Optimization Problem
 

I am not sure what exactly you want, but if it is the sign of the
change in the indicator, use the SIGN function as in
=SIGN(one-day-value - previous-day-value).

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Regards,

Tushar Mehta
www.tushar-mehta.com
Excel, PowerPoint, and VBA add-ins, tutorials
Custom MS Office productivity solutions

In article ,
says...
Hello,
It's been asked of me to create a process that will take a oscillating indicator and maximize profitability based on price changes. So example data would look like the following:

Date Price Indicator
1/1/04 601.32 4
1/2/04 610.03 -2
1/3/04 550.04 6

So looking at this data, they want me to calc optimized actions based on the change in Indicator (current day "Indicator" - previous day "Indicator"), so for 1/2/04 chg was -6. I figured the easiest way to go is make the actions have a range of (1, 0 and -1) and advance from there. Would anyone know of any methods that could help to accomplish this task? Thanks in advance