@spec donchian([map()], pos_integer()) ::
  %{upper: number(), middle: float(), lower: number()} | nil

Calculate the latest Donchian Channels as a map.

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 20).

Examples

iex> bars = [
...>   %{high: 12, low: 8, close: 10},
...>   %{high: 11, low: 9, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.Donchian.donchian(bars, 3)
%{lower: 8, middle: 10.5, upper: 13}

@spec donchian_list([map()], pos_integer()) :: [map() | nil]

Calculate the full Donchian Channels series.

Returns a list aligned with bars: the first period - 1 entries are nil, and every later entry is a map with :upper, :middle and :lower.

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 20).

Examples

iex> bars = [
...>   %{high: 12, low: 8, close: 10},
...>   %{high: 11, low: 9, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.Donchian.donchian_list(bars, 2)
[nil, %{lower: 8, middle: 10.0, upper: 12}, %{lower: 9, middle: 11.0, upper: 13}]

@spec init([map()], pos_integer()) ::
  {TAlib.Indicators.Donchian.State.t(), [map() | nil]}

Warm up streaming Donchian Channels state from history.

Returns {state, values} with values the full channel series of history (identical to donchian_list/2), and state ready to continue it one bar at a time in O(1) via next/2. History needs at least period bars.

Examples

iex> bars = [
...>   %{high: 12, low: 8, close: 10},
...>   %{high: 11, low: 9, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> {state, values} = TAlib.Indicators.Donchian.init(bars, 2)
iex> values
[nil, %{lower: 8, middle: 10.0, upper: 12}, %{lower: 9, middle: 11.0, upper: 13}]
iex> {_state, %{lower: 7, middle: 10.5, upper: 14}} = TAlib.Indicators.Donchian.next(state, %{high: 14, low: 7})

@spec midprice([map()], pos_integer()) :: float() | nil

The Midprice of the period newest bars: (highest high + lowest low) / 2 — the middle Donchian channel line on its own.

iex> bars = [
...>   %{high: 12, low: 8, close: 10},
...>   %{high: 11, low: 9, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.Donchian.midprice(bars, 3)
10.5

@spec next(TAlib.Indicators.Donchian.State.t(), map()) ::
  {TAlib.Indicators.Donchian.State.t(), map() | nil}

Advance streaming Donchian Channels state by one bar (a map with at least :high and :low), in O(1): {state, %{upper: , middle: , lower: }}.

iex> {state, _} = TAlib.Indicators.Donchian.init([%{high: 12, low: 8}, %{high: 11, low: 9}, %{high: 13, low: 9}], 2)
iex> {_state, channel} = TAlib.Indicators.Donchian.next(state, %{high: 14, low: 7})
iex> channel
%{lower: 7, middle: 10.5, upper: 14}