Financial Time Series Toolbox

hhigh

Highest high

Syntax

• hhv = hhigh(data)
  hhv = hhigh(data, nperiods, dim)
  hhvts = hhigh(tsobj, nperiods)
  hhvts = hhigh(tsobj, nperiods, ParameterName, ParameterValue)
  

Arguments

data	Data series matrix
nperiods	(Optional) Number of periods. Default = 14.
dim	(Optional) Dimension
tsobj	Financial time series object

Description

hhv = hhigh(data) generates a vector of highest high values the past 14 periods from the matrix data.

hhv = hhigh(data, nperiods, dim) generates a vector of highest high values the past nperiods periods. dim indicates the direction in which the highest high is to be searched. If you input [] for nperiods, the default is 14.

hhvts = hhigh(tsobj, nperiods) generates a vector of highest high values from tsobj, a financial time series object. tsobj must include at least the series High. The output hhvts is a financial time series object with the same dates as tsobj and data series named HighestHigh. If nperiods is specified, hhigh generates a financial time series object of highest high values for the past nperiods periods.

hhvts = hhigh(tsobj, nperiods, ParameterName, ParameterValue) specifies the name for the required data series when it is different from the default name. The valid parameter name is:

• HighName: high prices series name

The parameter value is a string that represents the valid parameter name.

Example

Compute the highest high prices for Disney stock and plot the results:

• load disney.mat
  dis_HHigh = hhigh(dis)
  plot(dis_HHigh)
  title('Highest High for Disney')
  
  
  

See Also

llow

getnameidx

highlow