This is exploration is run against the S&P 500 watch list using a trailing 1 year date range adjusted for a 20 day lead up period.
I am trying to write an exploration that will check for the following: Filter= RSILow == LLV(RSI(14),125); I wan to add columns showing the highest high and lowest low and the HH LL spread since the filter event at T+5 T+10 T+15 and T+20. HH5 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,5); LL5 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,5); R5 = HH5 - LL5; HH10 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,10); LL10 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,10); R10 = HH10 - LL10; HH15 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,15); LL15 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,15); R15 = HH15 - LL15; HH20 = Ref(HighestSince(LLV(RSI(14),125) , H, 1 ) ,20); LL20 = Ref(LowestSince(LLV(RSI(14),125) , L, 1 ) ,20); R20 = HH20 - LL20; For this code to work in an exploration across a date range I need a counter to track the Nth occurrence of the event per ticker for the HighestSinceand LowestSince ststments. Is my approach sound or is their a better way to get the results I want? I am a novice programmer learning how to write loops. I am completely stuck and do not know how to writ a counter for the Nth occurrence of the event. Any help would be greatly appreciated.
