Channel Trading, Scalping With Keltner Channel

One of the most complicated thing that I feel when making Volatily Scalp system is anticipating a drastic decline of Average True Range (ATR) in record time. As a scalping system based on the trading channel, determining the length of the period Keltner Channel is very important. This is because the channel width of the Keltner Channel indicator can change over time depending on market volatility.
In the Channel trading, generally upper channel and lower channel act as overbought and oversold levels. Buy position is taken when the price hits or below the lower channel and sell position taken when price hit or above the upper channel. No matter with indicators that used to create the channel. As for an exit strategy there are many options but generally is the opposite of the entry signal itself.
Now let us look at the chart below. On this chart I put a Keltner Channel indicator (20.2). Red vertical line to mark the beginning of the transaction (at 21 GMT 1). I also placed an indicator CK_Speed (20.50) and ATR. (20).
It should VS_Eurocross can get sell signal as I describe in the chart above. Although the position of an exit may be slightly different. But what I want to show is how the system with the Keltner channel (20.2) miss a couple of profitable trades. Therefore, I draw 2 horizontal lines that act as a channel to clarify what I mean.
I've been plagued with this problem. And it seems impossible to know what is the optimal length of Keltner Channel Period at any time. But when I'm working on EA's Charlotte, I always strive to capture this pattern. I use the High / Low of the last 2 bars when the entry signal occurs as a place of exit. The results with the same chart as above, charlote EA is more aggressive.