gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 19:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/kchannel/kchannel.md
+17
View File
@@ -1,5 +1,22 @@
# KCHANNEL: Keltner Channel
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `period` (default 20), `multiplier` (default 2.0) |
| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period * 2` bars |
### TL;DR
- Keltner Channel constructs a volatility-adaptive envelope by projecting Average True Range above and below an Exponential Moving Average center line.
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
- Output range: Tracks input.
- Requires `period * 2` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Keltner Channel constructs a volatility-adaptive envelope by projecting Average True Range above and below an Exponential Moving Average center line. The channel differs from ATR Bands solely in the center line: Keltner uses EMA (faster, more responsive) while ATR Bands use SMA (more stable, more lag). The EMA center combined with ATR width creates a channel that both tracks trend and adapts to volatility, making it one of the most widely used channel indicators for trend-following and mean-reversion strategies. The implementation uses EMA with warmup compensation for accurate early values and Wilder's smoothing (RMA) for ATR.
## Historical Context