QuantConnect Lean Algorithmic Trading Engine
The symbol whose max we want
The look back period over which to compute the max value
The resolution
Selects a value from the BaseData to send into the indicator, if null and the symbol is of type TradeBar defaults to the High property, otherwise it defaults to Value property of BaseData (x => x.Value)
MAX Method (QCAlgorithm)
Creates a new Maximum indicator to compute the maximum value
Syntax

Parameters

symbol
The symbol whose max we want
period
The look back period over which to compute the max value
resolution
The resolution
selector
Selects a value from the BaseData to send into the indicator, if null and the symbol is of type TradeBar defaults to the High property, otherwise it defaults to Value property of BaseData (x => x.Value)

Return Value

A Maximum indicator that compute the max value and the periods since the max value
Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also