Comment on Trading Systems

Adwait commented on 18 Nov 2016, 11:26 PM

Hi,

I am trying to develop a strategy which does following

Plot 1 –
100 -(number of days since highest high in last 100 days)

Plot 2

100-(number of days since lowest low in last 100 days)

I cant find a function or code which i can use to get ‘number of days since highest high in last 100 days)

Say the lowest point among last 100 days have occured 5 days back, then plot 2 should be calculated as (100-‘3’)

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