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Percentile Linear Interpolation (pli)

[[pli]] returns the percentage percentile of its source over the last length values. The block sorts the window from lowest to highest and produces a numeric series at the chosen position in that ordering. A percentile of 0 corresponds to the bottom of the window, 50 to its median, and 100 to its top.

When the requested position falls between two sorted values, the block interpolates linearly instead of selecting either one. The output can therefore be a value that does not appear in the window, but it always lies between the two observations that bracket the percentile.

Block declaration

A strategy can contain multiple [[pli]] blocks. Each block produces one numeric series: the requested percentile of the source over the configured window.

Examples

Minimal setup

This block computes the 50th percentile, the median, of close over 20 candles. Because source is omitted, the block uses the default value "close".

[[pli]]
id         = "pli"
length     = 20
percentage = 50

Specific source

This block computes the same median on the hl2 source (the average of the high and the low) rather than on close.

[[pli]]
id         = "pli"
source     = "hl2"
length     = 20
percentage = 50

Source from another indicator

This block takes the 90th percentile of the series produced by the rsi block over 50 candles, a slow upper reference that recent RSI values rarely exceed.

[[rsi]]
id     = "rsi"
length = 14

[[pli]]
id         = "rsi_p90"
source     = "rsi"
length     = 50
percentage = 90

Finding the optimal length

This block explores a range of values for length to identify the best-performing window, with the percentile held at the median.

[[pli]]
id           = "pli"
length.start = 10
length.stop  = 30
percentage   = 50

Searching the optimal percentile

This block keeps length fixed and explores a range of percentage values during the grid search: one backtest runs for each percentile in the range, and ranking the results shows which level performs best.

[[pli]]
id               = "pli"
length           = 20
percentage.start = 10
percentage.stop  = 90
percentage.step  = 10

Dedicated symbol and timeframe

This block computes the percentile from the daily series of BINANCE:ETHUSDT, independently of the primary symbol and timeframe defined in [backtest]. See Exchanges, Symbols and Timeframes for alignment rules.

[[pli]]
id         = "pli"
length     = 20
percentage = 50
symbol     = "BINANCE:ETHUSDT"
timeframe  = "D"

Parameters

ParameterDescription
id
 String
 Required		Unique name identifying the pli series; the block exposes one numeric series with this identifier.
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: "close"
length
 Integer
 Required		Number of candles in the window over which the percentile is computed; must be ≥ 1.

Usage:
• Fixed: length = value
• Grid search:
– length.start = min_value
– length.stop = max_value
– length.step = value (optional, default 1)
percentage
 Decimal
 Required		Percentile to read from the sorted window, from 0 (lowest value) to 100 (highest value); 50 is the median.

Usage:
• Fixed: percentage = value
• Grid search:
– percentage.start = min_value
– percentage.stop = max_value
– percentage.step = value (optional, default 1)
symbol
 String
 or Array
 Optional		Market symbol(s) providing the source series when source holds standard prices (open, close, high, low, hl2, hlc3, ohlc4, hlcc4, volume).
If source mixes standard prices and indicator ids, symbol applies only to combinations based on standard prices.
If source contains only indicator ids, symbol is ignored.
For symbol format 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

The pli block exposes one numeric series, its calculation length, the requested percentile, and metadata about the input source, symbol, and timeframe. Use these identifiers directly in your expressions.

Assume the block is configured as:

[[pli]]
id         = "pli"
length     = 20
percentage = 50

Then:

VariableDescription
pli or pli[0]
Decimal		Current percentile value.
pli[n]
Decimal		Percentile value from n candles ago.
pli.length
Decimal		Window length in use.
pli.percentage
Decimal		Percentile read from the window, from 0 to 100.
pli.source
String		Input series name (for example close, hl2, or another indicator’s id).
pli.symbol
String		Symbol the input data is read from.
pli.timeframe
String		Timeframe the percentile is computed on.

Notes

  • During the warm-up phase, while the window does not yet hold length candles, the series is NaN.
  • percentage = 0 returns the lowest value in the window, percentage = 100 the highest, and percentage = 50 the median. With length = 1 the series simply repeats the current source value.
  • A candle whose source is NaN stays in the window but is sorted after every numeric value. A high percentage can therefore return NaN while those missing values occupy the top of the order, whereas lower percentiles remain computable.
  • Numeric variables support arithmetic, comparisons, and logical operators.
  • Text variables are strings intended for equality/inequality checks only.
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