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Thread: high and low

  1. #1

    high and low

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    hi hope someone can help.

    i have 5min data for ftse100 london stock exchange

    it is made up in the following column headers

    date/time , open price, close price, high , low

    thus i have rows like this - 11/11/13 8.00, 6685, 6691, 6695, 6682

    for each 5min of the day from 8.00am to 4.25pm -102 rows per day across a number of days

    what want is 2 new columns daily high , daily low which as you can guess is the lowest low from the days range and highest high from days range

    now i want the calculation to star from the 8.05 bar not the 8.00 bar so from 8.05 to 4.25 you may ask why well the reason is that the open 8.00 bar (row )each day is not a true reflection of the price movement in that 5min rather is calculated across the close of the 4.25 bar and the high and low in out of hours trading from 4.35pm to 7.55am the next day what i want is the true hogh and low in the day from 8.00 to 4.30pm , and thought by ignoring the first daily row it will give me a good enough daily high and low

    hope you can help

  2. #2
    Magician Hercules1946's Avatar
    Join Date
    Mar 2013
    York, England
    Excel Version
    Can you post a spreadsheet with (say) a sample one hours readings so that we can get close to the right layout ?
    You might need to make 3 or 4 more posts to be allowed an attachment


  3. #3
    A sample spreadsheet would definitely help us solve this for you

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