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Filtering out historical tops and bottoms ? (also forward-looking data)
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 7/4/2006(UTC)
Posts: 57
Location: Zurich, Switzerland
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I have Excel functions to filter out tops and bottoms automatically:
=IF(MAX(D22:D40,D42:D61)-D41>0,0,D41)
=IF(MIN(E22:E40,E42:E61)-E41<0,0,E41)
I would like to code something like this in Metastock, but I would like to possibly adjust the days before and after the day which is being looked at as a parameter, if ever possible.
I know this is using forward-looking information, but is is to be used for validation, and not for trading purposes.
So what I want to do is to see wether each day has been the lowest price for the n days following and the n days preceding.
How could that be coded?
The goal is
to have an indicator displaying a "1" when the current Low is the lowest for n days before AND after the current day, and to display a "1" when the current high is the highest for n days before AND after the current day.
Any hints? Thanks in advance.
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 12/19/2006(UTC)
Posts: 3
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This should be a start in the right direction....
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N:= 5;
H1:= Ref(H,-N) = HHV(H,2*N+1);
H2:= Ref(H1,N) ;
H2;
L1:= Ref(L,-N) = LLV(L,2*N+1);
L2:= Ref(L1,N) ;
L2;
----------------------------------------------------------------
Regards,
Crash
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 7/4/2006(UTC)
Posts: 57
Location: Zurich, Switzerland
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in fact, a very good start!
thank you so much!
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Filtering out historical tops and bottoms ? (also forward-looking data)
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