Software or Easy Language That Does This...

[dartmus]

You've got me mixed up with the OP.

I'm not looking for coding assistance.

I found long ago what works for me.

Thnx anyway.

Yes I see that. I need to rest. Sorry.

 

[Murray Ruggiero]

Inputs marked with variables. For any input not specified, output is generated.

A% of prior cases where we have gone B days without a C% retracement, we retrace D% over the next E days.

Not a programmer. Could probably figure this out, but also wondering if someone has done this since this seems like a fairly rudimentary way to dissect market data that i have in prior cases just eyeballed.

I know I am asking without offering, so let me present a piece of advice as a gift: As a person's insistence upon giving advice goes up, their ratio of useful information divided by words spoken goes down as a linear function. At some point, the function crosses the 0 on the y-axis, and at this point, the person's advice becomes with each word more and more deleterious should it be taken.

I am assume that you want conditional probability. If we have gone B days without a C% retracement, what happens over the next E days, So for all cases that match this rule you want an average for E. I have one question ? How far back do we look for the high and low which we are used for our retracement ?. Do you want to use swing high/low and what strength. A simpler method would be retracement level from N day high and low.

Remember you can't do this on backadjusted futures contracts because you can't do ratio analysis on back adjusted contracts.