Highest of the last N values - FXB.ta.Highest

The FXB.ta.Highest class calculates a rolling series of the highest of the last N values. It is a value-based calculation, and can be applied to any series of values including the output of another FXB.ta calculation. Parameters are as follows:

Parameter

Description

period

Rolling period for the calculation

In addition to putting the rolling highest values into the main output - GetValue() etc - the calculation also puts the relative offset of the highest value into the signal output - GetSignalValue(). For example, a signal value of 1 means that the highest value is the preceding one.