guru_trader
485 posts
msg #59557
- Ignore guru_trader |
2/9/2008 8:29:46 PM
I know how to find the lowest low and highest high over the last x days, but how can I calculate the lowest value and highest value of a custom indicator over the last x days?
For example, if this is my custom indicator ... set{custom_indicator, close - close 5 days ago} ... I want to know the lowest value and highest value of the custom_indicator over the last 100 days.
|
nikoschopen
2,824 posts
msg #59560
- Ignore nikoschopen |
2/9/2008 9:59:46 PM
Guru, try the following filter. I also took the liberty of applying the 3-day moving average of the "custom indicator" to the 3 day moving average of the close, which I found interesting.
|
guru_trader
485 posts
msg #59570
- Ignore guru_trader |
2/10/2008 12:17:16 AM
Oh, that's right, Thanks, Niko ... I haven't used the highest/lowest function in a while.
Wow, you're right, you're on to something interesting ... I'll continue working with the filter you provided.
|