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Widest range from high to low last 20 days

Dr Manhattan · 2019-12-14T20:09:40+00:00

How can I find the widest range from high to low of any the previous 20 days from now? any ideas? it should involve range and summation , or? anyone know how to write it?

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ProOrder: Automated Strategies & Backtesting
Widest range from high to low last 20 days

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12/14/2019 at 9:09 PM #114897 quote

Dr Manhattan
Participant

Senior

How can I find the widest range from high to low of any the previous 20 days from now? any ideas? it should involve <code>range</code> and <code>summation</code>, or? anyone know how to write it?

12/14/2019 at 9:20 PM #114899 quote
robertogozzi
Moderator

Legend
There you go
```
x = highest[20](range)
```
Dr Manhattan thanked this post
12/14/2019 at 9:23 PM #114900 quote
Vonasi
Moderator

Master
```
bigrange = high = low

for a = 1 to 19
bigrange = max(bigrange,high[a] - low[a])
next
```
Dr Manhattan thanked this post
12/14/2019 at 9:41 PM #114901 quote

Dr Manhattan
Participant

Senior

Aaaah! always so clear when the answer is there!! 🙂 thanks

12/14/2019 at 10:11 PM #114903 quote

GraHal
Participant

Master

Both codes added as Log 189 and 190 here

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Widest range from high to low last 20 days

ProOrder: Automated Strategies & Backtesting

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Dr Manhattan @oakenstream Participant

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This topic contains 4 replies,
has 4 voices, and was last updated by GraHal
6 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/14/2019
Status:	Active
Attachments:	No files

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Widest range from high to low last 20 days

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Widest range from high to low last 20 days ProOrder: Automated Strategies & Backtesting

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Widest range from high to low last 20 days

ProOrder: Automated Strategies & Backtesting