Donchian Channels

All functions · nseries package

DonchianLower

func (s Series) DonchianLower(n int) Series

DonchianLower returns a series representing the lower Donchian channel measured over n bars.

Bars 0 to n-2 use an expanding window, the extremes of the bars so far, not n bars; the first full n-bar window is at bar n-1.

DonchianMiddle

func (s Series) DonchianMiddle(n int) Series

DonchianMiddle returns a series representing the middle Donchian channel measured over n bars.

Bars 0 to n-2 use an expanding window, the extremes of the bars so far, not n bars; the first full n-bar window is at bar n-1.

DonchianUpper

func (s Series) DonchianUpper(n int) Series

DonchianUpper returns a series representing the upper Donchian channel measured over n bars.

Bars 0 to n-2 use an expanding window, the extremes of the bars so far, not n bars; the first full n-bar window is at bar n-1.