gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 13:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev' into main

Browse Source
This commit is contained in:
Miha Kralj
2026-03-16 12:46:19 -07:00
parent 20997fd332 6f0a339c9b
commit 03fb54b7c8
131 changed files with 1582 additions and 1583 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/accbands/accbands.md
+1 -1
View File
@@ -13,7 +13,7 @@
| **PineScript** | [accbands.pine](accbands.pine) |
- Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating chann...
- **Similar:** [BBands](../bbands/bbands.md), [KChannel](../kchannel/kchannel.md) | **Complementary:** ADX for trend strength | **Trading note:** Wider than Bollinger Bands; effective for breakout trading using high-low range volatility.
- **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** ADX for trend strength | **Trading note:** Wider than Bollinger Bands; effective for breakout trading using high-low range volatility.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating channels that accommodate the full price excursion of the underlying asset. Each bar's contribution to band width is normalized by price level ($w = (H-L)/(H+L)$), making the bands scale-invariant across instruments. Three independent Simple Moving Averages of the adjusted high, adjusted low, and close prices form the upper, lower, and middle bands respectively. Headley's original breakout rule declares a trend when price closes outside the bands for two consecutive bars.