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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/channels/uchannel/uchannel.md
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| **PineScript** | [uchannel.pine](uchannel.pine) |
- Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band widt...
- Parameterized by `strperiod` (default defaultstrperiod), `centerperiod` (default defaultcenterperiod), `multiplier` (default defaultmultiplier).
- Output range: Tracks input.
- Requires `Math.Max(strPeriod, centerPeriod)` bars of warmup before first valid output (IsHot = true).
- **Similar:** [DChannel](../dchannel/dchannel.md), [PChannel](../pchannel/pchannel.md) | **Complementary:** Volume for breakout confirmation | **Trading note:** Upper/lower channel based on recent price extremes.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band width, creating a channel where both the trend estimate and the volatility measure share the same low-lag, zero-overshoot filter characteristics. Unlike UBANDS which uses RMS of price residuals, UCHANNEL uses Smoothed True Range (STR) for band width, making it responsive to gap-inclusive volatility. Separate period parameters allow independent tuning of centerline smoothness and band-width responsiveness.