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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…
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.
- This reply was modified 4 weeks ago by Matthew.