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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
20.00
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Models Using HighestLowest
created by bitfool on 11/17/2019
published on 11/17/2019
706

APR: 4.61% • Win Rate: 67.18% • Sharpe: 0.43
SB
Lowest
SCTR
VossPredictor
created by Q Merlin on 7/15/2019
published on 7/15/2019
1.34k
12

APR: 15.69% • Win Rate: 81.48% • Sharpe: 0.72
Lowest
VossPredictor
created by bitfool on 1/11/2019
published on 1/11/2019
654

APR: 13.05% • Win Rate: 58.37% • Sharpe: 0.89
created by Q Robert on 9/27/2018
published on 9/27/2018
859
2
6

APR: 11.18% • Win Rate: 63.20% • Sharpe: 0.79
SB
!MKT
ATRP
HighestLowest
LRSlope
ROC
RSISMA
StdDev
StdError
created by Q Eugene on 9/24/2018
published on 9/24/2018
870
1

APR: 4.43% • Win Rate: 70.31% • Sharpe: 0.45
!MKT
ATRP
HighestLowest
LRSlope
ROC
RSISMA
StdDev
StdError
created by test on 9/18/2018
published on 9/18/2018
803
2

APR: 3.67% • Win Rate: 54.60% • Sharpe: 0.62