mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
doc headers
This commit is contained in:
@@ -1,5 +1,22 @@
|
||||
# MMCHANNEL: Min-Max Channel
|
||||
|
||||
| Property | Value |
|
||||
| ---------------- | -------------------------------- |
|
||||
| **Category** | Channel |
|
||||
| **Inputs** | OHLCV bar (TBar) |
|
||||
| **Parameters** | `period` |
|
||||
| **Outputs** | Multiple series (Upper, Lower) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- Min-Max Channel tracks the highest high and lowest low over a lookback period, creating a pure price envelope without any midpoint calculation.
|
||||
- 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.
|
||||
|
||||
Min-Max Channel tracks the highest high and lowest low over a lookback period, creating a pure price envelope without any midpoint calculation. Unlike Donchian Channels which include a middle band, MMCHANNEL delivers only the raw extremes. The implementation uses monotonic deques for O(1) amortized updates: each element enters the deque once and leaves at most once, so total work over $N$ bars is $O(N)$ regardless of period length.
|
||||
|
||||
## Historical Context
|
||||
|
||||
Reference in New Issue
Block a user