No. of Recommendations: 5
Thank you, Flying Circus for your spreadsheet.
From your example, I tried weekly data on Amazon.
Some interesting results if you change/pick/optimize the
two criteria values:
1- how far to lookback to count new highs/lows
2- how far to sum those counts
If you do your own spreadsheet, I encourage you to
plot the results vs viewing just the final numbers.
# WEEKS # WEEKS
LOOKBACK TO SUM AND
COUNTING DETERMINE
HIGHS/LOWS BUY/SELL
SWITCHING B&H 5/25/98
START
Excel optimizer >16 37 736.52 106.96 0.367
31 31 437.17
27 27 244.88
12 12 85.18
