hhigh

Highest high

Using a fints object for the Data argument of hhigh is not recommended. Use a matrix, timetable, or table instead for financial time series. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

values = hhigh(Data)

values = hhigh(___,Name,Value)

Description

values = hhigh(Data) generates a vector of highest high values from the series of high prices for the past n periods.

values = hhigh(___,Name,Value) adds optional name-value pair arguments.

Examples

Calculate the Highest High for a Data Series for a Stock

Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
values = hhigh(TMW);
plot(values.Time,values.HighestHigh)
title('Highest High for TMW')

Input Arguments

Data — Data for high prices

matrix | table | timetable

Data for high prices, specified as a matrix, table, or timetable. Timetables and tables with M rows must contain a variable named 'High' (case insensitive).

Data Types: double | table | timetable

Name-Value Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: values = hhigh(TMW_HIGH,'NumPeriods',10)

NumPeriods — Moving window for the highest high calculation

14 (default) | positive integer

Moving window for the highest high calculation, specified as the comma-separated pair consisting of 'NumPeriods' and a scalar positive integer.

Data Types: double

Output Arguments

values — Highest high series

matrix | table | timetable

Highest high series, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995.