Difference between high low

#1
Hi,

example :

01/25/2016 19.0500 19.4000 18.3500 18.4000
01/27/2016 18.7500 18.7500 18.0000 18.1500
01/28/2016 18.2500 19.0000 18.1500 18.8500
01/29/2016 18.9500 20.5000 18.8500 20.3000
02/01/2016 20.5000 20.7000 18.5000 18.6000

Above are a sample, I need to know the difference between High and Low. I have 100 EOD symbol in Metastock. I want to know the sum of difference between High and low for all the 100 symbols group by symbols for a given start and end date.

What is the best formula. Also dont need it as indicator, i want to run a system test.

hope i made you understand.

thanks
ML
 

mohan.sic

Well-Known Member
#2
Hi,

example :

01/25/2016 19.0500 19.4000 18.3500 18.4000
01/27/2016 18.7500 18.7500 18.0000 18.1500
01/28/2016 18.2500 19.0000 18.1500 18.8500
01/29/2016 18.9500 20.5000 18.8500 20.3000
02/01/2016 20.5000 20.7000 18.5000 18.6000

Above are a sample, I need to know the difference between High and Low. I have 100 EOD symbol in Metastock. I want to know the sum of difference between High and low for all the 100 symbols group by symbols for a given start and end date.

What is the best formula. Also dont need it as indicator, i want to run a system test.

hope i made you understand.

thanks
ML
if those are ohlc numbers

jan 25th diff of high and low will be 19.4 - 18.35 = 1.05

what best formula for simple subtraction ?

kindly elaborate what you are trying..
 
#3
Date Open High Low Close HIGH_LOW
01/25/2016 19.05 19.4 18.35 18.4 1.05
01/27/2016 18.75 18.75 18 18.15 0.75
01/28/2016 18.25 19 18.15 18.85 0.85
01/29/2016 18.95 20.5 18.85 20.3 1.65
02/01/16 20.5 20.7 18.5 18.6 2.2

Total difference 6.5

Yes you are correct, its OHLC, I added a column HIGH_LOW column at the end. Also if you see at bottom, Total Difference = 6.5 which is sum of HIGH_LOW column.

This is just an example, I have 100 symbols in my metastock. I need to get output something like this :

SYMBOL START_DATE END_DATE DIFFERENCE_SUM

hope the above helps. sorry i could not explain well to you to understand.

I have uploaded a image of what i am looking, hope this helps

thanks
ML
 
Last edited:

mohan.sic

Well-Known Member
#4
Date Open High Low Close HIGH_LOW
01/25/2016 19.05 19.4 18.35 18.4 1.05
01/27/2016 18.75 18.75 18 18.15 0.75
01/28/2016 18.25 19 18.15 18.85 0.85
01/29/2016 18.95 20.5 18.85 20.3 1.65
02/01/16 20.5 20.7 18.5 18.6 2.2

Total difference 6.5

Yes you are correct, its OHLC, I added a column HIGH_LOW column at the end. Also if you see at bottom, Total Difference = 6.5 which is sum of HIGH_LOW column.

This is just an example, I have 100 symbols in my metastock. I need to get output something like this :

SYMBOL START_DATE END_DATE DIFFERENCE_SUM

hope the above helps. sorry i could not explain well to you to understand.

I have uploaded a image of what i am looking, hope this helps

thanks
ML
To put it simple lets consider only 1 stock from your example...Suzlon.

1)You have taken 1 month data of a suzlon from Jan 1st to Feb 2nd .
2)calculated difeerence between high and low for each day. So, on 1 month data now you have 30 values
3)Now you added all those values and arrived at a value which is 25

Now you want to calculate the difference of high -low for each day and add it to previous value. So the number keeps increasing each day.
The same way of calculation you want for 100 stocks ???
 
#5
To put it simple lets consider only 1 stock from your example...Suzlon.

1)You have taken 1 month data of a suzlon from Jan 1st to Feb 2nd .
2)calculated difeerence between high and low for each day. So, on 1 month data now you have 30 values
3)Now you added all those values and arrived at a value which is 25

Now you want to calculate the difference of high -low for each day and add it to previous value. So the number keeps increasing each day.
The same way of calculation you want for 100 stocks ???
Yes sir, you are perfect. This is need for EOD and iEOD also. EOD- may be for 10 or 20 or 30 days. iEod is for 50 one minute data, or 100 one minute data etc.

thanks
ML
 

mohan.sic

Well-Known Member
#8
Yes sir, you are perfect. This is need for EOD and iEOD also. EOD- may be for 10 or 20 or 30 days. iEod is for 50 one minute data, or 100 one minute data etc.

thanks
ML

if you have ieod 1 mt data in your TA software... you may do it with a code. can be like plotting the result as a line.