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
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