WHALE ENGINE
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WHALE ENGINE

Highest

[[highest]] returns, on each candle, the highest value observed over the last length bars of the selected series. You use it to track a recent upper bound, define a moving resistance, detect a breakout, or compare the current level with its highest recent extreme over a given period.

Unlike an average, Highest does not smooth the market and does not try to summarize price with a central value. It keeps the maximum of the current window, then changes only when a more recent high appears or when the previous maximum leaves the window. The result is a simple, stable reference that describes the upper limit of the recent move rather than an average trend.

The output depends entirely on the input series. Applied to high, the block tracks the highest value among recent candles. Applied to close or to the output of another indicator, it tracks the recent maximum of that series. That makes it useful for building a channel, expressing a breakout condition, or reusing a recent extreme in other strategy blocks.

Block declaration

A strategy can contain multiple [[highest]] blocks. Each block outputs one numeric series: the rolling maximum value.

Examples

Minimal setup

This block uses the implicit "high" source, so it tracks the highest value observed over the last 20 bars.

[[highest]]
id     = "highest"
length = 20

Custom source and finding the optimal length

This block explores a range of values for length on the close series to identify the best-performing length.

[[highest]]
id           = "highest"
source       = "close"
length.start = 10
length.stop  = 30

Parameters

ParameterDescription
id
 String
 Required		Unique identifier for the resulting series.
source
 String
 or Array
 Optional		Input series used for the calculation.
Accepted forms: source = "hl2" or source = ["close", "hl2"].
Each value can be either a standard price source (open, close, high, low, hl2, hlc3, ohlc4, hlcc4, volume) or the id of another indicator.
Default value: "high"
length
 Integer
 Required		Window size; must be ≥ 1.

Usage:
• Fixed: length = value
• Grid search:
 – length.start = min_value
 – length.stop = max_value
 – length.step = value (optional, default 1)
symbol
 String or Array
 Optional		Market symbol(s) used when source only consists of standard prices (open, close, high, low, hl2, hlc3, ohlc4, hlcc4, volume).
If source mixes standard prices and indicator ids, symbol is applied only to combinations based on standard prices.
If source contains only indicator ids, symbol is ignored.
When omitted, the block inherits the [backtest] symbol.
For symbol format, arrays, and alignment rules, see Exchanges, Symbols and Timeframes.
timeframe
 String or Array
 Optional		Timeframe on which this indicator is computed.
If timeframe is omitted, the computation uses the grid’s main timeframe defined in [backtest].
For accepted formats and timeframe alignment rules, see Exchanges, Symbols and Timeframes.

Available variables

Use the identifiers below directly in your expressions. The highest block exposes one numeric series and its parameters (length, source, symbol, timeframe).

Assume the block is configured as:

[[highest]]
id     = "highest"
length = 20

Then:

VariableDescription
highest or highest[0]
Decimal		Current rolling maximum. First valid sample appears after length - 1 candles.
highest[n]
Decimal		Value n candles ago (e.g. highest[1] for the previous bar).
highest.length
Decimal		Effective window size used during the current combination.
highest.source
String		Actual source id (high, close, another indicator).
highest.symbol
String		Display name of the symbol feeding this block.
highest.timeframe
String		Timeframe used for the computation.
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Ichimoku Kijun-sen