I have a data set that inlcudes date, open and close.
I'm trying to figure out what percentage of the time something happens. Like, what percentage of the time were the last 3 closes higher and the following open was higher than the last close. So something like what percentage of time is CLOSE3>CLOSE2>CLOSE1(the last 3 closes must be higher than the previous after each day) and OPEN1> than CLOSE3
Example of data:
DATE OPEN CLOSE (My notes)
19820421, 116.350, 117.450 Close 1
19820422, 117.000, 117.900 Close 2
19820423, 118.350, 119.650 Close 3
19820426, 119.300, OPEN1
Any help would be appreciated.
Rok
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