Return values between time range

Question

Hi, I'm struggling to produce an idea of how to return value and then run certain calculations.

In the example below, I have two columns. Time and numbers

• first, I would like to return values between 11:00:00 and 12:00:00, all the way down (the Tiem column represents 5-minute intervals of 24 hours),

To be more specific I would like to return values for each day, between 10:00:00 and 11:00:00

• second, out of the returned values, I would like to return to the next columns only values that are greater than the top cell.

(the table below is an example of a few thousand data points that represent days)

10:50:00	2369.2
10:55:00	2368.3
11:00:00	2370
11:05:00	2369.2
11:10:00	2368.2
11:15:00	2370.9
11:20:00	2370.2
11:25:00	2366.3
11:30:00	2367
11:35:00	2367.8
11:40:00	2371
11:45:00	2368.7
11:50:00	2367.3
11:55:00	2374.2
12:00:00	2373.3
12:05:00	2367.8
12:10:00	2367.8
12:15:00	2364.4
12:20:00	2361.9

Answer 1

One important input is that if we consider Long trade which will occur once the High is taken out trade is valid until the Low is not crossed under. That will be our Stop Loss

Answer 2

Although considering that this is Futures US market data, having that said there are market holidays, which will mean some of the days are shorter which might distort 24-hour cycles.

What I mean is that on the days when the US market is closed, Futures are traded only till the end of the EU session.

Answer 3

Data is directly pulled from my broker which is a Trade Station. It goes through a sort of program, not API.

in example it's an OCHL https://onedrive.live.com/edit.aspx?resid=30A9B672F8581574!22177

Answer 4

OK, well let's start with some good data from you, preferably including highs and lows (OHLC data good but OHL good enough).

I did ask where this data came from because it's probably easier to bring it into Excel in a different way. If it's a text file of some sort, or is from the web, there are often more robust ways to bring it in than cut and pasting, quicker too.

Answer 5

yes High and Low will be the better option. My aim was to have the structure first to be able to test different scenarios.

But if you can create concept for H and L that would be a huge!

For certain I would like to learn how to do it in excel