Indexes of lowest and highest values over a specified period (MINMAXINDEX)

Summary

Returns the absolute input indices of the lowest and highest values within each rolling window of optInTimePeriod bars. Index variant of MINMAX.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outMinIdx: line · bar_index
outMaxIdx: line · bar_index

Formula

outMinIdx[i] = index of min(inReal[i-optInTimePeriod+1 .. i])
outMaxIdx[i] = index of max(inReal[i-optInTimePeriod+1 .. i])

Notes

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

Inputs

inReal — Input series scanned for extremes

Outputs

outMinIdx — Absolute index (into inReal) of the window minimum
outMaxIdx — Absolute index (into inReal) of the window maximum

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	30	2–100000	Window length in bars

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 minIdx[252], maxIdx[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MINMAXINDEX( 0, n - 1, series, 30, &outBegIdx, &outNBElement, minIdx, maxIdx );
printf( "%d values from bar %d; last minIdx = %d\n", outNBElement, outBegIdx, minIdx[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut min_idx = vec![0i32; 252];
let mut max_idx = vec![0i32; 252];

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

Java

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

double[] series = new double[252]; // your data, oldest first
int[] minIdx = new int[252];
int[] maxIdx = new int[252];

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

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var minIdx = new int[252];
var maxIdx = new int[252];

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

TypeScript

import { minmaxindex } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_MINMAXINDEX.c`
Rust	`minmaxindex.rs`
Java	`Core_MINMAXINDEX.java`
C#	`Core_MINMAXINDEX.cs`
TypeScript	`minmaxindex.ts`

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

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

Aliases

Lowest/Highest Index