percentrank

Percent Rank

`percentrank(source, length)`

Parameters

Name	Type	Description
`source`	field	Data series to calculate rank on
`length`	int	Number of periods for the lookback window

Formula

percentrank = (COUNT(window values < source) / (length - 1)) * 100

Examples

percentrank(close, 100);  # 100-period percent rank
percentrank(volume, 20);  # Volume percentile rank
percentrank(close, 252) > 90;  # Price in top 10% of yearly range
percentrank(rsi(close, 14), 50) < 10;  # RSI in bottom 10% of recent values

Returns

float

Range

length must be 2-400

Notes

NULL while the trailing window holds fewer than length rows (warm-up)

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