Percent Rank (PCTRANK)

StratCraft indicator page for rolling percentile rank.

Route: /indicators/pctrank/

What It Does

PCTRANK ranks the current value against the recent lookback window and returns its percentile position.

Formula

PctRank = percentile rank of current price in the last period bars

Parameters

• period - default 50

C++23 API

#include <nonabt/indicators/pctrank.hpp>
auto pctRank = std::make_unique<nonabt::PCTRANK>(data().close(), 50);

Common Usage

• Use it to measure where price sits inside its recent distribution.
• Helpful in mean reversion and extreme-value studies.
• Combine it with a trend filter to avoid fighting strong moves.