form, it is the largest of the: current high - current low, absolute value of the current high - previous close, or absolute value of the current low minus previous close. Formula for the lower band is KC(lower band) = EMA - (ATR * KF) I should also explain that I am not looking for the price where the price = the upper/lower bands at the previous 1 minute candle's close, but where they would meet in real time. In other words, what would price have to equal in order for it to close at the same price as the upper/lower bands? Thanks!

Let me know if you need me to explain anything:

 

Code

Keltner Channels Scratch Paper and Raw Thoughts as They Occur: As before: ema=p * (1/3) + pema * (2/3) Additionally: KC(upper band) = EMA + (ATR * KF) C=KF,ku=KC(upper band) ku = ema + atr.C ATR = max(high, close(previous)) - min (low, close(previous)) FOUR DIFFERENT SCENARIOS: atr=high-low where high>low, atr=high-pc, where high>pc, atr=pc-low, where pc>high, atr=pc-pc ELIMINATE LAST POSSIBILITY: atr=high-low where high>low, atr=high-pc, where high>pc, atr=pc-low, where pc>high CONSIDERING FIRST SCENARIO: ema=p * (1/3) + pema * (2/3) ku = ema + atr.C atr=high-low where high>low high is always > low: atr=high-low SUBSTITUTION: ku = ema + (high-low)C SUBSTITUTION: ku = p * (1/3) + pema * (2/3) + (high-low)C LETTING ku=p: p=p * (1/3) + pema * (2/3) + (high-low)C TIMES 3 3p=p+2pema+3C(high-low) MINUS p: 2p=2pema+3C(high-low) DIVIDE BY 2: p=pema+1.5*KF*(high-low), where low<=pc AFTER DOING STUFF IN MY HEAD: priceOfBandIntersection = previousEMA +/- (1.5 * KF * ("largest of the: current high - current low, absolute value of the current high - previous close, or absolute value of the current low minus previous close"))

Thanks so much! I will test this out and see, but I'm sure you're right. Really appreciate it!

Edit: Tested it and it is perfect. Thanks again!

Trader Kevin 

Thanks so much! I will test this out and see, but I'm sure you're right. Really appreciate it! Edit: Tested it and it is perfect. Thanks again!

Glad it's working out. Good luck!