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.