Algorithmic Trading with MATLAB - 2009 update: marisa3DFig.m - File Exchange

Code covered by the BSD License

Highlights from
Algorithmic Trading with MATLAB - 2009 update

callnnpiter routine to call nnpiter
ema(x,N)
emstd(X,N) exponential moving standard deviation
isoplot(xx,yy,zz,u) red
isoplot(xx,yy,zz,u) min and max and range
lorenzeq(t,y) LORENZEQ Equation of the Lorenz chaotic attractor.
marisa(x,N,M)
nnpiter(x,window,d, n, thresh... fill out the matrix until we have a full data set
plotNNPresults
r=rsi2(x,N) up and down moves
strategyAnalysis(t,p,pos,th,p... plot the buy and sell signals on the data
trstoploss(t,p,pos,th,ph,thre... trailing stop loss function.
callnnpiterScan.m
indicatorPlot.m
marisa3DFig.m
marisaMotivation.m
marisaScript.m
takens.m
BB2
DMM
MA_Model
matrixFtse
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from Algorithmic Trading with MATLAB - 2009 update by Michael Weidman
M-file scripts and Simulink models from webinar on 28 May 2009

marisa3DFig.m

% script to reproduce the 3D marisa figure
figure
isoplot(SS,NN,MM,SH);
set(gca,'view',[156,17],'dataaspectratio',[3.3333,2.3333,4])
set(gcf,'pos',[169, 215, 757, 423])
box, grid on
% labels
title('Sharpes Ratio hypersurface for intraday MA/RSI','fontweight','bold');

xl = get(gca,'xlabel');
set(xl,'pos',[1720.6,2603,1210],...
    'string','Frequency (minutes)',...
    'fontweight','bold');

yl = get(gca,'ylabel');
set(yl,'pos',[1997.7,2535.9,1297.7],...
    'string','Mov av. window',....
    'fontweight','bold');

zl= get(gca,'zlabel');
set(zl,'pos',[2099.7,2433.3,1474.1],...
    'string','RSI window',...
    'fontweight','bold')

Highlights from Algorithmic Trading with MATLAB - 2009 update

Highlights from
Algorithmic Trading with MATLAB - 2009 update