redversa721
157 posts
msg #155333
- Ignore redversa721 |
1/16/2021 3:32:12 PM
I would like to get the date within the last 60 days when the the price was the highest
Here I am trying to find how many days in general in takes to hit the highest value
So assume buy is on day 1 and highest within the next 60 days happens on day 3. I would like to know when this happened.
set{Close_Val,close 60 days ago}
set{Open_Val,open 59 days ago}
set{High_Val,price 60 days high}
set{Buy_Val,min(Close_Val,Open_Val)}
set{Profit,High_Val - Buy_Val}
set{PftP, Profit / Buy_Val}
set{PftP1, PftP * 100}
extension / Evolution of logic , for back testing purposes, suppose I want to exit at 5% and I know my buy Value
So buy Value is $10 on Day 1 and I am looking at a 60 day window. How can I get the first date when the highest of a 60 day window hit 10.5.
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