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/sdchannel/sdchannel.md
+17
View File
@@ -1,5 +1,22 @@
# SDCHANNEL: Standard Deviation Channel
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 20), `multiplier` (default 2.0) |
| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of re...
- Parameterized by `period` (default 20), `multiplier` (default 2.0).
- 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.
Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of residuals above and below. Unlike Bollinger Bands which measure deviation from a moving average, SDCHANNEL measures deviation from the best-fit trend line, capturing how much price wanders from its underlying trajectory rather than from its simple average. The algorithm is identical to REGCHANNEL; the distinction is purely a naming convention found across different platforms and literature.
## Historical Context