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.

Formula

outInteger[i] = argmax_{j in [i-optInTimePeriod+1, i]} inReal[j]

Notes

When several bars in a window share the highest value, which bar's index is returned is not guaranteed to be a specific one of the tied bars.

Inputs

inReal — Input series to scan

Outputs

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

Parameters

optInTimePeriod — Window length over which the max is located

Implementation

TA-Lib Definition: maxindex.c · maxindex.yaml

Native	File
C	`ta_MAXINDEX.c`
Rust	`maxindex.rs`
Java	`Core.java`

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

Aliases

Index of Highest Value, Highest Value Index, argmax