V.13:07 (286): SIDEBAR: Filtering in Excel by Scott Barrie
Here are the Excel 4.0 formulas to perform individual market filters. For our example, we'll use the December 1994 Treasury bond futures market (sidebar Figures 1 and 2) with a 1% filter. The spreadsheet will use the following formulas in their respective cell locations: column A: contract symbol; column B: date (be sure to use trading days only); column C: opening price; column D: intraday high; column E: intraday low; column F: close or settlement.
In column headings, I have used the_ to represent spaces between words so my macros can identify the heading. For example, I use "end_date" for "end date." Copy down all formulas that are entered into row 3. The formulas follow the colon after the cell designation.