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@milktrader
Created December 27, 2013 21:30
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doji dates not put into a function yet
julia> using Series
julia> op = readseries(Pkg.dir("Series/test/data/spx.csv"), value=2);
julia> hi = readseries(Pkg.dir("Series/test/data/spx.csv"), value=3);
julia> lo = readseries(Pkg.dir("Series/test/data/spx.csv"), value=4);
julia> cl = readseries(Pkg.dir("Series/test/data/spx.csv"), value=5);
julia> cl[abs(value(op) - value(cl)) ./ (value(hi) - value(lo)) .< .01]
13-element Array{SeriesPair{Date{ISOCalendar},Float64},1}:
1970-03-31 89.63
1970-06-02 77.84
1970-06-09 76.25
1970-08-05 77.18
1970-09-02 80.96
1971-02-02 96.43
1971-02-04 96.62
1971-03-25 99.61
1971-05-05 103.78
1971-07-02 99.78
1971-08-10 93.54
1971-08-25 100.41
1971-11-12 92.12
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