Index of highest value over a specified period (MAXINDEX)

Summary

Returns the index of the highest input value within a rolling window of optInTimePeriod bars. Same as MAX but outputs the location instead of the value.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outInteger: line · bar_index

Formula

outInteger[i] = index of max(inReal[i-optInTimePeriod+1 .. i])

Notes

When several bars in a window share the highest value, the index of the most recent of them is returned.

Inputs

inReal — Input series to scan

Outputs

outInteger — Absolute index (into inReal) of the highest value in each window

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	30	2–100000	Window length over which the max is located

Properties

Numerical Stability: Start-Independent


☐ Overlap Input
✅ Independent Y-Axis i
☐ 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 */
int out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MAXINDEX( 0, n - 1, series, 30, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %d\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![0i32; 252];

let core = Core::new();
let range = core.maxindex(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
int[] out = new int[252];

Core core = Core.DEFAULT;
OutRange r = core.maxindex(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 outInteger = new int[252];

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

TypeScript

import { maxindex } from 'ta-lib';

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

const { begIdx, values } = maxindex(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: maxindex.c · maxindex.yaml

Native	File
C	`ta_MAXINDEX.c`
Rust	`maxindex.rs`
Java	`Core_MAXINDEX.java`
C#	`Core_MAXINDEX.cs`
TypeScript	`maxindex.ts`

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

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

Aliases

Index of Highest Value, Highest Value Index, argmax