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Calculating average period of falling or rising prices

  1. #1
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    Question Calculating average period of falling or rising prices

    Hello everyone,

    I am working with modelling different financial datasets, and want to calculate the average period the asset is falling or riseing.

    If I have prices falling for 5 straight days, then increasing 2, therafter falling 3, increasing 7 ..... and so on. Like the period marked in red/green.

    I work with bigf datasets for long periods so very happy if someone have a way to effectivly do this kind of work. So I do not need to count every up/down period manually.

    See attatched image. Screenshot 2020-10-28 134802.png

  2. #2
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    Re: Calculating average period of falling or rising prices

    Hi Kilebu,
    Here is my solution. The formulas in column H represent whether a trend is falling or rising. The formulas in G count the trend compared to the rows below it.
    Attached Files Attached Files

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