mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
15f4bb90f3
New indicators: - HWC (Holt-Winters Channel) — channels, 27 tests - VWMACD (Volume-Weighted MACD) — momentum, 38 tests - Squeeze Pro — oscillators, 69 tests - BW_MFI (Bill Williams MFI) — oscillators - DSTOCH (Double Stochastic) — oscillators - ATRSTOP (ATR Trailing Stop) — reversals - VSTOP (Volatility Stop) — reversals - Convexity (Beta Convexity) — statistics, 23 tests Integration: - Python bridge: Exports.cs, _bridge.py, wrapper modules - Documentation: _sidebar.md, _index.md pages, SPEC.md - All analyzer warnings fixed (MA0074, xUnit2013, S2699) Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
33 lines
3.2 KiB
Markdown
33 lines
3.2 KiB
Markdown
# Channels
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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.
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## Indicators
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| Indicator | Full Name | Description |
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| :--- | :--- | :--- |
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| [ABERR](aberr/Aberr.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
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| [ACCBANDS](accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
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| [APCHANNEL](apchannel/Apchannel.md) | Adaptive Price Channel | Channel based on adaptive moving average with volatility bands. |
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| [APZ](apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
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| [ATRBANDS](atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
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| [BBANDS](bbands/Bbands.md) | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
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| [DC](dc/dc.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
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| [DECAYCHANNEL](decaychannel/DecayChannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
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| [FCB](fcb/Fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
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| [HWC](hwc/Hwc.md) | Holt-Winters Channel | Triple exponential smoothing channel. Upper/middle/lower bands from level/trend/season. |
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| [JBANDS](jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
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| [KC](kc/Kc.md) | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
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| [MAENV](maenv/Maenv.md) | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
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| [MMCHANNEL](mmchannel/MmChannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
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| [PC](pc/pc.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
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| [REGCHANNEL](regchannel/RegChannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands. |
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| [SDCHANNEL](sdchannel/SdChannel.md) | Standard Deviation Channel | Moving average with standard deviation bands. |
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| [STARCHANNEL](starchannel/StarChannel.md) | Stoller Average Range Channel | SMA with ATR bands. Similar to Keltner but uses SMA instead of EMA. |
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| [STBANDS](stbands/Stbands.md) | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
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| [TTM_LRC](ttm_lrc/TtmLrc.md) | TTM Linear Regression Channel | Linear regression with ±1σ/±2σ bands. John Carter. |
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| [UBANDS](ubands/Ubands.md) | Ehlers Ultimate Bands | USF-based volatility channel with RMS bands. Zero-lag smoothing by Ehlers. |
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| [UCHANNEL](uchannel/Uchannel.md) | Ehlers Ultimate Channel | USF-based volatility channel with Smoothed True Range bands. Zero-lag by Ehlers. |
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| [VWAPBANDS](vwapbands/Vwapbands.md) | VWAP Bands | Volume-weighted average price with dual ±1σ and ±2σ standard deviation bands. |
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| [VWAPSD](vwapsd/Vwapsd.md) | VWAP Standard Deviation Bands | Standard deviation bands around VWAP. |
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