I am trying to write a simple strategy or indicator where I want to count the number of times the DAILY high/low closed at certain prices over the last 14(x) number of days e.g.
HIGHs
2601 - 3 times
2600 - 6 times
2595 - 5 times
LOWs
2533 - 4 times
2527 - 5 times
2520 - 5 times
This can on DAILY bars, but technically could be any bar 5 min, 30 min etc too
If someone has come across something like this before or has done it themselves, would appreciate pointing me in the right direction.
Thanks,
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