# Donchian Channels

`D07-F04-A05` · Technical Indicators → Volatility and Channels · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/volatility-and-channels/donchian-channels/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { donchianChannels } from "fintech-algorithms/technical-indicators/volatility-and-channels/donchian-channels";
```

## Signature

```ts
donchianChannels(high, low, p)
```

The highest high and lowest low of the lookback. The oldest channel in use, and the only one here with no smoothing at all — the bands step rather than glide.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `high` | `number[]` | yes | Per-bar high prices, chronological. |
| `low` | `number[]` | yes | Per-bar low prices, chronological. |
| `p` | `number` | yes | Lookback in bars for both extremes. · min: 1, integer: true |

## Returns

`Record<string, (number | null)[]>` · length same-as-input

Parallel series: `upper`, `lower`, `middle` and `width`.

## Warm-up

The first `p − 1` positions are `null`.

## Errors

- When p < 1 or is not an integer — throws RangeError
- When the input series are not all the same length — throws RangeError

## Complexity

Time `O(n × p)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`high`:

```json
[101.08, 101.6243955, 102.13058177, 102.56507653, 102.90321818, 103.1320792]
```

Showing 6 of 240 elements.

`low`:

```json
[98.92, 99.39457765, 99.83203556, 100.19996391, 100.47473988, 100.64442473]
```

Showing 6 of 240 elements.

`p`:

```json
20
```

### Call

```ts
donchianChannels(high, low, p)
```

### Returns

object with 4 fields: upper, lower, middle, width

```json
{
  "upper": [null, null, null, null, null, null],
  "lower": [null, null, null, null, null, null],
  "middle": [null, null, null, null, null, null],
  "width": [null, null, null, null, null, null]
}
```

## Verification and provenance

Tier: **verified** (via scenario-fixture).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.1.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/volatility-and-channels/donchian-channels/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/volatility-and-channels/donchian-channels/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt