max_chg bug #1
Description
The max_adv evaluation can misinterpret a one day drop as the maximum advance if it's greater than the actual max advance - it sees the high / low and makes the incorrect assumption that the price moved from the day low to the day high rather than the other way around! Without intraday data to determine which came first, will need to make an assumption guided by close or/and open prices (for example, if close closer to day high than assume it went up).
The opposite is probably also true, i.e. when evaluating a max decline it can probably assume a one day rise as the max decline if the rise is greater than the actual max dec. Need to investigate.