QuanTAlib/lib/channels/_index.md

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.

Indicator Status

Indicator	Full Name	Status	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. 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.

Status Key:  Implemented | =� Planned

Selection Guide

Use Case	Recommended	Why
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	� 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