Donchian Channels are three lines generated by moving average calculations that comprise an indicator formed by upper and lower bands around a midrange or median band. The upper band marks the highest price of a security over N periods while the lower band marks the lowest price of a security over N periods. The area between the upper and lower bands represents the Donchian Channel.
donchian [-u N_LENGTH_UPPER] [-l N_LENGTH_LOWER]
|n_length_upper||-u --length_upper||length||20||True||range(1, 100)|
|n_length_lower||-l --length_lower||length||20||True||range(1, 100)|