One of my new favorite factors/rules I’m playing with is lowval and highval. They return the lowest (highest) closing price over a given period.
My understanding is that the lookback period is limited to 2500 bars, about 10 years. I would love to extend this to the full dataset since 1999 - is there a way to modify to use say weeks, to get the highest/lowest price in a given week instead?
Thanks Marco, this works. As you mentioned, the limitation is any stocks with less than 80% of the total days will come out as NA.
What I’m specifically trying to do is find extreme multibaggers, i.e. 10x, 50x, 100x etc since 1999. I can break out the end dates to overcome the lowval/FHist limiations, but was hoping to find a way to do it with the same end date.