doc headers

This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
+17
View File
@@ -1,5 +1,22 @@
# DCHANNEL: Donchian Channels
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `period` |
| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- Donchian Channels track the highest high and lowest low over a fixed lookback period, defining the absolute price boundaries within which an asset ...
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Donchian Channels track the highest high and lowest low over a fixed lookback period, defining the absolute price boundaries within which an asset has traded. Unlike volatility-based bands that compute statistical dispersion, Donchian Channels represent actual historical extremes — the literal "price box." The implementation uses monotonic deques for $O(1)$ amortized sliding-window max/min, ensuring that computing a 500-period channel costs no more than a 20-period one. The midpoint of the upper and lower bands serves as a simple trend bias indicator.
## Historical Context