Price Versus Donchian | Bots And Strategy | Help Center

Price Versus Donchian

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What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: price_vs_donchian_upper_pct , price_vs_donchian_lower_pct

Exact formula

U_prev = max(H_(t-p), ..., H_(t-1))

L_prev = min(L_(t-p), ..., L_(t-1))

upper = 100 * (C_t - U_prev) / U_prev

lower = 100 * (C_t - L_prev) / L_prev

Parameters, defaults, and bounds

- period : default 20 ; 1–500

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

cross_above requires the previous value below the threshold and the current value at or above it.

cross_below requires the previous value above the threshold and the current value at or below it.

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params