percentile_nearest_rank
Syntax Format
percentile_nearest_rank(source, period, percentage)
Overview
The percentile_nearest_rank function calculates percentile using the method of Nearest Rank. This function can be useful to analyze the data range of an asset.
Parameters
| Parameter | Type | Purpose |
|---|---|---|
| source | series | Input series, taken into calculation |
| period | integer | Input period, taken into calculation |
| percentage | numeric | Percentage to select. Must be in the [0,100] range. |
Returns: series.
Example
perc_nearest_rank_value = percentile_nearest_rank(close, 14, 90)