Dear all,
I am examining the patterns on short-term highs and lows on financial time series data. May I know I can identify those short-term highs and lows on a data metric with daily_high and daily_low with excel (below table). Thanks!!!
ST_high ST_low
Date Daily_High Daily_Low
2018/11/19 26,397 26,146
2018/11/20 26,132 25,776
2018/11/21 25,998 25,495
2018/11/22 26,139 25,873
2018/11/23 25,983 25,807
2018/11/26 26,414 26,032
2018/11/27 26,418 26,159
2018/11/28 26,705 26,333
2018/11/29 26,923 26,400
2018/11/30 26,683 26,397
2018/12/03 27,259 27,007
2018/12/04 27,260 26,985
2018/12/05 26,915 26,746
2018/12/06 26,239 26,013
2018/12/07 26,281 26,056
2018/12/10 25,845 25,571
2018/12/11 25,862 25,623
2018/12/12 26,239 26,013
2018/12/13 26,582 26,315
2018/12/14 26,219 26,061
2018/12/17 26,186 26,002
2018/12/18 26,153 25,714
2018/12/19 25,926 25,784
2018/12/20 25,860 25,417
2018/12/21 25,806 25,314
2018/12/24 25,609 25,421
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