Finding Two-Year High and Low Closing Prices with Rolling Extremes

Summary

The document explains how to find the highest and lowest closing prices over roughly two years using rolling time-series maximum and minimum functions. It treats two years as about 400 trading days and applies those functions to the closing-price series, producing a rolling high and low for each point in the data.

This is a concise indicator recipe rather than a trading strategy or empirical study. It gives no performance evidence, entry or exit rules, or discussion of how to use the levels. The 400-day window is an approximation; the appropriate lookback can vary with the market calendar, data frequency, and whether the intended period means calendar years or a fixed number of sessions.

Key ideas

• Rolling maximum and minimum functions can calculate price extremes over a chosen lookback.
• The example approximates two years of trading with about 400 sessions.
• Apply the functions to closing prices to obtain rolling closing-price highs and lows.
• The suggested window is approximate and does not account for different calendars or period definitions.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.