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Indicator Spotlight - HighestLowest

The Highest and Lowest indicators return the highest/lowest values in a data series over the specified period.

Quantacula Code

Highest highest20BarHigh = new Highest(bars.High, 20);
Highest highest200BarHigh = Highest.Series(bars.High, 200);

Lowest lowest20BarLow = new Lowest(bars.Low, 20);
Lowest lowest200BarLow = Lowest.Series(bars.Low, 200);

Parameters

  • source (TimeSeries)
  • period (int)

Calculation

For each trading period, the Highest indicator returns the highest data point in the specified period, while the Lowest indicator returns the lowest data point. Like any Quantacula indicator, you can pass any BarHistory component such as Open, High, Low, Close or Volume as your source parameter. You could also pass another indicator or TimeSeries instance as the source.


Indicator Lab

Use the slider to change the period that the Highest and Lowest determination is based on. The chart will update dynamically as you slide the slider.


Symbol
Period
20
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Models Using HighestLowest
created by Q Merlin 7 days ago
published 7 days ago
44
1

APR: 21.71% • Win Rate: 88.00% • Sharpe: 1.10
!MKT
Lowest
VossPredictor
created by Q bitfool on 1/11/2019
published on 1/11/2019
215

APR: 18.29% • Win Rate: 61.03% • Sharpe: 1.09
SB
!MKT
Highest Lowest
created by Q Robert on 9/27/2018
published on 9/27/2018
389
1
6

APR: 11.40% • Win Rate: 63.28% • Sharpe: 0.79
SB
ATRP
Highest Lowest
LRSlope
ROC
RSI SMA
StdDev
StdError
created by Q Eugene on 9/24/2018
published on 9/24/2018
407
1

APR: 7.82% • Win Rate: 73.05% • Sharpe: 0.81
ATRP
Highest Lowest
LRSlope
ROC
RSI SMA
StdDev
StdError
created by test on 9/18/2018
published on 9/18/2018
336
1

APR: 6.71% • Win Rate: 43.88% • Sharpe: 0.39


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