KeltnerChannels

 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Keltner Channels indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class KeltnerChannelsSample : Robot
     {
         private double _volumeInUnits;
         private KeltnerChannels _keltnerChannels;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         [Parameter("Source")]
         public DataSeries Source { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _keltnerChannels = Indicators.KeltnerChannels(20, MovingAverageType.Exponential, 10, MovingAverageType.Simple, 2);
         }
         protected override void OnBar()
         {
             if (Bars.LowPrices.Last(1) <= _keltnerChannels.Bottom.Last(1) && Bars.LowPrices.Last(2) > _keltnerChannels.Bottom.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label);
             }
             else if (Bars.HighPrices.Last(1) >= _keltnerChannels.Top.Last(1) && Bars.HighPrices.Last(2) < _keltnerChannels.Top.Last(2))
             {
                 ClosePositions(TradeType.Buy);
                 ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label);
             }
         }
         private void ClosePositions(TradeType tradeType)
         {
             foreach (var position in BotPositions)
             {
                 if (position.TradeType != tradeType) continue;
                 ClosePosition(position);
             }
         }
     }
 }

 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class KeltnerChannelsSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.keltnerChannels = api.Indicators.KeltnerChannels(api.MaPeriod, api.MaType, api.AtrPeriod, api.AtrMaType, api.BandDistance)
     def on_bar_closed(self):
         if api.Bars.LowPrices.Last(0) <= self.keltnerChannels.Bottom.Last(0) and api.Bars.LowPrices.Last(1) > self.keltnerChannels.Bottom.Last(1):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label)
         elif api.Bars.HighPrices.Last(0) >= self.keltnerChannels.Top.Last(0) and api.Bars.HighPrices.Last(1) < self.keltnerChannels.Top.Last(1):
             self.close_positions(TradeType.Buy)
             api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label)
     def get_bot_positions(self):
         return api.Positions.FindAll(api.Label)
     def close_positions(self, tradeType):
         for position in self.get_bot_positions():
             if position.TradeType != tradeType:
                 continue
             api.ClosePosition(position)