Identify Peaks and Troughs in a Price Return

MR_SOG

New Member
Joined
Aug 25, 2017
Messages
1
Hi, first time user, therefore apologies if i am re-posting that which has been posted before.
I have the net cumulative total return daily series for the FTSE 100 and i am trying to write a formula that will calculate the peaks and troughs from start date to latest date.

So my dates are in column A: 03/01/2000, 04/01/2000, 05/01/2000 etc
My returns are in column B
I would like to identify the peaks and troughs in column C.

AB
04/01/200096.19
03/01/200094.31

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Kind regards
 

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