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cruxto
 
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Default frequency of events

I have a data set that inlcudes date, open and close.

I'm trying to figure out what percentage of the time something happens.
Like, what percentage of the time were the last 3 closes higher and the
following open was higher than the last close. So something like what
percentage of time is CLOSE3CLOSE2CLOSE1(the last 3 closes must be higher
than the previous after each day) and OPEN1 than CLOSE3
Example of data:

DATE OPEN CLOSE (My notes)
19820421, 116.350, 117.450 Close 1
19820422, 117.000, 117.900 Close 2
19820423, 118.350, 119.650 Close 3
19820426, 119.300, OPEN1

Any help would be appreciated.
Cruxto
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