Optuma Forums › Optuma Scripting › HIGHESTHIGH function reference a variable for look back period › Reply To: HIGHESTHIGH function reference a variable for look back period
September 29, 2021 at 2:10 pm
#66172
- Topics: 5
- Replies: 616
- Posts: 621
Hi,
The following alternative script should work on a historical basis as well (no need for Training Mode)…
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Signal = LOW() CrossesBelow LOWESTLOW(BACKTYPE=Weeks, BARS=13); HHSinceLL = HIGHESTSINCE(Signal, INCBAR=True); IF(HHSinceLL <= 0, If(High() > Previous(), High(), Previous()), HHSinceLL) |