Minimum and Maximum Index

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

Calculation Principle

Minimum and Maximum Index uses the following formula:

min_idx = argmin(Series[i]) for i = 0 to timeperiod-1
max_idx = argmax(Series[i]) for i = 0 to timeperiod-1

Where:

• Series: Input series
• timeperiod: Calculation period, default 30
• argmin: Returns the index position of the minimum value
• argmax: Returns the index position of the maximum value

Parameter Description

• Input Parameters: One K-line data series
• timeperiod: Calculation period, default 30
• Output:
  • minidx: Index position of the minimum value within the specified period
  • maxidx: Index position of the maximum value 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 index starting position
7. 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 index accuracy
• Pay attention to result synchronization