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This is exploration is run against the S&P 500 watch list using a
trailing 1 year date range adjusted for a 20 day lead up period.
I am trying to write an exploration that will check for the following:
Filter= RSILow == LLV(RSI(14),125);
I wan to add columns showing the highest high and lowest low and
the HH LL spread since the filter event at T+5 T+10 T+15 and T+20.
HH5 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,5);
LL5 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,5);
R5 = HH5 - LL5;
HH10 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,10);
LL10 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,10);
R10 = HH10 - LL10;
HH15 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,15);
LL15 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,15);
R15 = HH15 - LL15;
HH20 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,20);
LL20 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,20);
R20 = HH20 - LL20;
For this code to work in an exploration across a date range I need a
counter to track the Nth occurrence of the event per ticker for the
HighestSinceand LowestSince ststments. Is my approach sound or is
their a better way to get the results I want?
I am a novice programmer learning how to write loops. I am
completely stuck and do not know how to writ a counter for the Nth
occurrence of the event.
Any help would be greatly appreciated.
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