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> Problem: for each day in the dataset, look back at
> the N most recent trading days and return the
> K'th largest Open price among those N bars.
The built-in function NthHighest could be modified to do it. As written,
it only goes up to 25 so you would need to increase the size of the
array. It's also terribly inefficient with all those loops but it could
probably be made faster by using circular buffers.
--
Dennis
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