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Constant Volume Bars

version 1.1 (39.8 KB) by

Constant Volume Bars

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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)

Comments and Ratings (1)

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



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

MATLAB Release
MATLAB 7.7 (R2008b)
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