Uses the idea of ​​the classical Donchian channel.

The class is optimized by speed, i. e. instead of 2 for loops, 1 while loop is executed.

The class sample requires the following: 

• Fill in the arrays: double in_masH[], double in_masL[];
• Set variable values: int in_period (number of bars in the period), int in_size (size of arrays);
• Perform the procedure ini() to initialize the arrays;
• Perform the procedure void main(), which forms 2 arrays (channels): double out_massH[],double out_massL[],

An example of class use is available in the indicator Donchian.mq5