MIDPOINT: Rolling Midpoint

Category: trend, volatility

Calculates the arithmetic mean of the highest and lowest prices over a specified lookback period. It serves as a rolling center of the price range.

Formula

\text{Midpoint} = \frac{\max(\text{src}, n) + \min(\text{src}, n)}{2}

Inputs

• Period (default: 14)

See signal primitives and every published strategy that uses MIDPOINT: Rolling Midpoint on WOBR StrategyVerse.