[TABLE="width: 500"]
<tbody>[TR]
[TD]Date
[/TD]
[TD]High
[/TD]
[TD]Low
[/TD]
[TD]Close
[/TD]
[/TR]
[TR]
[TD]1/1/17
[/TD]
[TD]106
[/TD]
[TD]101
[/TD]
[TD]103
[/TD]
[/TR]
[TR]
[TD]2/1/17
[/TD]
[TD]110
[/TD]
[TD]103
[/TD]
[TD]107
[/TD]
[/TR]
[TR]
[TD]3/1/17
[/TD]
[TD]103
[/TD]
[TD]95
[/TD]
[TD]101
[/TD]
[/TR]
[TR]
[TD]4/1/17
[/TD]
[TD]105
[/TD]
[TD]92
[/TD]
[TD]100
[/TD]
[/TR]
[TR]
[TD]5/1/17
[/TD]
[TD]100
[/TD]
[TD]88
[/TD]
[TD]95
[/TD]
[/TR]
[TR]
[TD]6/1/17
[/TD]
[TD]98
[/TD]
[TD]86
[/TD]
[TD]92
[/TD]
[/TR]
[TR]
[TD]7/1/17
[/TD]
[TD]100
[/TD]
[TD]80
[/TD]
[TD]90
[/TD]
[/TR]
</tbody>[/TABLE]
So I am trying to put a formula/spreadsheet together that does the following. % return from the following trading method - Enter long trade when current day high goes above previous day high. Do not exit trade until current day low goes below previous days low. On the table above we would enter on 5/1/17 at the price of 100 and exit on 1/1/17 at a price of 101. Just cant work out a formula/formula set that will do this for me.
Apologies for my poor knowledge!
<tbody>[TR]
[TD]Date
[/TD]
[TD]High
[/TD]
[TD]Low
[/TD]
[TD]Close
[/TD]
[/TR]
[TR]
[TD]1/1/17
[/TD]
[TD]106
[/TD]
[TD]101
[/TD]
[TD]103
[/TD]
[/TR]
[TR]
[TD]2/1/17
[/TD]
[TD]110
[/TD]
[TD]103
[/TD]
[TD]107
[/TD]
[/TR]
[TR]
[TD]3/1/17
[/TD]
[TD]103
[/TD]
[TD]95
[/TD]
[TD]101
[/TD]
[/TR]
[TR]
[TD]4/1/17
[/TD]
[TD]105
[/TD]
[TD]92
[/TD]
[TD]100
[/TD]
[/TR]
[TR]
[TD]5/1/17
[/TD]
[TD]100
[/TD]
[TD]88
[/TD]
[TD]95
[/TD]
[/TR]
[TR]
[TD]6/1/17
[/TD]
[TD]98
[/TD]
[TD]86
[/TD]
[TD]92
[/TD]
[/TR]
[TR]
[TD]7/1/17
[/TD]
[TD]100
[/TD]
[TD]80
[/TD]
[TD]90
[/TD]
[/TR]
</tbody>[/TABLE]
So I am trying to put a formula/spreadsheet together that does the following. % return from the following trading method - Enter long trade when current day high goes above previous day high. Do not exit trade until current day low goes below previous days low. On the table above we would enter on 5/1/17 at the price of 100 and exit on 1/1/17 at a price of 101. Just cant work out a formula/formula set that will do this for me.
Apologies for my poor knowledge!