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Merge branch 'dev' into main

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Miha Kralj
2026-03-16 12:46:19 -07:00
parent 20997fd332 6f0a339c9b
commit 03fb54b7c8
131 changed files with 1582 additions and 1583 deletions
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lib/channels/starchannel/starchannel.md
+1 -1
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@@ -13,7 +13,7 @@
| **PineScript** | [starchannel.pine](starchannel.pine) |
- Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple m...
- **Similar:** [KChannel](../kchannel/kchannel.md), [ATRBands](../atrbands/atrbands.md) | **Complementary:** ADX for trend confirmation | **Trading note:** Stoller Average Range Channel; ATR-based bands around a moving average.
- **Similar:** [KC](../kc/kc.md), [ATRBands](../atrbands/atrbands.md) | **Complementary:** ADX for trend confirmation | **Trading note:** Stoller Average Range Channel; ATR-based bands around a moving average.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple moving average centerline. The bands automatically expand during volatile periods and contract during calmer markets. The implementation uses a circular buffer for the SMA running sum and Wilder's RMA with a warmup compensator for ATR, achieving O(1) streaming updates per bar.
lib/channels/starchannel/tests/Starchannel.Validation.Tests.cs
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@@ -501,16 +501,16 @@ public sealed class StarchannelValidationTests : IDisposable
}
[Fact]
public void Validate_KchannelComparison_Structure()
public void Validate_KcComparison_Structure()
{
// Compare structural properties with Kchannel (EMA vs SMA middle)
// Compare structural properties with Kc (EMA vs SMA middle)
// Both use ATR for bands, so band calculation should be similar
const int period = 20;
const double multiplier = 2.0;
var star = new Starchannel(period, multiplier);
var kelt = new Kchannel(period, multiplier);
var kelt = new Kc(period, multiplier);
foreach (var bar in _testData.Bars)
{
@@ -543,18 +543,18 @@ public sealed class StarchannelValidationTests : IDisposable
double keltLowerDist = kelt.Last.Value - kelt.Lower.Value;
Assert.Equal(keltUpperDist, keltLowerDist, 1e-10);
_output.WriteLine("Starchannel vs Kchannel structure validated");
_output.WriteLine("Starchannel vs Kc structure validated");
}
[Fact]
public void Validate_Starchannel_DifferentFromKchannel()
public void Validate_Starchannel_DifferentFromKc()
{
// Starchannel (SMA) should differ from Kchannel (EMA) in the middle line
// Starchannel (SMA) should differ from Kc (EMA) in the middle line
const int period = 20;
const double multiplier = 2.0;
var star = new Starchannel(period, multiplier);
var kelt = new Kchannel(period, multiplier);
var kelt = new Kc(period, multiplier);
foreach (var bar in _testData.Bars)
{
@@ -569,7 +569,7 @@ public sealed class StarchannelValidationTests : IDisposable
// Just verify they're both finite and reasonable
Assert.True(double.IsFinite(diff));
_output.WriteLine($"Starchannel vs Kchannel middle difference: {diff:F6}");
_output.WriteLine($"Starchannel vs Kc middle difference: {diff:F6}");
}
// ═══════════════════════════════════════════════════════════════