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Add Standard Deviation Channel (SDCHANNEL) implementation and documentation

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- Implemented Sdchannel class for calculating standard deviation channels based on linear regression.
- Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation.
- Updated project files to include new numerics library components in Channels and Volatility projects.
This commit is contained in:
Miha Kralj
2026-01-21 14:41:31 -05:00
parent b2c1787782
commit 3eae9a76fe
71 changed files with 15716 additions and 772 deletions
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docs/indicators.md
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@@ -162,6 +162,16 @@ Price envelope and boundary indicators for breakout and mean-reversion strategie
| :-------- | :-------- | :---- |
| [**ABBER**](../lib/channels/abber/abber.md) | Aberration Bands | Statistical deviation bands |
| [**ACCBANDS**](../lib/channels/accbands/accbands.md) | Acceleration Bands | Volatility-adjusted envelope |
| [**DCHANNEL**](../lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest-high / lowest-low breakout bands |
| [**DECAYCHANNEL**](../lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponential decay toward midpoint |
| [**FCB**](../lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Williams fractal-based support/resistance |
| [**JBANDS**](../lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | Snap-to-extreme, decay-to-price volatility bands |
| [**KCHANNEL**](../lib/channels/kchannel/kchannel.md) | Keltner Channel | EMA with ATR bands; smoother than Bollinger |
| [**MAENV**](../lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around selectable MA type |
| [**MMCHANNEL**](../lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low; O(1) monotonic deques |
| [**PCHANNEL**](../lib/channels/pchannel/pchannel.md) | Price Channel | Highest high / lowest low; identical to Donchian |
| [**REGCHANNEL**](../lib/channels/regchannel/regchannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands |
| [**SDCHANNEL**](../lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | Moving average with standard deviation bands |
### Statistics
@@ -213,4 +223,4 @@ Error metrics and loss functions for model evaluation, forecast assessment, and
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |
| [**WRMSE**](../lib/errors/wrmse/Wrmse.md) | Weighted Root Mean Squared Error | Custom observation weighting for error emphasis |
docs/validation.md
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@@ -84,7 +84,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Convolution Moving Average** | [Conv](../lib/trends/conv/conv.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Correlation** | Correlation | ✔️ | - | ✔️ | - |
| **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - |
| **Decay Min-Max Channel** | Decaychannel | - | - | - | - |
| **Decay Min-Max Channel** | [Decaychannel](../lib/channels/decaychannel/decaychannel.md) | - | - | - | - |
| **DeMark Pivot Points** | Pivotdem | - | - | - | ❔ |
| **Detrended Price Oscillator** | Dpo | - | ✔️ | ✔️ | ❔ |
| **Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
@@ -92,7 +92,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Directional Movement Index** | Dx | ✔️ | ✔️ | - | - |
| **Directional Movement Index (Jurik)** | [Dmx](../lib/momentum/dmx/dmx.md) | - | - | - | - |
| **Dirty Data Detection** | Dirty | - | - | - | - |
| **Donchian Channels** | Dchannel | - | - | ✔️ | ❔ |
| **Donchian Channels** | [Dchannel](../lib/channels/dchannel/Dchannel.md) | - | - | ✔️ | ❔ |
| **Double Exponential Moving Average** | [Dema](../lib/trends/dema/dema.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Double Weighted Moving Average** | [Dwma](../lib/trends/dwma/dwma.md) | - | - | - | - |
| **Ease of Movement** | Eome | - | - | - | ❔ |
@@ -115,7 +115,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Fibonacci Pivot Points** | Pivotfib | - | - | - | ❔ |
| **Fisher Transform** | Fisher | - | ✔️ | ✔️ | ❔ |
| **Force Index** | Efi | - | - | ✔️ | ❔ |
| **Fractal Chaos Bands** | Fcb | - | - | ✔️ | ❔ |
| **Fractal Chaos Bands** | [Fcb](../lib/channels/fcb/fcb.md) | - | - | ✔️ | ❔ |
| **Garman-Klass Volatility** | Gkv | - | - | - | ❔ |
| **Gaussian Filter** | [Gauss](../lib/filters/gauss/Gauss.md) | - | - | - | ❔ |
| **Gaussian-Weighted MA** | Gwma | - | - | - | - |
