Indexes of lowest and highest values over a specified period

MINMAXINDEX returns the indexes of the lowest and highest values over a specified period.

Method

tm.ta.minmaxindex(source, timeperiod)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
timeperiod	int	Number of periods for the indicator	30

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
minidx	np.ndarray
maxidx	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Indexes of lowest and highest values over a specified period
    minidx, maxidx = tm.ta.minmaxindex(data.close, timeperiod=30)

    # Get the last value and print
    last_value = minidx.iloc[-1]
    tm.log(f"Last value of Indexes of lowest and highest values over a specified period is {last_value}")

    # Plot the values of minidx
    tm.plot(minidx, title="Indexes of lowest and highest values over a specified period", overlay=False)