gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 22:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

fix(docs): correct warmup values in cycles/channels .md files

Browse Source 
Cycles:
- ebsw: warmup 1 bar → Math.Max(hpLength, ssfLength) + 3 (default 43)
- homod: warmup 1 bar → maxPeriod * 2 (default 100)

Channels:
- apchannel: warmup 1 bar → ⌈3/alpha⌉ (default 15); params None → alpha; outputs Single → Multiple
- jbands: warmup 1 bar → ⌈20 + 80 × period^0.36⌉
- uchannel: warmup 1 bar → Math.Max(strPeriod, centerPeriod)"
This commit is contained in:
Miha Kralj
2026-03-10 18:37:19 -07:00
parent 031f1b5fe6
commit 8906c62dcf
5 changed files with 13 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/uchannel/uchannel.md
+2 -2
View File
@@ -7,14 +7,14 @@
| **Parameters** | `strPeriod` (default DefaultStrPeriod), `centerPeriod` (default DefaultCenterPeriod), `multiplier` (default DefaultMultiplier) |
| **Outputs** | Multiple series (Upper, Middle, Lower, STR) |
| **Output range** | Tracks input |
| **Warmup** | 1 bar |
| **Warmup** | `Math.Max(strPeriod, centerPeriod)` bars |
### TL;DR
- 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 1 bar of warmup before first valid output (IsHot = true).
- Requires `Math.Max(strPeriod, centerPeriod)` bars of warmup before first valid output (IsHot = true).
- 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.