Lowest and highest values over a specified period (MINMAX)

Summary

Returns both the lowest and highest values of the input over a rolling window of the last optInTimePeriod bars. An overlap-study companion to MIN and MAX that computes both extrema in one pass.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outMin: line
outMax: line

Formula

outMin[i] = min(inReal[i-optInTimePeriod+1 .. i])
outMax[i] = max(inReal[i-optInTimePeriod+1 .. i])

Inputs

inReal — Values scanned for the window min and max

Outputs

outMin — Lowest value in each rolling window
outMax — Highest value in each rolling window

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	30	2–100000	Rolling window length

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 min[252], max[252];
int outBegIdx, outNBElement;

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

Rust

use ta_lib::Core;

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

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

Java

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

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

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

using System;
using TALib;

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

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

TypeScript

import { minmax } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_MINMAX.c`
Rust	`minmax.rs`
Java	`Core_MINMAX.java`
C#	`Core_MINMAX.cs`
TypeScript	`minmax.ts`

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

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

Aliases

Highest Lowest