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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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