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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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quantower/Channels.csproj
+2 -1
View File
@@ -20,6 +20,7 @@
<Compile Include="..\lib\trends_FIR\**\*.cs" Exclude="..\lib\trends_FIR\**\*.Tests.cs;..\lib\trends_FIR\**\obj\**;..\lib\trends_FIR\**\bin\**" />
<Compile Include="..\lib\trends_IIR\**\*.cs" Exclude="..\lib\trends_IIR\**\*.Tests.cs;..\lib\trends_IIR\**\obj\**;..\lib\trends_IIR\**\bin\**" />
<Compile Include="..\lib\volatility\**\*.cs" Exclude="..\lib\volatility\**\*.Tests.cs;..\lib\volatility\**\obj\**;..\lib\volatility\**\bin\**" />
<Compile Include="..\lib\numerics\**\*.cs" Exclude="..\lib\numerics\**\*.Tests.cs;..\lib\numerics\**\*.Quantower.cs;..\lib\numerics\**\obj\**;..\lib\numerics\**\bin\**" />
<Compile Include="..\lib\channels\**\*.cs" Exclude="..\lib\channels\**\*.Tests.cs;..\lib\channels\**\obj\**;..\lib\channels\**\bin\**" />
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
@@ -33,4 +34,4 @@
<Copy SourceFiles="$(OutputPath)\Channels.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Channels" />
</Target>
</Project>
</Project>
quantower/Volatility.csproj
+3 -1
View File
@@ -23,6 +23,8 @@
<Compile Include="..\lib\trends_IIR\rma\*.cs" Exclude="..\lib\trends_IIR\rma\*.Tests.cs" />
<Compile Include="..\lib\trends_FIR\sma\*.cs" Exclude="..\lib\trends_FIR\sma\*.Tests.cs" />
<Compile Include="..\lib\trends_FIR\wma\*.cs" Exclude="..\lib\trends_FIR\wma\*.Tests.cs" />
<Compile Include="..\lib\numerics\highest\*.cs" Exclude="..\lib\numerics\highest\*.Tests.cs" />
<Compile Include="..\lib\numerics\lowest\*.cs" Exclude="..\lib\numerics\lowest\*.Tests.cs" />
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
@@ -35,4 +37,4 @@
<Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
</Target>
</Project>
</Project>