Optuma Forums › Optuma Scripting › Highest High in formation period › Reply To: Highest High in formation period
April 26, 2022 at 8:00 am
#68037
- Topics: 5
- Replies: 608
- Posts: 613
Hi,
I’m not 100% sure what it is you want to identify? Do you mean you want to find where the highest high from the last 12 months has occurred within 2 months of the current date?
If the above is what you are after this script would work…
1 2 3 4 |
V1 = High() CrossesAbove HIGHESTHIGH(BACKTYPE=Months, BARS=12) ; TIMESINCESIGNAL(V1, UNIT=Months) <= 2 |
If you are after something different please provide some specific examples we can reference.
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This reply was modified 4 weeks ago by
Matthew.