- OpenBacktesting
- Indicator catalog
- Confirmed pivot high (ta.pivothigh)
Confirmed pivot high (ta.pivothigh)¶
Output the high, original position, and confirmation position after the right window completes; do not backfill the original high.
Indicator catalog · How to use indicators
Run this example¶
This complete script uses bundled data. It observes the selected output without placing trades.
import numpy as np
from openbacktesting import Backtest, Strategy
from openbacktesting.test import GOOG
data = GOOG.copy()
class Example(Strategy):
def init(self):
self.value = self.ta.pivothigh()
self.latest_value = None
def next(self):
channel = self.value.value
if channel.valid[-1]:
self.latest_value = float(channel[-1])
result = Backtest(data, Example).run()
print(result["_strategy"].latest_value)
Call and parameters¶
self.ta.pivothigh(source=None, *, left=2, right=2, inputs=None, backend=None, required_outputs=None)
Register in init(). Read the returned channel in next() after checking valid[-1].
| Parameter | Meaning | Type | Default | Allowed values |
|---|---|---|---|---|
left |
Earlier bars on the left of a pivot candidate. | int |
2 |
Minimum: 1; Maximum: 100000 |
right |
Later bars required to confirm a pivot candidate. | int |
2 |
Minimum: 1; Maximum: 100000 |
source/named source arguments accept a column name or same-run single-channel handle. Alternatively, inputs maps each input below to a column or handle. backend selects a supported implementation; required_outputs selects channels for readiness diagnostics. See shared arguments and handles.
Inputs and outputs¶
Required inputs: high.
| Channel | Meaning |
|---|---|
value |
Confirmed pivot price |
pivot_bar |
Zero-based position of the earlier extreme |
confirmed_at |
Zero-based confirmation bar |
Reading values safely¶
Insufficient history or missing inputs can make a channel invalid. Check that channel's valid mask; ready is diagnostic and never suppresses next(). Multi-output results may have different valid channels on the same bar.
The pivot is published on its confirmation bar after right later bars, not backdated to the extreme. Ties choose the rightmost extreme.