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

• Percentage of Stocks that are trading between their 50 and 200-day Moving Averages
• Vertical Horizontal Filter (VHF)
• NSE Nifty - S&P CNX Nifty
• Average Output Per Month
• Chande's Range Action Verification Index - RAVI
• EMA 130 Up Trenders
• Absolute Breadth Index
• Transform Double To Comma Separated Representation
• Deutscher Aktienindex (DAX)
• Record High Percent - 10-day Simple Moving Average of the High-Low Index
• More trading objects...

Fundamental Analysis

• Number of dividend payments per day in the U.S. Stock Market
• Historical Stock Market News
• NSE Corporate Actions
• CNX 100 Weightage
• Analyst comments
• Profitability Ratios
• EPS Estimate Revisions
• Ratio of Stocks Outperforming/Underperforming Their Industry
• Earnings after and before market opens
• Company Revenues - US Stocks
• More trading objects...