Lowest low, highest high – seasonality

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  • #20545 quote
    airair
    Participant
    Average

    Good day all,

    Congratulation for the great website.

    I am been trying  to calculate the lowest low and highest high for a certain market over a month/year period. Can somebody please help?

    Thank you.

    air

    #20555 quote
    airair
    Participant
    Average

    Sorry,

    Just to be more precise.  It should report the date of the lowest/highest point of a certain market during its entire history. During the year, seasonally, when the Dax (or any other market) hits the bottom and when it hits the top?

    Thank you agan.

    #20642 quote
    Fei_Fei_
    Participant
    Junior

    Hi air,

    you just need to use this 2 function Highest , Lowest

    So your code should be something

    ContainerH= Highest[365](High) — where 365 is the days depending on the number of days

    ContainerL=Lowest[365](Low)

    #20815 quote
    airair
    Participant
    Average

    Good day Chowfei,

    Thank you for your kind reply and indicator.

    If I plotted the ind correctly, it results in a higher/ lower band. What I a am really looking for is the seasonal high and low during a calendar year calculated over the whole data base.

    I am enclosing a chart of the DJ as an example,

    Thank you again.

    air.

    DJ-SEASONAL.png DJ-SEASONAL.png
    #20868 quote
    NicolasNicolas
    Keymaster
    Legend

    Here is what I can do for seasonal indicator. Seems quite similar as your example, this one have been calculated from 2000 to 2016, since I don’t know from how many years yours has been computed, I don’t know if the little noticeable differences come from that.

    Is your request has something to deal with the pathfinder trading strategy seasonality factor? I think this indicator could be of interest of members who contribute to these topics.

    seasonality-indicator.png seasonality-indicator.png
    #20895 quote
    MarkMark
    Participant
    Senior

    @Nicolas

    Do you have the pathfinder DAX 4H indicators which i can add to my chart?

    #20902 quote
    airair
    Participant
    Average

    Good day Nicolas,

    Thank you for your kind reply. |Yes, your indicator could be useful. I will copy and past the parameters, if possible.

    Thank you.

    air.

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Lowest low, highest high – seasonality


ProOrder: Automated Strategies & Backtesting

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air @air Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by airair
9 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/10/2017
Status: Active
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