Midpoint Price over period (MIDPRICE)

Summary

Midpoint of the price range over a rolling window: the average of the highest high and lowest low across the last optInTimePeriod bars. An overlap-study line plotted on price.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Formula

MIDPRICE = (Highest(High, N) + Lowest(Low, N)) / 2, over the N=optInTimePeriod bars ending at each index

This is the Donchian Channel centerline: DONCHIAN emits this line as its middle output, alongside the two extrema.

Inputs

inHigh — High price of each bar
inLow — Low price of each bar

Outputs

outReal — Midpoint of the period's high/low extremes

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	14	2–100000	Window length over which the high/low extremes are taken

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 high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MIDPRICE( 0, n - 1, high, low, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

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

let core = Core::new();
let range = core.midprice(0, high.len() - 1, &high, &low, 14, &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[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.midprice(0, high.length - 1, high, low, 14, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

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

var core = Core.Default;
OutRange r = core.Midprice(0, high.Length - 1, high, low, 14, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { midprice } from 'ta-lib';

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

const { begIdx, values } = midprice({ high, low }, { timePeriod: 14 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_MIDPRICE.c`
Rust	`midprice.rs`
Java	`Core_MIDPRICE.java`
C#	`Core_MIDPRICE.cs`
TypeScript	`midprice.ts`

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

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

Aliases

Midpoint Price