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mark91345  
#1 Posted : Sunday, November 8, 2015 2:03:03 AM(UTC)
mark91345

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Is there something that can locate the "highest high" and also the "lowest low" within a 4-week period, only when there is at least a 20% difference between them?

 

MS Support  
#2 Posted : Monday, November 9, 2015 3:53:38 PM(UTC)
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Hi, If using Daily data, something like this should work: 100 - ((LLV(L,20) / HHV(H,20)) * 100) >= 20
mark91345  
#3 Posted : Monday, November 9, 2015 9:39:05 PM(UTC)
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Thank you for this formula. I will test it out.

 

I am curious, though. What does the "100 - " do at the beginning of the formula?

 

 

Originally Posted by: MS Support Go to Quoted Post
Hi,


If using Daily data, something like this should work:

100 - ((LLV(L,20) / HHV(H,20)) * 100) >= 20
MS Support  
#4 Posted : Monday, November 9, 2015 10:33:54 PM(UTC)
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The other part of the formula returns the percentage of the low compared to the high (i.e. 80% means the low is 80% of the high. Subtracting this from 100 gives you the percent difference between the two instead, 20%.

You could also simply write the formula as:

LLV(L,20) / HHV(H,20) <= 0.8


Both measure a 20% difference.
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