Highest value over a specified period (MAX)

Summary

Highest input value over a rolling window of the last optInTimePeriod bars. A moving-window maximum.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Formula

outReal[i] = max(inReal[i-optInTimePeriod+1 .. i])

Inputs

inReal — Series to take the rolling maximum of

Outputs

outReal — Highest value within each trailing window

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	30	2–100000	Window length in bars

Properties

Numerical Stability: Start-Independent


✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MAX( 0, n - 1, series, 30, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.max(0, series.len() - 1, &series, 30, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.max(0, series.length - 1, series, 30, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Max(0, series.Length - 1, series, 30, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { max } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = max(series, { timePeriod: 30 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: max.c · max.yaml

Native	File
C	`ta_MAX.c`
Rust	`max.rs`
Java	`Core_MAX.java`
C#	`Core_MAX.cs`
TypeScript	`max.ts`

Python: talib.MAX, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Highest, Highest High, Rolling Maximum