ezyquant.indicators.ta.TA.dc#

static TA.dc(high: DataFrame, low: DataFrame, close: DataFrame, window: int = 20, offset: int = 0, fillna: bool = False) → Tuple[DataFrame, DataFrame, DataFrame, DataFrame, DataFrame]#

Donchian Channel.

Parameters:

  • high (pd.DataFrame) – dataset ‘High’ dataframe.

  • low (pd.DataFrame) – dataset ‘Low’ dataframe.

  • close (pd.DataFrame) – dataset ‘Close’ dataframe.

  • window (int = 20) – n period.

  • offset (int = 0) – n period offset.

  • fillna (bool = False) – if True, fill nan values.

Returns:

Contains:

  • Donchian Channel High Band

  • Donchian Channel Low Band

  • Donchian Channel Middle Band

  • Donchian Channel Percentage Band

  • Donchian Channel Band Width

Return type:

Tuple[pd.DataFrame]