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QuanTAlib/lib/numerics/highest/highest.pine
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Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
2026-02-18 11:55:48 -08:00

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