Minimum and Maximum

Minimum and Maximum is one of the commonly used mathematical operations in quantitative trading, used to simultaneously calculate both the minimum and maximum values of time series data within a specified period.

Calculation Principle

Minimum and Maximum uses the following formula:

min_result = min(Series[i]) for i = 0 to timeperiod-1
max_result = max(Series[i]) for i = 0 to timeperiod-1

Where:

• Series: Input series
• timeperiod: Calculation period, default 30

Parameter Description

• Input Parameters: One K-line data series
• timeperiod: Calculation period, default 30
• Output:
  • min: Minimum value of data within the specified period
  • max: Maximum value of data within the specified period

Usage Recommendations

1. Adjust calculation period according to actual needs
2. Pay attention to data length requirements
3. Consider the impact of outliers
4. Handle missing values appropriately
5. Pay attention to data preprocessing
6. Pay attention to result synchronization

Notes

• Ensure sufficient data length
• Pay attention to outlier handling
• Consider the impact of extreme values
• Pay attention to data preprocessing
• Pay attention to computational efficiency
• Consider real-time requirements
• Pay attention to result accuracy