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Taking the highest and lowest value of an indicator for each time period
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Joined: 6/16/2006(UTC)
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Location: Italy
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Hi everybody.
Let's say I have ten different rate of change (ROC) for each stock index. So each month I have ten different ROCs:
roc1:=roc(Security("Path1"),1,%);
roc2:=roc(Security("Path2"),1,%);
...
roc10:=roc(Security("Path10"),1,%);
Now...
I need to know for each period the highest and lowest value for each group of roc.
So, should for the latest day be roc4 the highest and roc7 the lowest, the formula needed would return these two values. Better, I need the difference between the highest and the lowest value.
I supposed something like hhv(roc1, roc2, ..., roc10)-llv(roc1, roc2, ..., roc10) would be fine, but it looks like it's a wrong syntax.
So I would appreciate so much your hints...
Greetings,
Gae.
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602
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The ugly way would be:
a1:=If(roc1>roc2,roc1,roc2);
a1:=If(roc3>a1,roc3,a1);
a1:=If(roc4>a1,roc4,a1);
a1:=If(roc5>a1,roc5,a1);
a1:=If(roc6>a1,roc6,a1);
a1:=If(roc7>a1,roc7,a1);
a1:=If(roc8>a1,roc8,a1);
a1:=If(roc9>a1,roc9,a1);
a1:=If(roc10>a1,roc10,a1);
a1
Reverse sign for the lowest.
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Rank: Advanced Member
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Location: Perth, Western Australia
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Max(Max(Max(w,x),y),z)
etc
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 6/16/2006(UTC)
Posts: 47
Location: Italy
Thanks: 6 times
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wabbit wrote:Max(Max(Max(w,x),y),z)
etc
wabbit [:D]
Thanks a lot!
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Taking the highest and lowest value of an indicator for each time period
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