MyVolatilityBands

17 juin 2023

Library "MyVolatilityBands"
Just a lil' library of volatility bands that I use in some scripts

bollingerbands(src, lkbk, mult, basis)
  Bollinger Bands
  Parameters:
    src (float): float
    lkbk (int): int
    mult (float): float
    basis (float)
  Returns: Bollinger Bands

donchianchannels(src, lkbk, band_width)
  Donchian Channels
  Parameters:
    src (float): float
    lkbk (int): int
    band_width (float): float
  Returns: Donchian Channels with an outer band of varying thickness adjusted by the band_width input

doublehalfdonchianchannels(src, lkbk, divisor)
  Double Half Donchian Channels
  Parameters:
    src (float): float
    lkbk (int): int
    divisor (float): float
  Returns: two adjustable bases calculated using Donchian Channels calculation that act as a measure of volatility

3 juil. 2023

Notes de version

v2

Updated:
bollingerbands(src, lkbk, mult, basis, band_width)
  Bollinger Bands
  Parameters:
    src (float): float
    lkbk (int): int
    mult (float): float
    basis (float)
    band_width (float)
  Returns: Bollinger Bands with an outer band of varying thickness adjusted by the band_width input

doublehalfdonchianchannels(src, lkbk, divisor)
  Double Half Donchian Channels
  Parameters:
    src (float): float
    lkbk (int): int
    divisor (float): float
  Returns: two adjustable bases calculated using Donchian Channels calculation that can act as a measure of volatility for below chart indicators

6 juil. 2023

Notes de version

v3

Added:
keltnerchannels(atr_lkbk, mult, basis, band_width)
  Keltner Channels
  Parameters:
    atr_lkbk (simple int): int
    mult (float): float
    basis (float): float
    band_width (float): float
  Returns: Keltner Channels with an outer band of varying thickness adjustable by the band_width input

Updated:
bollingerbands(src, lkbk, mult, basis, band_width)
  Bollinger Bands
  Parameters:
    src (float): float
    lkbk (int): int
    mult (float): float
    basis (float): float
    band_width (float): float
  Returns: Bollinger Bands with an outer band of varying thickness adjustable by the band_width input

donchianchannels(src, lkbk, band_width)
  Donchian Channels
  Parameters:
    src (float): float
    lkbk (int): int
    band_width (float): float
  Returns: Donchian Channels with an outer band of varying thickness adjustable by the band_width input