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Custom Keltner CCI Strategy with Trend Filter

Script from: TradingViewIntraday

Audit verdict

ArchivedRemoved from TradingView

No longer on TradingView

We can't re-run or audit this script anymore. The backtests below were run while it was public and are no longer updated.

867backtestsarchived
55robust scoreranked median 52
0.11p-valueranked median 0.24
—repaint auditsource unavailable

Audit details

How we decide whether a strategy enters our rankings. Read the methodology →

–
Repainting audit
Not performed: the source code is no longer accessible.
–
Script availability
Removed from TradingView. You can't add it to a chart anymore.
✓
Statistical edge
Average t-statistic 5.99 (p = 0.11), above the median of 1.98 (p = 0.24) for ranked strategies.
✕
Quality gate
None of the 20 backtests with more than 15 trades passes our quality gate.
✓
Robust score
55/100, above the median of 52 for ranked strategies.

How its evidence compares

The t-statistic measures how far the average result sits from zero relative to its noise. Below about 2, it is within what random entries produce.

5.99
avg. t-statistic
1.98
median, ranked strategies

Best 5 of 867 backtests

Shown for transparency. Frozen results, no longer updated.

SymbolTimeframeNet profitProfit factorTradesMax drawdown
HENRY HUB NATURAL GAS FUTURES
NYMEX:NG1!
1D+6,151%1.2668896%
Air Liquide
EURONEXT:AI
1D+1,257%1.4964927%
QUALCOMM Incorporated
NASDAQ:QCOM
4H+457%1.191,03472%
Sanofi
EURONEXT:SAN
4H+322%1.241,02624%
Procter & Gamble Company (The)
NYSE:PG
4H+305%1.211,09725%
⚠Archived and selected after the fact: these are the best runs from when the script was public. They are not refreshed.

Is Custom Keltner CCI Strategy with Trend Filter still available on TradingView?

No. The script has been removed from TradingView. The 867 backtests on this page were run while it was public and are no longer updated.

Strategies that passed our audit

Ranked strategies from the same family, ordered by robust score.

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