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.
talib.percentile_linear_interpolation(series float source, series int length, series float percentile) → series float| Parameter | Type | Required | Description |
|---|---|---|---|
source | series float | yes | The series to take the percentile of. |
length | series int | yes | How many bars the window covers. |
percentile | series float | yes | The percentile wanted. Int or float. |
Returns series float — A series float.
indicator("75th percentile, interpolated")
plot(talib.percentile_linear_interpolation(close, 20, 75))See also talib.alma · talib.atr · talib.barssince
Part of the function index.
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