Determine HH LH LL HL


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


Update Backtest

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.



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.


Update Backtest


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