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/starchannel/starchannel.md
+17
View File
@@ -1,5 +1,22 @@
# STARCHANNEL: Stoller Average Range Channel
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `period` (default 20), `multiplier` (default 2.0), `atrPeriod` (default 0) |
| **Outputs** | Multiple series (Upper, Lower) |
| **Output range** | Tracks input |
| **Warmup** | `Math.Max(period, effectiveAtrPeriod)` bars |
### TL;DR
- Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple m...
- Parameterized by `period` (default 20), `multiplier` (default 2.0), `atrperiod` (default 0).
- Output range: Tracks input.
- Requires `Math.Max(period, effectiveAtrPeriod)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple moving average centerline. The bands automatically expand during volatile periods and contract during calmer markets. The implementation uses a circular buffer for the SMA running sum and Wilder's RMA with a warmup compensator for ATR, achieving O(1) streaming updates per bar.
## Historical Context