Function donchian 

pub fn donchian<'a, T: ToPrimitive>(
    high: &'a [T],
    low: &'a [T],
    window: usize,
) -> impl Iterator<Item = (f64, f64, f64)> + 'a

Donchian Channels

Channels defined by highest high and lowest low

Sources

[1]

Examples

use traquer::volatility;

volatility::donchian(
    &[1.0,2.0,3.0,4.0,5.0,6.0,4.0,5.0],
    &[1.0,2.0,3.0,4.0,5.0,6.0,4.0,5.0],
    6).collect::<Vec<(f64,f64,f64)>>();