mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 00:58:04 +00:00
docs: update category index files and fix indicator implementations (#58)
This commit is contained in:
+25
-48
@@ -1,55 +1,32 @@
|
||||
# Channels
|
||||
|
||||
> "In trending markets, ride the channel. In ranging markets, fade the edges." Unknown
|
||||
> "In trending markets, ride the channel. In ranging markets, fade the edges." Unknown
|
||||
|
||||
Channels define dynamic support and resistance. Upper band shows where price tends to find resistance; lower band shows support. Width measures volatility; price position within channel measures momentum and mean-reversion potential.
|
||||
|
||||
## Indicator Status
|
||||
## Indicators
|
||||
|
||||
| Indicator | Full Name | Status | Description |
|
||||
| :--- | :--- | :---: | :--- |
|
||||
| [ABBER](lib/channels/abber/abber.md) | Aberration Bands | | Absolute deviation-based volatility bands. More robust than standard deviation. |
|
||||
| [ACCBANDS](lib/channels/accbands/accbands.md) | Acceleration Bands | | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
|
||||
| APCHANNEL | Andrews' Pitchfork | =Ë | Three-line channel based on pivot points. Projects trend support/resistance. |
|
||||
| [APZ](lib/channels/apz/apz.md) | Adaptive Price Zone | | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
|
||||
| ATRBANDS | ATR Bands | =Ë | ATR-based volatility bands around moving average. |
|
||||
| BBANDS | Bollinger Bands | =Ë | Standard deviation bands around SMA. Classic volatility channel. |
|
||||
| DCHANNEL | Donchian Channels | =Ë | Highest high and lowest low over N periods. Turtle trading foundation. |
|
||||
| DECAYCHANNEL | Decay Min-Max Channel | =Ë | Exponentially decaying min-max channel. More responsive than Donchian. |
|
||||
| FCB | Fractal Chaos Bands | =Ë | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
|
||||
| JBANDS | Jurik Volatility Bands | =Ë | JMA-based volatility bands. Low lag with controlled overshoot. |
|
||||
| KCHANNEL | Keltner Channel | =Ë | EMA with ATR bands. Smoother than Bollinger. |
|
||||
| MAENV | Moving Average Envelope | =Ë | Fixed percentage bands around moving average. Simple but effective. |
|
||||
| MMCHANNEL | Min-Max Channel | =Ë | Rolling minimum and maximum over lookback period. |
|
||||
| PCHANNEL | Price Channel | =Ë | Highest high and lowest low. Similar to Donchian. |
|
||||
| REGCHANNEL | Regression Channels | =Ë | Linear regression line with standard deviation bands. |
|
||||
| SDCHANNEL | Standard Deviation Channel | =Ë | Moving average with standard deviation bands. |
|
||||
| STARCHANNEL | Stoller Average Range Channel | =Ë | ATR-based channel around moving average. Similar to Keltner. |
|
||||
| STBANDS | Super Trend Bands | =Ë | ATR-based trend-following bands. Flips direction on breakout. |
|
||||
| UBANDS | Ultimate Bands | =Ë | Composite volatility bands using multiple measures. |
|
||||
| UCHANNEL | Ultimate Channel | =Ë | Adaptive channel using multiple volatility inputs. |
|
||||
| VWAPBANDS | VWAP Bands | =Ë | Volatility bands around VWAP. Institutional trading reference. |
|
||||
| VWAPSD | VWAP Standard Deviation Bands | =Ë | Standard deviation bands around VWAP. |
|
||||
|
||||
**Status Key:** Implemented | =Ë Planned
|
||||
|
||||
## Selection Guide
|
||||
|
||||
| Use Case | Recommended | Why |
|
||||
| Indicator | Full Name | Description |
|
||||
| :--- | :--- | :--- |
|
||||
| Volatility breakouts | ACCBANDS, BBANDS | Width expansion signals regime change. |
|
||||
| Mean reversion | APZ, BBANDS | Band touches indicate overextension. |
|
||||
| Trend riding | DCHANNEL, KCHANNEL | Clear trend direction with dynamic support/resistance. |
|
||||
| Robust to outliers | ABBER | Absolute deviation less sensitive than standard deviation. |
|
||||
| Low-lag bands | JBANDS, APZ | JMA/double-smoothed EMA cores reduce lag. |
|
||||
| Institutional reference | VWAPBANDS | VWAP is common institutional benchmark. |
|
||||
|
||||
## Channel Types
|
||||
|
||||
| Type | Examples | Volatility Measure | Best For |
|
||||
| :--- | :--- | :--- | :--- |
|
||||
| Standard Deviation | BBANDS, SDCHANNEL | Ã of returns | Normal distributions |
|
||||
| Absolute Deviation | ABBER | Mean absolute deviation | Fat-tailed distributions |
|
||||
| ATR-based | KCHANNEL, STARCHANNEL | Average True Range | Trend-following |
|
||||
| Price Range | DCHANNEL, PCHANNEL | High-low range | Breakout systems |
|
||||
| Adaptive | APZ, ACCBANDS | Dynamic volatility | Regime changes |
|
||||
| [ABBER](lib/channels/abber/Abber.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
|
||||
| [ACCBANDS](lib/channels/accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
|
||||
| [APCHANNEL](lib/channels/apchannel/Apchannel.md) | Andrews' Pitchfork | Three-line channel based on pivot points. Projects trend support/resistance. |
|
||||
| [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
|
||||
| [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
|
||||
| BBANDS | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
|
||||
| DCHANNEL | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
|
||||
| ECAYCHANNEL | Decay Min-Max Channel | Exponentially decaying min-max channel. More responsive than Donchian. |
|
||||
| FCB | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
|
||||
| JBANDS | Jurik Volatility Bands | JMA-based volatility bands. Low lag with controlled overshoot. |
|
||||
| KCHANNEL | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
|
||||
| MAENV | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
|
||||
| MMCHANNEL | Min-Max Channel | Rolling minimum and maximum over lookback period. |
|
||||
| PCHANNEL | Price Channel | Highest high and lowest low. Similar to Donchian. |
|
||||
| REGCHANNEL | Regression Channels | Linear regression line with standard deviation bands. |
|
||||
| SDCHANNEL | Standard Deviation Channel | Moving average with standard deviation bands. |
|
||||
| STARCHANNEL | Stoller Average Range Channel | ATR-based channel around moving average. Similar to Keltner. |
|
||||
| STBANDS | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
|
||||
| UBANDS | Ultimate Bands | Composite volatility bands using multiple measures. |
|
||||
| UCHANNEL | Ultimate Channel | Adaptive channel using multiple volatility inputs. |
|
||||
| VWAPBANDS | VWAP Bands | Volatility bands around VWAP. Institutional trading reference. |
|
||||
| VWAPSD | VWAP Standard Deviation Bands | Standard deviation bands around VWAP. |
|
||||
|
||||
Reference in New Issue
Block a user