FTB-C000512 / Implementation concept

Rolling-Extreme Expiry

Rolling-Extreme Expiry is the row where the last owner of a channel boundary leaves the active window.

Also known asDonchian boundary expiry

Definitions

In plain terms

The boundary then steps to the next eligible maximum or minimum unless a new equal or more extreme value has entered.

Technical

Its timing follows finite n-row memory, current-row inclusion, and tied-owner handling rather than recursive decay.

Scope

Expiry is abrupt and contrasts with the geometric fading of EMA or ATR state.

Examples

  • A reviewer traces Rolling-Extreme Expiry from aligned inputs through its first-ready row and edge cases before accepting a displayed value.

Common misconceptions

  • Expiry is abrupt and contrasts with the geometric fading of EMA or ATR state.

Concept relationships

Where this concept is used

Evidence and governance

  1. Donchian Channels TradingView · official platform documentation

    Supports: preferred label, short definition, technical definition

    Limits: Causal lagging, tie ownership, and exact breakout event rules are local implementation boundaries.

Reviewed by
fintech-builder-batch-009
Last reviewed
2026-07-30
Next review
2027-07-30
Record status
published