Code covered by the BSD License
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callnnpiter
routine to call nnpiter
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ema(x,N)
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emstd(X,N)
exponential moving standard deviation
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isoplot(xx,yy,zz,u)
red
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isoplot(xx,yy,zz,u)
min and max and range
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lorenzeq(t,y)
LORENZEQ Equation of the Lorenz chaotic attractor.
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marisa(x,N,M)
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nnpiter(x,window,d, n, thresh...
fill out the matrix until we have a full data set
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plotNNPresults
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r=rsi2(x,N)
up and down moves
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strategyAnalysis(t,p,pos,th,p...
plot the buy and sell signals on the data
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trstoploss(t,p,pos,th,ph,thre...
trailing stop loss function.
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callnnpiterScan.m
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indicatorPlot.m
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marisa3DFig.m
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marisaMotivation.m
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marisaScript.m
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takens.m
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BB2
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DMM
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MA_Model
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matrixFtse
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View all files
from
Algorithmic Trading with MATLAB - 2009 update
by Michael Weidman
M-file scripts and Simulink models from webinar on 28 May 2009
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| takens.m |
%% load some data
load leq
%% plot it
plot(yy);, grid on
title('1-D signal')
%% embed it into a 3-D space with a delay of 10
N=10;
A=[yy(1:end-(N-1)),yy(N/2:end-N/2),yy(N:end)];
%% plot it again
figure
plot3(A(:,1),A(:,2),A(:,3))
grid on, axis tight
title('3-D signal')
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