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Data Processing and Filtering

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.

Skills: Data Entry

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About the Employer:
( 0 reviews ) Hyderabad, India

Project ID: #5906904