talib.percentile_nearest_rank
Takes the requested percentile of source over length bars at the nearest rank, without interpolating.
The result is therefore one of the values in the window. Where you would rather have a smoother figure, use the linear-interpolation function.
talib.percentile_nearest_rank(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, nearest rank")
plot(talib.percentile_nearest_rank(close, 20, 75))See also talib.alma · talib.atr · talib.barssince
Part of the function index.
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