Percentile rank

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    Wilko
    Participant
    Senior

    Does anyone have any ideas as to how the percentile rank of e.g. the most recent RSI-value in a specific look-back period could be calculated in an indicator? (Similar to the percentrank function in Excel).

    Thanks in advance for any help!

    #12314 quote
    Nicolas
    Keymaster
    Master

    I already code the ATR percentile rank, you can find it in the Library : http://www.prorealcode.com/prorealtime-indicators/atr-percentile-rank/

    This code could be easily adapted to any other indicator, such as the RSI. Let me know if you are in trouble 🙂

    #12366 quote
    Wilko
    Participant
    Senior

    Nicolas, thanks for your quick response. That is very promising, I will look into it asap.

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Percentile rank


ProBuilder: Indicators & Custom Tools

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Wilko @wilko Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Wilko
9 years, 5 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 08/27/2016
Status: Active
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