Comment on Trading Systems
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’)