No BSD License  

Highlights from
Constant Volume Bars

1.0

1.0 | 1 rating Rate this file 8 Downloads (last 30 days) File Size: 39.8 KB File ID: #23537

Constant Volume Bars

by

 

03 Apr 2009 (Updated )

Constant Volume Bars

| Watch this File

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)

Required Products Financial Toolbox
MATLAB release MATLAB 7.7 (R2008b)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (1)
06 Apr 2009 Darren Rowland

Nakul,
please study some existing file exchange submissions to learn what is the acceptable standard. Your submission is unusable by anyone other than yourself.

Updates
06 Apr 2009

% 4-6-09 Added comments and data file as example. Utilize Import Wizard and name accordingly.

Contact us