donchian

API documentation for pandas_ta.volatility.donchian Python function.

donchian(high, low, lower_length=None, upper_length=None, offset=None, **kwargs)

Donchian Channels (DC)

Donchian Channels are used to measure volatility, similar to Bollinger Bands and Keltner Channels.

Sources:

https://www.tradingview.com/wiki/Donchian_Channels_(DC)

Calculation:

Default Inputs:

lower_length=upper_length=20

LOWER = low.rolling(lower_length).min() UPPER = high.rolling(upper_length).max() MID = 0.5 * (LOWER + UPPER)

Args:

high (pd.Series): Series of ‘high’s low (pd.Series): Series of ‘low’s lower_length (int): The short period. Default: 20 upper_length (int): The short period. Default: 20 offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.DataFrame: lower, mid, upper columns.