Rank - FXB.ta.Rank

The FXB.ta.Rank class ranks each value among the rolling group of the last N items, largest/highest first. 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

mode

See below

The mode can be any of the following, defaulting to "percentile":

mode:X

Description

percentile

Percentile ranking. Larger values have higher rankings; the largest value in a series will have percentile rank=100

absolute

Absolute ranking. Larger values have higher rankings. For example, with period=14, the largest item in a series will have rank=14 (and the smallest will have rank=1).

quartile

Quartile ranking. Larger values have lower rankings; the largest item in a series will have quartile rank=1

decile

Decile ranking. Larger values have lower rankings; the largest item in a series will have decile rank=1