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Miha Kralj
2026-02-27 07:48:12 -08:00
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# 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