Lag [Lag]

Return to Complete List of Functions

The Lag function returns the value of a data series a given period of time ago. Parameters ------------------ Data            The data to analyze. This is typically a field in a data series or a calculated value. Period          The number of bars of data to include in the calculation, not including the current bar.                     For example, a period of 3 returns the value from three bars ago. Function Value ------------------------ This function returns the value of a data series a given period of time ago. The value at the beginning of a data series is not defined until there are enough values to fill the given period. Close        Lag(Close,2) -------------------------------------    2    3    4                   2    6                   3    6                   4    6                   6 Usage ----------- The Lag function is primarily used to access previous values of a data series or function. The Lag function can also be used to simulate an end point for functions with Period as an input. For example, the highest value from 5 to 14 bars ago could be found using the following formula: Lag ( Highest ( Value, 10 ) , 5 ) This formula would examine the highest value over a period of 10 bars and return the value associated with that from 5 bars ago.