---
title: "Price High-Low Recency Ratio"
method: POST
path: "/assets/indicators/price-high-low-recency-ratio"
tags: ["Assets / Indicators"]
---

# Price High-Low Recency Ratio

`POST /assets/indicators/price-high-low-recency-ratio`

## Request

- Base URL: `https://api.portfoliooptimizer.io/v1`
- URL: `https://api.portfoliooptimizer.io/v1/assets/indicators/price-high-low-recency-ratio`
- Auth: API key in header `X-API-Key`

Compute the price high-low recency ratio of an asset.

References
* [Ajay Bhootra, Jungshik Hur, The timing of 52-week high price and momentum, Journal of Banking & Finance, Volume 37, Issue 10, 2013, Pages 3773-3782](https://www.sciencedirect.com/science/article/abs/pii/S0378426613002446)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required: assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetPriceHighLowRecencyRatioSkipPeriod` integer: The number of the most recent periods excluded from the asset recency ratio computation; must be < assetPriceHighLowRecencyRatioFormationPeriod
      - `assetPriceHighLowRecencyRatioFormationPeriod` integer, required: The look back period over which to compute the asset recency ratio
  - object
    - `assets` object[], required
      - `assetPrices` object[], required: assetPrices[t] contains price information for the asset at the date t
        - `date` string, required: The date corresponding to the date t in format YYYY-MM-DD; all dates must be distinct
        - `close` number, required: The close price of the asset at the date t
      - `assetPriceHighLowRecencyRatioSkipPeriod` integer: The number of the most recent periods excluded from the asset recency ratio computation; must be < assetPriceHighLowRecencyRatioFormationPeriod
      - `assetPriceHighLowRecencyRatioFormationPeriod` integer, required: The look back period over which to compute the asset recency ratio

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetPriceHighRecencyRatio` number, required: The asset recency ratio using the highest past asset price over the computation period as a reference point
    - `assetPriceLowRecencyRatio` number, required: The asset recency ratio using the lowest past asset price over the computation period as a reference point

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) - [OpenAPI document](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/revisions/9d075aa717bf?raw)