Functions
talib.percentile_linear_interpolation()
The requested `percentile` of `source` over `length` bars, interpolating between the two values that straddle the rank. Because it interpolates, the result need not be a value that actually occurred in the window.
Syntax
talib.percentile_linear_interpolation(series float source, series int length, series float percentile) → series float
Arguments
source required series float Series of values to process (source). length required series int Number of bars back (length). percentile required series float Percentage, a number from range 0..100. Return Type
series float Example
//@lipi=2
indicator("talib.percentile_linear_interpolation Example", overlay=true)
p90 = talib.percentile_linear_interpolation(close, 50, 90)
p10 = talib.percentile_linear_interpolation(close, 50, 10)
plot(p90, title="90th Percentile", color=color.green)
plot(p10, title="10th Percentile", color=color.red)