mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
45 lines
1.7 KiB
Plaintext
45 lines
1.7 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Highest Value (HIGHEST)", "HIGHEST", overlay=true)
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//@function Highest value over a specified period using a monotonic deque.
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//@param src {series float} Source series.
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//@param len {int} Lookback length. `len` > 0.
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//@returns {series float} Highest value of `src` for `len` bars back. Returns the highest value seen so far during initial bars.
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highest(series float src, int len) =>
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if len <= 0
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runtime.error("Length must be greater than 0")
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var deque = array.new_int(0)
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var src_buffer = array.new_float(len, na)
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var int current_index = 0
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float current_val = nz(src)
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array.set(src_buffer, current_index, current_val)
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while array.size(deque) > 0 and array.get(deque, 0) <= bar_index - len
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array.shift(deque)
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while array.size(deque) > 0
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int last_index_in_deque = array.get(deque, array.size(deque) - 1)
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int buffer_lookup_index = last_index_in_deque % len
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if array.get(src_buffer, buffer_lookup_index) <= current_val
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array.pop(deque)
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else
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break
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array.push(deque, bar_index)
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int highest_index = array.get(deque, 0)
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int highest_buffer_index = highest_index % len
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float result = array.get(src_buffer, highest_buffer_index)
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current_index := (current_index + 1) % len
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result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1) // Default period 14
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i_source = input.source(close, "Source")
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// Calculation
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highest_value = highest(i_source, i_period)
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// Plot
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plot(highest_value, "Highest", color=color.yellow, linewidth=2) // Changed color
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