Hello

I am trying to create a scan for a Keltner pullback, 

Bullish - price action scaling along the upper edge of the Keltner Channel, and then pullback would be to mid-line of the channel. Bear - price action scaling along the bottom of Keltner Channel, and then pullback would be to mid-line of the channel.

I was thinking touch of upper channel X bars ago, and then pullback to touch mid-line Y bars ago - this way can experiment with pullback delay, unless there is a better way?

Thanks Marc

The Keltner Channels help topic has templates for constructing formulas. I am going to rewrite them slightly in that I am going to use p for the period so I can use x and y for the described bars ago parameters.

Top:

tAVG((Hx + Lx + Cx) / 3 + w * ATR1.x, p)

Center:

tAVG(Hy + Ly + Cy, p) / 3

So for the top if want the close to be at or above the upper exponential Keltner Channel 20, 1.50 x bars ago and at or below the center channel y bars ago, we get:

Cx >= XAVG((Hx + Lx + Cx) / 3 + 1.5 * ATR1.x, 20) AND Cy <= XAVG(Hy + Ly + Cy, 20) / 3

So if x = 10 and y = 4:

C10 >= XAVG((H10 + L10 + C10) / 3 + 1.5 * ATR1.10, 20) AND C4 <= XAVG(H4 + L4 + C4, 20) / 3