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Miha Kralj
fd6c80e8db
- Implemented CMF indicator in Cmf.cs with detailed calculations and methods. - Created unit tests for CMF validation against Skender, Ooples, and batch processing. - Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage. - Updated project files to include new statistics library. - Updated NDepend badges to reflect changes in classes, methods, and lines of code.
33 lines
3.0 KiB
Markdown
33 lines
3.0 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](abber/Abber.md) | Aberration Bands | Absolute deviation-based volatility bands. More robust than standard deviation. |
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| [ACCBANDS](accbands/Accbands.md) | Acceleration Bands | Volatility-based adaptive channel by Price Headley. Width adapts to momentum. |
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| [APCHANNEL](apchannel/Apchannel.md) | Adaptive Price Channel | Channel based on adaptive moving average with volatility bands. |
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| [APZ](apz/Apz.md) | Adaptive Price Zone | Double-smoothed EMA volatility channel by Lee Leibfarth. Adapts to recent volatility. |
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| [ATRBANDS](atrbands/Atrbands.md) | ATR Bands | ATR-based volatility bands around moving average. |
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| [BBANDS](bbands/Bbands.md) | Bollinger Bands | Standard deviation bands around SMA. Classic volatility channel. |
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| [DCHANNEL](dchannel/Dchannel.md) | Donchian Channels | Highest high and lowest low over N periods. Turtle trading foundation. |
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| [DECAYCHANNEL](decaychannel/DecayChannel.md) | Decay Min-Max Channel | Exponentially decaying min-max channel. Half-life decay toward midpoint. |
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| [FCB](fcb/Fcb.md) | Fractal Chaos Bands | Tracks fractal highs and lows. Identifies chaos-based support/resistance. |
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| [JBANDS](jbands/Jbands.md) | Jurik Adaptive Envelope Bands | JMA's internal adaptive envelopes. Snap to extremes, decay toward price. |
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| [KCHANNEL](kchannel/Kchannel.md) | Keltner Channel | EMA with ATR bands. Smoother than Bollinger. |
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| [MAENV](maenv/Maenv.md) | Moving Average Envelope | Fixed percentage bands around moving average. Simple but effective. |
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| [MMCHANNEL](mmchannel/MmChannel.md) | Min-Max Channel | Rolling highest high / lowest low using O(1) monotonic deques. |
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| [PCHANNEL](pchannel/Pchannel.md) | Price Channel | Highest high and lowest low. Identical to Donchian Channels. |
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| [REGCHANNEL](regchannel/RegChannel.md) | Linear Regression Channel | Linear regression line with standard deviation bands. |
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| [SDCHANNEL](sdchannel/SdChannel.md) | Standard Deviation Channel | Moving average with standard deviation bands. |
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| [STARCHANNEL](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 | Universal Bands | Flexible band system supporting multiple MA types and band calculations. |
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| UCHANNEL | Universal Channel | Flexible channel implementation supporting multiple methods. |
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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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