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Constant Volume Bars

by Nakul

 

03 Apr 2009 (Updated 06 Apr 2009)

No BSD License  

Constant Volume Bars

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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)
Zip File Content  
Other Files CVB.m,
ESd.txt
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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.

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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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finance Nakul 03 Apr 2009 15:47:14
 

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