Time-series location relative to its high and low

These masks uses some formulas to determine how far is the time-series current value from its high and low of the x preceding bars.
The first mask calculates the distance in percentage between the time-series and its high, while the second use the same calculation but for the low.
The last one calculates the position of the time-series within its high and low.
A value of 1 means the time-series is making a new high and 0 means it is making a new low.
For each time-series the current masks generate 56.

The most obvious time-series that can be used in this mask is probably the close price, but any other time-series can of course be used.
Locating a time-series position relative to its highest and lowest value for a specific number of preceding bars could be a solution to generate profitable rules.

Create many rules, backtest and optimize them then use them to generate a trading system.

Technical Analysis

• Market Composite Index based on the Sharpe Ratio
• Enhanced Candlestick Chart with Volume Variation
• The Best trading rules for the ADX technical indicator
• Commodity Selection Index
• System Quality Number (SQN)
• Longterm Investments
• Equity Trading Based on Position of Moving Average
• Sleep Well Bond Rotation Strategy V1.0
• Keltner Channel
• High to low stock pattern for the close price
• More trading objects...

Fundamental Analysis

• Dividend comments
• Consumer Price Index - Historical data
• BAA Corporate Bond Yield Forecast
• S&P 500 - Price to earnings ratio
• Analyst Previous Rating
• Ownership data for US companies
• NYSE - Corporate Actions
• Major News - Stocks trading on US Markets
• Yahoo News
• Bankruptcy Filings - Chapter 7
• More trading objects...