Constant Volume Bars
by Nakul
03 Apr 2009
(Updated 06 Apr 2009)
Constant Volume Bars
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| File Information |
| Description |
CVBars are volume dependent as opposed to time dependent candlesticks; the close of the candle occurs when some volume criteria is met, not some variable timescale (1m, 5m, etc.)
This is my first attempt to code and would be grateful for feedback, assistance, and importantly check to make sure this is in fact creating bars properly.
At this time, code needs to be edited to enter volume criteria, and the name of the data file. Data should be in format (O,H,L,C,V)
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| Required Products |
Financial Toolbox
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| MATLAB release |
MATLAB 7.7 (R2008b)
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| Updates |
| 06 Apr 2009 |
% 4-6-09 Added comments and data file as example. Utilize Import Wizard and name accordingly. |
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Date/Time |
| finance |
Nakul |
03 Apr 2009 15:47:14 |
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