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Miha Kralj
fdfbfd98f0
- Implemented the Starchannel class, which calculates a volatility-based envelope using SMA as the middle line and ATR for band width. - Added methods for updating the indicator with new data, batch calculations, and state management. - Created comprehensive unit tests for the Starchannel indicator, validating various scenarios including manual calculations, consistency across modes, eventing, and handling of large datasets. - Ensured that the indicator's outputs are finite and that band widths are consistent across different calculation modes.
3.1 KiB
3.1 KiB
Channels
"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.
Indicators
| Indicator | Full Name | Description |
|---|---|---|
| ABBER | 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 | Andrews' Pitchfork | Three-line channel based on pivot points. Projects trend support/resistance. |
| 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. |
| DCHANNEL | 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. |
| JBANDS | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
| 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 highest high / lowest low using O(1) monotonic deques. |
| PCHANNEL | 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. |
| 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. |