Code covered by the BSD License  

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Trading strategy back tester

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Trading strategy back tester

by

Donny Lee (view profile)

 

09 Mar 2011 (Updated )

This program shows the profit and lost of using different trading strategies on Singapore stocks.

TradingStrat.zip
license.txt
TradingStrat/.DS_Store
TradingStrat/cand.m
TradingStrat/cand2.m
TradingStrat/cand2.m~
TradingStrat/CSV/.DS_Store
TradingStrat/CSV/contCSV.m
TradingStrat/CSV/CSVconvert.m
TradingStrat/CSV/CSVconvert.m~
TradingStrat/CSV/DBS.csv
TradingStrat/CSV/example.mat
TradingStrat/CSV/GENS.csv
TradingStrat/CSV/getdatamat.m
TradingStrat/CSV/Heart-Blending.jpg
TradingStrat/CSV/ilovephil.jpg
TradingStrat/CSV/KEH.csv
TradingStrat/CSV/KEP.csv
TradingStrat/CSV/OSIM.csv
TradingStrat/CSV/OtherCSV/default1.csv
TradingStrat/CSV/OtherCSV/default2.csv
TradingStrat/CSV/OtherCSV/TestingSpeed.csv
TradingStrat/CSV/OtherCSV/UOB1.csv
TradingStrat/CSV/OtherCSV/UOB1minA.csv
TradingStrat/CSV/OtherCSV/UOB1test.csv
TradingStrat/CSV/OtherCSV/UOB1test2.csv
TradingStrat/CSV/phillipCSV.prj
TradingStrat/CSV/phillogo.gif
TradingStrat/CSV/RLS.csv
TradingStrat/CSV/runCSV
TradingStrat/CSV/runCSV.m
TradingStrat/CSV/runCSV.prj
TradingStrat/CSV/runCSV_main.c
TradingStrat/CSV/runCSV_mcc_component_data.c
TradingStrat/CSV/run_runCSV.sh
TradingStrat/CSV/run_runprog.sh
TradingStrat/CSV/SIA.csv
TradingStrat/CSV/SPH.csv
TradingStrat/CSV/STE.csv
TradingStrat/CSV/STH.csv
TradingStrat/CSV/UOB.csv
TradingStrat/CSV/UOL.csv
TradingStrat/CSV/WIL.csv
TradingStrat/distance.m
TradingStrat/distance.m~
TradingStrat/draw.m
TradingStrat/draw2.m
TradingStrat/draw2.m~
TradingStrat/draw3.m
TradingStrat/drawcand.m
TradingStrat/drawcand.m~
TradingStrat/drawcand2.m
TradingStrat/drawcandMACD.m
TradingStrat/drawcandstoc.m
TradingStrat/exe.m
TradingStrat/expavg.m
TradingStrat/expavg.m~
TradingStrat/featureshot.jpg
TradingStrat/graphtest.m
TradingStrat/IndBol.m
TradingStrat/IndBol.m~
TradingStrat/IndMA.m
TradingStrat/IndMA.m~
TradingStrat/IndMACD.m
TradingStrat/IndMACD.m~
TradingStrat/IndStoc.m
TradingStrat/IndStoc.m~
TradingStrat/KIMENGexample.fig
TradingStrat/MACD.m
TradingStrat/MACD.m~
TradingStrat/MACDcand.m
TradingStrat/MACDcand.m~
TradingStrat/MACDdisplay.m
TradingStrat/MACDdisplay.m~
TradingStrat/mainGUI.m
TradingStrat/mainGUI.m~
TradingStrat/mainwindow.m
TradingStrat/mainwindow.m~
TradingStrat/mccExcludedFiles.log
TradingStrat/min2time.m
TradingStrat/mindiff.m
TradingStrat/mindiff.m~
TradingStrat/movavg.m
TradingStrat/movavg.m~
TradingStrat/OSIMexample.fig
TradingStrat/perfgraph.jpg
TradingStrat/PhillipCSV.prj
TradingStrat/philliplogo.jpg
TradingStrat/Pictures/philliplogo.jpg
TradingStrat/Pictures/stock-chart-4.jpg
TradingStrat/Pictures/stockbg.jpg
TradingStrat/readdata.m
TradingStrat/readdata.m~
TradingStrat/readdatabackup.m
TradingStrat/readme.txt
TradingStrat/RSI.m
TradingStrat/RSI.m~
TradingStrat/run.m
TradingStrat/run.m~
TradingStrat/runGUI.m
TradingStrat/sevenstocks.mat
TradingStrat/SIAexample.fig
TradingStrat/stddev.m
TradingStrat/stddev.m~
TradingStrat/stoc.m
TradingStrat/stoc.m~
TradingStrat/stoccalc.m
TradingStrat/stoccalcmat.m
TradingStrat/stoccalcmat.m~
TradingStrat/StocChart.m
