mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +00:00
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.
33 lines
3.1 KiB
Markdown
33 lines
3.1 KiB
Markdown
# Channels
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> "In trending markets, ride the channel. In ranging markets, fade the edges." Unknown
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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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| [ABBER](lib/channels/abber/Abber.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
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| [ACCBANDS](lib/channels/accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
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| [APCHANNEL](lib/channels/apchannel/Apchannel.md) | Andrews' Pitchfork | Three-line channel based on pivot points. Projects trend support/resistance. |
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| [APZ](lib/channels/apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
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| [ATRBANDS](lib/channels/atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
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| BBANDS | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
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| [DCHANNEL](lib/channels/dchannel/Dchannel.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
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| [DECAYCHANNEL](lib/channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
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| [FCB](lib/channels/fcb/fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
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| [JBANDS](lib/channels/jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
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| [KCHANNEL](lib/channels/kchannel/kchannel.md) | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
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| [MAENV](lib/channels/maenv/maenv.md) | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
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| [MMCHANNEL](lib/channels/mmchannel/mmchannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
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| [PCHANNEL](lib/channels/pchannel/pchannel.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
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| [REGCHANNEL](lib/channels/regchannel/regchannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands. |
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| [SDCHANNEL](lib/channels/sdchannel/sdchannel.md) | Standard Deviation Channel | Moving average with standard deviation bands. |
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| [STARCHANNEL](lib/channels/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 | Super Trend Bands | ATR-based trend-following bands. Flips direction on breakout. |
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| UBANDS | Ultimate Bands | Composite volatility bands using multiple measures. |
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| UCHANNEL | Ultimate Channel | Adaptive channel using multiple volatility inputs. |
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| VWAPBANDS | VWAP Bands | Volatility bands around VWAP. Institutional trading reference. |
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| VWAPSD | VWAP Standard Deviation Bands | Standard deviation bands around VWAP. |
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