VBA - Sort Using Two Sets Of Criteria And Find Closest 4 Numbers?

May 1, 2013

I have two sets of data:

Data set #1

Indicator PriceIndicator Price Date
2.1 10/27/08
2.11 10/22/08
2.17 11/21/08
2.38 03/20/09
2.38 03/25/09
2.46 03/19/09
2.5 03/09/09
2.5 03/24/09
2.53 12/04/08
2.73 12/09/08
2.82 12/24/08
2.83 12/18/08
2.89 12/12/08
2.9 03/13/09

Data set #2:

Close Price Close Price Date s1s2s3s4r1r2r3r4
2.25 12/11/09
2.30 12/12/09
2.40 12/13/09
2.00 12/14/09
2.12 12/15/09
2.50 12/16/09
2.51 12/17/09
2.53 12/18/09
2.49 12/19/09

What I'm attempting to do is find what are the CLOSEST four indicator prices in data set #1 are above (r1, r2, r3, r4) and below (s1, s2, s3, s4) the closing price in data set #2. Also, I can only use the indicator numbers in data set #1 that are on or before the close price date in data set #2. Because of this, not all of the r's and s's will be filled in.

I would like to use just regular excel formulas, but I have a feeling that VBA may be my only option.

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