Code covered by the BSD License
-
Algorithmic Trading with MATL...
-
Algorithmic Trading with MATL...
-
Algorithmic Trading with MATL...
-
Algorithmic Trading with MATL...
-
Algorithmic Trading with MATL...
-
README.m
-
crossover(parents,options,Gen...
CROSSOVER generates kids from parents
-
fitness(pop,indicator,price,s...
See also tradeSignal, initializePopulation
-
importfile(fileToRead1)
IMPORTFILE(FILETOREAD1)
-
initializePopulation(I,popSiz...
INITIALIZEPOPULATION generates an initial population of 1's and 0's
-
isoplot(xx,yy,zz,u,redvals,ye...
-
leadlag(P,N,M,scaling,cost)
LEADLAG returns a trading signal for a simple lead/lag ema indicator
-
leadlagFun(x,data,scaling,cos...
define leadlag to accept vectorized inputs and return only sharpe ratio
-
locateConnectors(rule);
LOCATECONNECTORS finds locations of connectors in RULE
-
marsi(price,N,M,Mrsi,thresh,s...
MA+RSI in function call
-
marsiFun(x,data,scaling,cost)
define ma+rsi to accept vectorized inputs and return only sharpe ratio
-
marsiwprFun(X,price,annualSca...
-
movavg(P,M,N,type) %#eml
moving average, exponentially weighted.
-
mutation(parents,options,Geno...
MUTATION mutate childrend accordinlgy
-
parameterSweep(fun,range)
PARAMETERSWEEP performs a parameters sweep for a given function
-
plotRules(options, state, fla...
-
rsi(price,M,thresh,scaling,co...
RSI
-
rsifun(x,data,scaling,cost)
define rsi to accept vectorized inputs and return only sharpe ratio
-
tradeSignal(pop,ind)
TRADSIGNAL generates the trading signal from population
-
validRule(rule)
VALIDRULE determines if the rule is valid
-
wpr(price,N,scaling,cost)
-
wprFun(x,data,scaling,cost)
WPR wrapper
-
publishall.m
-
View all files
from
Algorithmic Trading with MATLAB - 2010
by Stuart Kozola
Files from the November 18, 2010 webinar.
|
| publishall.m |
f2pub = dir('Algo*.m');
f2pub = {f2pub.name,'readme.m'};
for i = 1:length(f2pub)
clearvars -except i f2pub
close all; clc
file = publish(f2pub{i});
web(file)
end
publish(f2pub{end},'pdf')
|
|
Contact us