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I'm trying to find how many days since there was a higher price than
today's. This works:
Condition=H>LastValue(H);
nH=BarsSince(Condition);
(thanks to those who helped me with this, incl Dimitris).
The problem is that LastValue(H) is not suitable for backtesting, as
it will reference forward to the final bar.
How can I get around it? Is there a way I can reference the bar for
which the exploration is being done?
Or can I turn the variable BarIndex() for the present day, from an
array into a number? (Then e.g. I could call that number "today" and
use "Condition=H>H[today];")
( I want this scan to also run quickly for when I do intraday scans,
so if possible I'd rather avoid using Cum or If functions which
require computations for every bar of the stock ).
Thanks,
Chris
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