Return values between time range

Anonymous
2024-03-20T20:58:38+00:00

Hi, I'm struggling to produce an idea of how to return value and then run certain calculations.

In the example below, I have two columns. Time and numbers

  • first, I would like to return values between 11:00:00 and 12:00:00, all the way down (the Tiem column represents 5-minute intervals of 24 hours),

To be more specific I would like to return values for each day, between 10:00:00 and 11:00:00

  • second, out of the returned values, I would like to return to the next columns only values that are greater than the top cell.

(the table below is an example of a few thousand data points that represent days)

10:50:00 2369.2
10:55:00 2368.3
11:00:00 2370
11:05:00 2369.2
11:10:00 2368.2
11:15:00 2370.9
11:20:00 2370.2
11:25:00 2366.3
11:30:00 2367
11:35:00 2367.8
11:40:00 2371
11:45:00 2368.7
11:50:00 2367.3
11:55:00 2374.2
12:00:00 2373.3
12:05:00 2367.8
12:10:00 2367.8
12:15:00 2364.4
12:20:00 2361.9
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  1. Anonymous
    2024-03-24T13:29:55+00:00

    Yes I understand. The question is, can you use for example one month of data to build the outcome I’m looking for?

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  3. Anonymous
    2024-03-24T13:48:48+00:00

    The data is displayed as OCHL.

    Could you please use High and Low.

    The time frame is irrelevant. As soon as I have the structure I would like to test different time frames. So for now if you could use 10:00-11:00 to extract the biggest move that would be great.

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  4. Anonymous
    2024-03-24T13:59:55+00:00

    Or at least can you guide me how to do it ?

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  5. Anonymous
    2024-03-24T14:37:54+00:00

    I have been able to correct the date/times on your Book.xls file.

    Going long, if you buy at the open on the first row of an interval (50 minutes say), 87% of the (5 minute) bars have a low below the open (that's normal), so in those cases do you want to be out of the trade on the first bar (row)?

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