Abbreviation: OptimalChange
Category: Neural Outputs
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Lookback Periods | Int >= 0 | 10 |
Calculation:
Computes the change from the value n bars ago to the next peak or valley following the point n bars ago. A peak is the highest value over the last n bars, while a valley is the lowest point over the last n bars.
Where
n = Lookback Periods
Discussion:
Since this indicator computes the change from a past value to a past peak or valley, it is best used as an output for a prediction.