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[Programming Help] - Spreadsheet: How to look back a certain number of bars

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[2020-01-01 12:20:25] #1 [Go To First Post]
tommartin321 - Posts: 74
Hello, I'm working on a Spreadsheet autotrading system and need to be able to "look back" five bars. For example, on an uptrend, I want the high of the current bar to be the highest high in the past five bars. So, the current Up bar would get a certain negative Dela number, indicating a possible reversal, but I want the high of the current bar to be the high the last five bars. I'm clear on the formula for the delta and current bar high. I just don't know how to then look back on the last five bars. Thank you, Tom

[2020-01-01 13:40:47] #2 [Go To First Post]
Sawtooth - Posts: 3992
Try this: =C3>MAX(C4:C7) This compares the current High to the max of 4 previous Highs. This also works: =C3>MAX(C4:OFFSET(C3,4,0)) You can reference cell H2 as a user parameter, instead of modifying the formula: =C3>MAX(C4:OFFSET(C3,$H$2,0)) where H2 = 4 Date Time Of Last Edit: 2020-01-07 00:57:59

[2020-01-02 02:07:09] #3 [Go To First Post]
tommartin321 - Posts: 74
Thanks tomglib. The shorts seems to be working fine using the following: =C3>MAX(C4:C7) However, I can't seem to understand why the longs are generating signals when the criteria is not being met (see attached file). Longs should just be the opposite. The low of current bar should be < the low of the previous 5 bars. But you can tell from the attached picture, it's generating long signals when the previous bar has a lower low. =D3<MAX(D4:D7) Thanks, Tom


Attachment Deleted. Longs not working.png / V - Attached On 2020-01-02 01:58:37 UTC - Size: 68.1 KB - 250 views

[2020-01-02 02:42:11] #4 [Go To First Post]
Sawtooth - Posts: 3992
Try this: =D3<MIN(D4:D7)

[2020-01-02 08:14:52] #5 [Go To First Post]
tommartin321 - Posts: 74
Thank you tomgilb Using MIN did the trick for the buy side.

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