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

I have been able to correct the date/times on your Book.xls file.

Going long, if you buy at the open on the first row of an interval (50 minutes say), 87% of the (5 minute) bars have a low below the open (that's normal), so in those cases do you want to be out of the trade on the first bar (row)?

Answer 2

Or at least can you guide me how to do it ?

Answer 3

The data is displayed as OCHL.

Could you please use High and Low.

The time frame is irrelevant. As soon as I have the structure I would like to test different time frames. So for now if you could use 10:00-11:00 to extract the biggest move that would be great.

Answer 4

Yes I understand. The question is, can you use for example one month of data to build the outcome I’m looking for?