Wolfram Language & System 11.0 (2016)|Legacy Documentation

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Is a volatility indicator.
Is computed using the closing price.
Returns three time series consisting of a 20-period exponential moving average of the closing price and bands that are two times the 10-period average true range above and below the moving average.
FinancialIndicator["KeltnerChannels",n1,n2,b] uses a period n1 moving average and bands b times the n2-period average true range from the moving average.
The first n1 values in the time series are computed using partial periods.


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