@@ -149,12 +149,12 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Jarque-Bera Test** | Jb | - | - | - | - |
| **Jurik Moving Average** | [Jma](../lib/trends/jma/jma.md) | - | - | - | ❔ |
| **Jurik Volatility** | Jvolty | - | - | - | - |
| **Jurik Volatility Bands** | Jbands | - | - | - | - |
| **Jurik Adaptive Envelope Bands** | [Jbands](../lib/channels/jbands/Jbands.md) | - | - | - | - |
| **Jurik Volatility Normalized [0,1]** | Jvoltyn | - | - | - | - |
| **Kalman Filter** | [Kalman](../lib/filters/kalman/Kalman.md) | - | - | - | - |
| **Kaufman Adaptive Moving Average** | [Kama](../lib/trends/kama/kama.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **KDJ Indicator** | Kdj | - | - | - | - |
| **Keltner Channel** | Kchannel | - | - | ✔️ | ❔ |
| **Keltner Channel** | [Kchannel](../lib/channels/kchannel/kchannel.md) | - | - | ✔️ | ❔ |
| **Kendall Rank Correlation** | Kendall | - | - | - | ❔ |
| **Klinger Volume Oscillator** | Kvo | - | ✔️ | ✔️ | ❔ |
| **Kurtosis** | Kurtosis | - | - | - | ❔ |
@@ -181,7 +181,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Mean Squared Logarithmic Error** | Msle | - | - | - | - |
| **MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | ✔️ | - | ✔️ | ✔️ |
| **Midpoint** | [Midpoint](../lib/numerics/midpoint/Midpoint.md) | ✔️ | - | - | - |
| **Min-Max Channel** | Mmchannel | - | - | - | - |
| **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | ✔️ | ✔️ | ✔️ | - |
| **Min-Max Scaling (Normalization)** | [Normalize](../lib/numerics/normalize/Normalize.md) | - | - | - | - |
| **Mode (Most Frequent)** | Mode | - | - | - | - |
| **Modified MA** | [Mma](../lib/trends_IIR/mma/Mma.md) | - | - | - | - |
@@ -190,7 +190,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Money Flow Index** | Mfi | ✔️ | ✔️ | ✔️ | ❔ |
| **Moon Phase** | Moon | - | - | - | - |
| **Moving Average Convergence/Divergence** | [Macd](../lib/momentum/macd/Macd.md) | ✔️ | ✔️ | ✔️ | ❔ |
| **Moving Average Envelopes** | Maenv | - | - | ✔️ | ❔ |
| **Moving Average Envelopes** | [Maenv](../lib/channels/maenv/maenv.md) | - | - | ✔️ | ❔ |
| **Negative Volume Index** | Nvi | - | ✔️ | - | ❔ |
| **Normalized Average True Range** | Natr | ✔️ | ✔️ | - | - |
| **Normalized Shannon Entropy** | Entropy | - | - | - | - |
@@ -206,7 +206,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Pivot Points** | Pivot | - | - | ✔️ | ❔ |
| **Positive Volume Index** | Pvi | - | ✔️ | - | ❔ |
| **Pretty Good Oscillator** | Pgo | - | - | - | ❔ |
| **Price Channel** | Pchannel | - | - | - | ❔ |
| **Price Channel** | [Pchannel](../lib/channels/pchannel/pchannel.md) | - | - | - | ✔️ |
| **Price Momentum Oscillator** | Pmo | - | - | ✔️ | ❔ |
| **Price Relative Strength** | Prs | - | - | ✔️ | - |
| **Price Volume Divergence** | Pvd | - | - | - | - |
@@ -223,7 +223,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Realized Volatility** | Rv | - | - | - | - |
| **Rectified Linear Unit** | [Relu](../lib/numerics/relu/Relu.md) | - | - | - | - |
| **Recursive Gaussian MA** | [Rgma](../lib/trends_IIR/rgma/Rgma.md) | - | - | - | - |
| **Regression Channels** | Regchannel | - | - | - | - |
| **Regression Channels** | [Regchannel](../lib/channels/regchannel/regchannel.md) | - | - | - | - |
| **Regularized Exponential MA** | [Rema](../lib/trends_IIR/rema/Rema.md) | - | - | - | ❔ |
| **Relative Absolute Error** | Rae | - | - | - | - |
| **Relative Squared Error** | Rse | - | - | - | - |
@@ -244,7 +244,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Solar Activity Cycle** | Solar | - | - | - | - |
| **Spearman Rank Correlation** | Spearman | - | - | - | ❔ |
| **Square Root Transformation** | [Sqrttrans](../lib/numerics/sqrttrans/Sqrttrans.md) | - | - | - | - |
| **Standard Deviation Channel** | Sdchannel | - | - | - | ❔ |
| **Standard Deviation Channel** | [Sdchannel](../lib/channels/sdchannel/sdchannel.md) | - | - | - | ❔ |
| **Standardization (Z-score)** | Standardize | - | - | - | ❔ |
| **Starc Bands** | Starc | - | - | - | - |
| **Stochastic Fast** | Stochf | ✔️ | - | - | ❔ |
@@ -384,4 +384,4 @@ Discrepancies get documented in the indicator's markdown file under a "Validatio
- [TA-Lib Documentation](https://ta-lib.org/d_api/d_api.html)
- [Skender.Stock.Indicators Wiki](https://dotnet.stockindicators.dev/guide/)
- [Tulip Indicators Reference](https://tulipindicators.org/list)
- [Tulip Indicators Reference](https://tulipindicators.org/list)