||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 20||Number of periods (
Historical quotes requirements
You must have at least
N+1 periods of
quotes to cover the warmup periods.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
DonchianResultsis just a list of
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
Nperiods will have
Nonevalues since there’s not enough data to calculate.
||Decimal, Optional||Upper line is the highest High over
||Decimal, Optional||Simple average of Upper and Lower bands|
||Decimal, Optional||Lower line is the lowest Low over
||Decimal, Optional||Width as percent of Centerline price.
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # calculate Donchian(20) results = indicators.get_donchian(quotes, 20)
About Donchian Channels
Created by Richard Donchian, Donchian Channels, also called Price Channels, are derived from highest High and lowest Low values over a lookback window. [Discuss]