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Hi,
I'm trying to find ways to determine precisely higher highs, higher lows, lower lows, lower highs.
I created this algo based on an algo I found on internet. Do you have other suggestions find these numbers? My goal is to find exit/entry points within lower timeframes when tradingin higher timeframes
Thanks
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Dan Whitnable
Maybe a little clarification... are you looking for a python or a C# solution? What resolution are you looking for (bar, sec, minute, daily, etc)? How far back do you want to go (highest high in the past month or past year or past day)? What are you trading (equities, forex, etc). Not that I have an imediate answer but this could help steer the solution.
Erik Bengtson
Dan,
Hi the goal is to identify trends and reversals by correlating with trends of indicators (MA, MACD), and secondly,identify entry /exit points. The language would be python or c#, but I would rather c#. Resolution minute, hour,4h, daily.
I'm looking for detection of ongoing trends, like a rolling a trend indicator. I'm trading Cfds and forex. Any pointers would be appreciated.
Kbsaravana
Erik Bengtson / Dan Whitnable , I'm also looking the same to identify the trend is in stage 2 which is making higher highs,  coudl you able to resolve this?
Derek Melchin
Hi Kbsaravana,
The attached research notebook demonstrates a process for detecting a higher-high or lower-lows situation. To convert this to a custom indicator, refer to this related thread.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nicholas Fitzgerald
I stumbled across this thread and after looking into argrelextrema module and being totally confused, I found this guide very helpful.Â
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Erik Bengtson
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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