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Hi,
I am doing a "GAP" research. For example,I would like to find out, for every GapDown, how many days does it take to break up the H of the gap-down bar?
Here is my first attempt. However, this is just to tell me the Close price when the H is violated.
My thought is to use ValueWhen to find out the first future day that the Close price is higher than today's High.
This is NOT a correct code because the ValueWhen function will evaluate each subsequent day's C with its H instead of using today's High. Do you have a way to tell ValueWhen to compare future Close price with today's High price (static value) instead of H (an array)?
GapPctThreshold = 10;//% of gap detection threshold
MyGapDn = O<Ref(C,-1)*(1-GapPctThreshold/100) AND H<Ref(L,-1);
"With MyGapDn, the 1st H violation is"+IIf(MyGapDn, ValueWhen(C>H,C,-1),Null);
Eski
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