close above the highest high in the last 5 days

close above the highest high in the last 5 days

alec
2014-12-13 08:50:45

Hello,can anyone tell me the formula for the exit rule: exit when close is above the highest high in the last 5 days using the wizard.
Much appreciated.

QuantShare
2014-12-15 02:26:32

Hi,

You should put:

close > ref(hhv(high, 5), 1)

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