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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup
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@@ -13,9 +13,7 @@
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| **PineScript** | [highest.pine](highest.pine) |
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- HIGHEST calculates the maximum value over a rolling lookback window.
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- Parameterized by `period`.
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- Output range: Varies (see docs).
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- Requires `period` bars of warmup before first valid output (IsHot = true).
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- **Similar:** [Lowest](../lowest/Lowest.md), [MaxIndex](../maxindex/Maxindex.md) | **Trading note:** Rolling maximum; identifies resistance levels and breakout points.
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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HIGHEST calculates the maximum value over a rolling lookback window. This O(1) amortized streaming implementation uses a monotonic deque algorithm, enabling real-time updates without re-scanning the entire window. Validated against TA-Lib MAX and Tulip max functions.
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@@ -149,4 +147,4 @@ For batch processing, SIMD can parallelize comparisons within segments. However,
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- Tarjan, Robert E. (1985). "Amortized Computational Complexity." SIAM Journal on Algebraic Discrete Methods.
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- Lemire, Daniel. (2006). "Streaming Maximum-Minimum Filter Using No More than Three Comparisons per Element."
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- TA-Lib: MAX function documentation.
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- TA-Lib: MAX function documentation.
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