TradingStrat/StocChart.m~
TradingStrat/stocdemo1.fig
TradingStrat/stocdisplay.m
TradingStrat/stocdisplay.m~
TradingStrat/stocdisplay2.m
TradingStrat/stocdisplay2.m~
TradingStrat/StocGUI.m
TradingStrat/StocGUI.m~
TradingStrat/stocopt.m
TradingStrat/stocopt.m~
TradingStrat/test.xls
TradingStrat/testxx2.m
TradingStrat/textxx1.m
TradingStrat/textxx1.m~
TradingStrat/twelvestocks.mat
TradingStrat/whatisname.m
TradingStrat/writetest.m
TradingStrat/writetest.txt
TradingStrat/writetofile.m
TradingStrat/writetofile.m~
__MACOSX/TradingStrat/._.DS_Store
__MACOSX/TradingStrat/._cand.m
__MACOSX/TradingStrat/._cand2.m
__MACOSX/TradingStrat/._distance.m
__MACOSX/TradingStrat/._draw.m
__MACOSX/TradingStrat/._draw2.m
__MACOSX/TradingStrat/._draw3.m
__MACOSX/TradingStrat/._drawcand.m
__MACOSX/TradingStrat/._drawcand2.m
__MACOSX/TradingStrat/._drawcandMACD.m
__MACOSX/TradingStrat/._drawcandstoc.m
__MACOSX/TradingStrat/._exe.m
__MACOSX/TradingStrat/._expavg.m
__MACOSX/TradingStrat/._featureshot.jpg
__MACOSX/TradingStrat/._graphtest.m
__MACOSX/TradingStrat/._IndBol.m
__MACOSX/TradingStrat/._IndMA.m
__MACOSX/TradingStrat/._IndMACD.m
__MACOSX/TradingStrat/._IndStoc.m
__MACOSX/TradingStrat/._MACD.m
__MACOSX/TradingStrat/._MACDcand.m
__MACOSX/TradingStrat/._MACDdisplay.m
__MACOSX/TradingStrat/._mainGUI.m
__MACOSX/TradingStrat/._mainwindow.m
__MACOSX/TradingStrat/._min2time.m
__MACOSX/TradingStrat/._mindiff.m
__MACOSX/TradingStrat/._movavg.m
__MACOSX/TradingStrat/._philliplogo.jpg
__MACOSX/TradingStrat/._readdata.m
__MACOSX/TradingStrat/._readdatabackup.m
__MACOSX/TradingStrat/._RSI.m
__MACOSX/TradingStrat/._run.m
__MACOSX/TradingStrat/._runGUI.m
__MACOSX/TradingStrat/._sevenstocks.mat
__MACOSX/TradingStrat/._stddev.m
__MACOSX/TradingStrat/._stoc.m
__MACOSX/TradingStrat/._stoccalc.m
__MACOSX/TradingStrat/._stoccalcmat.m
__MACOSX/TradingStrat/._StocChart.m
__MACOSX/TradingStrat/._stocdisplay.m
__MACOSX/TradingStrat/._stocdisplay2.m
__MACOSX/TradingStrat/._StocGUI.m
__MACOSX/TradingStrat/._stocopt.m
__MACOSX/TradingStrat/._testxx2.m
__MACOSX/TradingStrat/._textxx1.m
__MACOSX/TradingStrat/._twelvestocks.mat
__MACOSX/TradingStrat/._whatisname.m
__MACOSX/TradingStrat/._writetest.m
__MACOSX/TradingStrat/._writetofile.m
__MACOSX/TradingStrat/CSV/._.DS_Store
__MACOSX/TradingStrat/CSV/._contCSV.m
__MACOSX/TradingStrat/CSV/._CSVconvert.m
__MACOSX/TradingStrat/CSV/._DBS.csv
__MACOSX/TradingStrat/CSV/._example.mat
__MACOSX/TradingStrat/CSV/._GENS.csv
__MACOSX/TradingStrat/CSV/._getdatamat.m
__MACOSX/TradingStrat/CSV/._ilovephil.jpg
__MACOSX/TradingStrat/CSV/._KEH.csv
__MACOSX/TradingStrat/CSV/._KEP.csv
__MACOSX/TradingStrat/CSV/._OSIM.csv
__MACOSX/TradingStrat/CSV/._RLS.csv
__MACOSX/TradingStrat/CSV/._runCSV.m
__MACOSX/TradingStrat/CSV/._SIA.csv
__MACOSX/TradingStrat/CSV/._SPH.csv
__MACOSX/TradingStrat/CSV/._STE.csv
__MACOSX/TradingStrat/CSV/._STH.csv
__MACOSX/TradingStrat/CSV/._UOB.csv
__MACOSX/TradingStrat/CSV/._UOL.csv
__MACOSX/TradingStrat/CSV/._WIL.csv
__MACOSX/TradingStrat/CSV/OtherCSV/._UOB1.csv
__MACOSX/TradingStrat/CSV/OtherCSV/._UOB1minA.csv
__MACOSX/TradingStrat/Pictures/._philliplogo.jpg
__MACOSX/TradingStrat/Pictures/._stock-chart-4.jpg
__MACOSX/TradingStrat/Pictures/._stockbg.jpg

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