Hi al!!!

I would like to implement De Mark's Sequential Trading system. For a buy signals it consists of:

1. Nine consecutive daily price closes which are lower than the close four days earlier and The day prior to the first day of a nine consecutive set up sequence must have a close higher than or equal to the close four days earlier

2. After theese 9 consecutive signals, we must wait for 13 closes which are lower than the close two days earlier (not consecutive, in fact extremely unlikely to be so).

Now, number 1 is easily achieved but how can number 3 be programmed? The program should search in the osservations after number 1 signals and try to find 13 closes lower than the close 2 days earilier...  how can be made this?

thanks all!!!!!!!!