This is the first job of a serie.
I need support in filtering data. I have about 70 million values (tick data) from EURUSD cross. Each row has date, time and price value.
- i need a script, program, formula or anything else that allows me to do what is described below. I'm open for your comments and advices. Possibly, if a program, it should be free or easy to use. I have excel, but i fear 70 mio. values are too much.
- i want to filter data similar to how data are filtered for point and figure or renko charts. Only increases or decreases of x pips (price) should be considered, all other data can be deleted.
- starting from the first price value , the next value greater or equal than first value + n.x pips (resp. the next value lower or equal than first value - n.x pips) should be considered. Values in between should be eliminated. --> see sheet2 of excel attached
- i should be able to change the x value
- to each increase of price (of the filtered data), a +1 should be attributed, while to each decrease of data, a -1 should be attributed.
To better understand the concept, see sheet 2 in eattached excel. Also find some example data in sheet 1 for your tests.