mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 03:47:42 +00:00
Miha Kralj
58f0812584
- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling. - Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation. - Updated oscillators index to include TTM Wave indicator. - Added TTM Wave documentation with algorithm and trading interpretation. - Updated reversals index to include TTM Scalper Alert indicator. - Added TTM Scalper Alert documentation with algorithm and trading strategy. - Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
3.2 KiB
3.2 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 | 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. |
| 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. |
| 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. |