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Comparing values of past bars

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    Comparing values of past bars

    I want my strategy to look back 20 bars at a given time to determine if during any one bar, within the last 20 bars, the indicator value was greater than say 5. Is there a way to do this and if so how?

    Casey

    #2
    Use the MAX function. If the MAX is greater than 5, then yes, an indicator was greater than 5 t some point.

    Originally posted by twaydow View Post
    I want my strategy to look back 20 bars at a given time to determine if during any one bar, within the last 20 bars, the indicator value was greater than say 5. Is there a way to do this and if so how?

    Casey

    Comment


      #3
      Thanks twtrader! Exactly what I needed.

      Comment

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