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    How to implement Percentile indicator?

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    • rami
      rami last edited by rami

      pandas implementation

      pctrank = lambda x: pd.Series(x).rank(pct=True).iloc[-1]
      df["n200"]=df["source"].rolling(200).apply(pctrank)
      

      backtrader implementation ?

      class Percentile(bt.Indicator):
          lines = ('percentile',)
          params = (('period', 15),)
      
          def __init__(self):
              self.lines.percentilee = pd.Series(self.data).rank(pct=True).iloc[-1]
      
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      • B
        backtrader administrators last edited by

        It would seem you are looking for the PercentRank indicator.

        Docs - Indicator Reference

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