# 唐奇安通道原理

1、当价格向上突破n个周期的最高价时，发出买入信号；

2、当价格向下突破n个周期的最低价时，发出卖出信号。

```class DonchianChannels(bt.Indicator):
"""
Params Note:
- `lookback` (default: -1)
If `-1`, the bars to consider will start 1 bar in the past and the
current high/low may break through the channel.
If `0`, the current prices will be considered for the Donchian
Channel. This means that the price will **NEVER** break through the
upper/lower channel bands.
"""

alias = ("DCH", "DonchianChannel",)

lines = ("dcm", "dch", "dcl",)  # dc middle, dc high, dc low
params = dict(
period=20,
lookback=-1,  # consider current bar or not
)

plotinfo = dict(subplot=False)  # plot along with data
plotlines = dict(
dcm=dict(ls="--"),  # dashed line
dch=dict(_samecolor=True),  # use same color as prev line (dcm)
dcl=dict(_samecolor=True),  # use same color as prev line (dch)
)

def __init__(self):
hi, lo = self.data.high, self.data.low
if self.p.lookback:  # move backwards as needed
hi, lo = hi(self.p.lookback), lo(self.p.lookback)

self.l.dch = bt.ind.Highest(hi, period=self.p.period)
self.l.dcl = bt.ind.Lowest(lo, period=self.p.period)
self.l.dcm = (self.l.dch + self.l.dcl) / 2.0  # avg of the above
```