def get_high_lows_lookback(high, low, lookback_days):
    """
    Get the highs and lows in a lookback window.
    
    Parameters
    ----------
    high : DataFrame
        High price for each ticker and date
    low : DataFrame
        Low price for each ticker and date
    lookback_days : int
        The number of days to look back
    
    Returns
    -------
    lookback_high : DataFrame
        Lookback high price for each ticker and date
    lookback_low : DataFrame
        Lookback low price for each ticker and date
    """

    # getting max price for high prices excluding present day
    lookback_high = high.rolling(window=lookback_days).max().shift()
    
    # getting min price for low prices excluding present day
    lookback_low = low.rolling(window=lookback_days).min().shift()

    return lookback_high, lookback_low