MACD CrossOver with Keltner Filter Indicator

Description

Momentum Signals, Filtered by Volatility

MACD crossovers are one of the most widely used momentum signals in futures trading. They are also one of the noisiest. In a range-bound market, the MACD line crosses the signal line repeatedly, and each cross looks like an entry right up until it isn’t.

This indicator pairs the MACD crossover with a Keltner Channel filter so that momentum signals are only acted on when price is actually behaving directionally.

How the Filter Works

A raw MACD crossover fires whenever momentum shifts, regardless of whether the market is trending or chopping sideways. The Keltner Channel, built on an ATR-based envelope around a moving average, describes where price is sitting relative to its own recent volatility.

By requiring both conditions to agree, crossovers that occur while price is compressed inside the channel, the signature of a directionless market, are suppressed. Signals that occur as price expands through the channel boundary are the ones that print.

What You Get

• MACD crossover detection with configurable fast, slow, and signal periods
• Keltner Channel filter with adjustable EMA length and ATR multiplier
• On-chart long and short signal markers
• Configurable alerts on filtered signals
• Session and time-window filtering
• Visual channel plot that can be shown or hidden independently of the signals

Built For

Futures traders on NinjaTrader working NQ, MNQ, ES, MES, CL, and GC who want a momentum entry trigger that stays quiet during consolidation instead of firing on every oscillation.

The indicator identifies conditions. It does not place, modify, or cancel orders, and it is not a signal service.

Risk Disclosure: Futures trading involves substantial risk of loss and is not suitable for every investor. This product is an analytical software tool. It does not provide personalized investment advice, guaranteed results, or automated trade execution. Past performance is not indicative of future results.