Statistics for trading

Discussion in 'Trading Software' started by rokafella, Oct 19, 2005.

  1. I want to figure out how to use excel to find the percentage of times msft opens higher/lower after 4 days of subsequent higher/lower closings.

    Any help, clues, hints or ideas would be appreciated.

  2. This is how I did it, copied the data in from yahoo, then added the following columns. Sure, its clunky, but it did the job. See the attatchemnt


    puts a 1 in the colum if todays close was > then yesterdays close


    adds up consecutive 1's


    if we have 4 closes in a row, puts a 1 in the colum


    calculates the difference between the four up closes and tomorrows open


    puts a 1 in the column if tomorrows open is up (the difference is positive)
  3. this shows the addition of all cells where it happens and the average move, and % of up down days

    note: its only run on a total of about 50 days, and I'd have to do the same for down days too
  4. H2O


    My problem is this :

    A - B - C - D - E

    Date - Products.............................................. etc.

    1-1-05 - Settlement price for each product
    2-1-05 - Settlement price for each product
    3-1-05 - etc....

    I add a new date every day, with the settlement prices in the subsequent colums

    Problem: I want the top row to show me the difference between the last two dates (= change in settlement prices)

    It sounds easy, but the problems is that the last row is different (increasing) every day.

    So what I need is a formula that gives me the values of the last 2 filled cells in a certain column so I can calculate the difference.

    Any solutions?
  5. H2O



    I see my post didn't show up the way I wanted...

    What I have is columns with settlement data (horizontally) and I add one row of data every day (last settlement prices)

    I want to create a row (first row) that shows me the change between the last two settlement prices.

    (Remember, a new row is added each day, so I have to find out the values of the last 2 filled cells in a column to calculate my change)

    Any solutions?