Donchian Channels

Created by Richard Donchian, Donchian Channels, also called Price Channels, are price ranges derived from highest High and lowest Low values. [Discuss] 💬

chart for Donchian Channels

// C# usage syntax
IEnumerable<DonchianResult> results =


lookbackPeriods int - Number of periods (N) for lookback period. Must be greater than 0 to calculate; however we suggest a larger value for an appropriate sample size. Default is 20.

Historical quotes requirements

You must have at least N+1 periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.




Date DateTime - Date from evaluated TQuote

UpperBand decimal - Upper line is the highest High over N periods

Centerline decimal - Simple average of Upper and Lower bands

LowerBand decimal - Lower line is the lowest Low over N periods

Width decimal - Width as percent of Centerline price. (UpperBand-LowerBand)/Centerline


See Utilities and helpers for more information.


This indicator is not chain-enabled and must be generated from quotes. It cannot be used for further processing by other chain-enabled indicators.