MAX
Summary
Highest input value over a rolling window of the last optInTimePeriod bars. A moving-window maximum.
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
optInTimePeriod— Window length in bars
Implementation
TA-Lib Definition: max.c · max.yaml
| Native | File |
|---|---|
| C | ta_MAX.c |
| Rust | max.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Highest, Highest High, Rolling Maximum