Download All

No BSD License  

Highlights from
Empirical Technical Trading Systems

3.0

3.0 | 1 rating Rate this file 13 Downloads (last 30 days) File Size: 3.97 KB File ID: #12925

Empirical Technical Trading Systems

by Champ Mendis

 

08 Nov 2006 (Updated 08 Nov 2006)

Technical Trading System

| Watch this File

File Information
Description

'A technical trading system comprises a set of trading rules that can be used to generate trading signals. In general, a simple trading system has one or two parameters that determine the timing of trading signals. Each rule contained in a trading system is the results of parameterizations.'

(Source: The Profitability of Technical Analysis: A Review by Cheol-Ho Park and Scott H. Irwin)
MATLAB release MATLAB 7 (R14)
Other requirements Tested on Windows XP SP2 Media Centre Edition, should work on other OS as well.
Tags for This File  
Everyone's Tags
Tags I've Applied
Add New Tags Please login to tag files.
Comments and Ratings (2)
10 Apr 2008 Chicago Raphael

This is a zip containing five common indicator implementations. Nothing extraordinary, also keep in mind that the RSI implementation contained in this zip is wrong.
20 Feb 2012 Champake

RSI implementation is based on cited paper.

Please login to add a comment or rating.
Tag Activity for this File
Tag Applied By Date/Time
finance Champ Mendis 22 Oct 2008 08:48:21
modeling Champ Mendis 22 Oct 2008 08:48:21
analysis Champ Mendis 22 Oct 2008 08:48:21
dmac Champ Mendis 22 Oct 2008 08:48:21
alexander Champ Mendis 22 Oct 2008 08:48:21
opc Champ Mendis 22 Oct 2008 08:48:21
rsi Champ Mendis 22 Oct 2008 08:48:21
alexander Hyungjin LIM 30 Apr 2012 16:37:43
analysis Hyungjin LIM 30 Apr 2012 16:37:54

Contact us at files@mathworks.com