Maximum In Period

Technical Analysis Indicator: max

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Function Prototype

/* Maximum In Period */
/* Type: math */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: max */
int ti_max_start(TI_REAL const *options);
int ti_max(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Maximum In Period indicator returns the maximum value in the last period n bars.

$$max_{t} = maximum(in_{t}, in_{t-1}, ..., in_{t-n+1}) $$

See Also

References

Example Usage

Calling From C

/* Example usage of Maximum In Period */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* max */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_max_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* max */

/* Run the actual calculation. */
const int ret = ti_max(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Maximum In Period
max = ti.max(input, 5)

Example Calculation

period = 5

dateinputmax
2005-11-0181.59
2005-11-0281.06
2005-11-0382.87
2005-11-0483.00
2005-11-0783.6183.61
2005-11-0883.1583.61
2005-11-0982.8483.61
2005-11-1083.9983.99
2005-11-1184.5584.55
2005-11-1484.3684.55
2005-11-1585.5385.53
2005-11-1686.5486.54
2005-11-1786.8986.89
2005-11-1887.7787.77
2005-11-2187.2987.77

Chart

 

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