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Miha Kralj
ce654ca670
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
3.2 KiB
3.2 KiB
Channels
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.
Indicators
| Indicator | Full Name | Description |
|---|---|---|
| ABERR | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
| ACCBANDS | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
| APCHANNEL | Adaptive Price Channel | Channel based on adaptive moving average with volatility bands. |
| APZ | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
| ATRBANDS | ATR Bands | ATR-based volatility bands around moving average. |
| BBANDS | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
| DC | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
| DECAYCHANNEL | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
| FCB | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
| HWC | Holt-Winters Channel | Triple exponential smoothing channel. Upper/middle/lower bands from level/trend/season. |
| JBANDS | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
| KC | 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 highest high / lowest low using O(1) monotonic deques. |
| PC | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
| REGCHANNEL | Linear Regression Channel | Linear regression line with standard deviation bands. |
| SDCHANNEL | Standard Deviation Channel | Moving average with standard deviation bands. |
| STARCHANNEL | Stoller Average Range Channel | SMA with ATR bands. Similar to Keltner but uses SMA instead of EMA. |
| STBANDS | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
| TTM_LRC | TTM Linear Regression Channel | Linear regression with ±1σ/±2σ bands. John Carter. |
| UBANDS | Ehlers Ultimate Bands | USF-based volatility channel with RMS bands. Zero-lag smoothing by Ehlers. |
| UCHANNEL | Ehlers Ultimate Channel | USF-based volatility channel with Smoothed True Range bands. Zero-lag by Ehlers. |
| VWAPBANDS | VWAP Bands | Volume-weighted average price with dual ±1σ and ±2σ standard deviation bands. |
| VWAPSD | VWAP Standard Deviation Bands | Standard deviation bands around VWAP. |