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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.
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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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lib/channels/_index.md
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@@ -14,16 +14,16 @@ Channels define dynamic support and resistance. Upper band shows where price ten
| [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
| [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
| BBANDS | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
| DCHANNEL | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
| ECAYCHANNEL | Decay Min-Max Channel | Exponentially decaying min-max channel. More responsive than Donchian. |
| FCB | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
| JBANDS | Jurik Volatility Bands | JMA-based volatility bands. Low lag with controlled overshoot. |
| KCHANNEL | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
| MAENV | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
| MMCHANNEL | Min-Max Channel | Rolling minimum and maximum over lookback period. |
| PCHANNEL | Price Channel | Highest high and lowest low. Similar to Donchian. |
| REGCHANNEL | Regression Channels | Linear regression line with standard deviation bands. |
| SDCHANNEL | Standard Deviation Channel | Moving average with standard deviation bands. |
| [DCHANNEL](lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
| [DECAYCHANNEL](lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
| [FCB](lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
| [JBANDS](lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
| [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 moving average. Simple but effective. |
| [MMCHANNEL](lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
| [PCHANNEL](lib/channels/pchannel/pchannel.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
| [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. |
| STARCHANNEL | Stoller Average Range Channel | ATR-based channel around moving average. Similar to Keltner. |
| STBANDS | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
| UBANDS | Ultimate Bands | Composite volatility bands using multiple measures. |