Abbreviation:
Category: Basic
Input Parameters:
| Name | Default | |
| Time Series | Close | |
| Window Size | Int >= 1 | 5 |
Calculation:
Max(X, n) – Min(X, n)
where
X = Time Series
n = Window Size
Max represents Maximum Value
Min represents Minimum Value
Discussion:
Computes the range of time series values over the last n periods.