Code covered by the BSD License

Donny Lee (view profile)

09 Mar 2011 (Updated )

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

IndMA(s)
``` % This function plots the Heads Up Display of a Stochastic Indicator.

function IndMA(s)

s1 = s; s2 = s; s3=s; pnl = 0;
stockname = inputname(1);
% We set the default variables.
x = 9; y = 9;
ent = 20; ext1 = 80; ext2 = 60;

% Need to reverse the matrix.
for (i = 1:length(s1))
temp(length(s1)-i+1,:) = s1(i,:);
end
s1 = temp;

close all;
figure;
sdisplay = subplot(9,10,[1:6 11:16 21:26 31:36 41:46 51:56 61:66 71:76 81:86]);
drawcand(s2);
hold on;
%movavg1(s2,x);
%expavg1(s3,y);

% Export the whole SMA function here.

int = 4;

% Form a new matrix.
for (i = x:length(s1))
tot = 0;
for (j = i-x+1:i)
tot = tot + s1(j,int);
end

MAVG(i) = ( tot / x );

end

xaxis = [x:length(MAVG)];
MAVG(1:x-1) = [];
curplot = plot(xaxis,MAVG,'LineWidth',2,'Color',[0.8 0.1 0.1]);
set(gca,'FontName','Monaco');
set(gcf, 'Name', 'Simple Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;

% Export the whole EMA function here.

int = 4;
% Calculate the SMA for the first point.
tot = 0;
for (i = 1:y)
tot = tot + s1(i);
EAVG(y) = (tot / y );
end

% Calculate the multiplier.
mul = (2 / (y + 1) );

% Form the Exponential moving average matrix.
for (i = y+1:length(s1))
EAVG(i) = ( s1(i,4) - EAVG(i-1) ) * mul + EAVG(i-1);
end

xaxis = [y:length(EAVG)];
EAVGorig = EAVG;
EAVG(1:y - 1) = [];
curplot2 = plot(xaxis,EAVG,'LineWidth',2,'Color',[0.3 0.1 0.8]);
set(gca,'FontName','Monaco');
title('Exponential Moving average with parameter -');
set(gcf, 'Name', 'Exponential Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;

hold off;

title([inputname(1) ' with indicator SMA:' num2str(x) ' and EMA:' num2str(y)],'FontSize',10);

% Need to reverse the matrix.
for (i = 1:length(s))
temp(length(s)-i+1,:) = s(i,:);
end
s = temp;

namebox = uicontrol('style','text','Position',[0.65 0.7 0.2 0.2],'Units','normalized','BackgroundColor',[0.8 0.8 0.8]);
thename = whatisname(inputname(1));
set(namebox,'String',inputname(1));
set(namebox,'Units','characters','FontName','Monaco','FontSize',20);
set(namebox,'ForegroundColor',[0 0.4 0]);

pnltext = uicontrol('style','text','Position',[0.65 0.6 0.2 0.2],'Units','normalized','BackgroundColor',[0.8 0.8 0.8]);
set(pnltext,'String',strcat('Profit(\$)/ stock:'));
set(pnltext,'Units','characters','FontName','Monaco','FontSize',22);

pnlbox = uicontrol('style','text','Position',[0.65 0.6 0.2 0.1],'Units','normalized','BackgroundColor',[0.8 0.8 0.8]);
set(pnlbox,'String',num2str(pnl));
set(pnlbox,'Units','characters','FontName','Monaco','FontSize',26);

% We label our strategy.
%{
parastra = uibuttongroup('Parent',gcf,'Title','Parameters of Strategy',...
'BackgroundColor',[0.85 0.85 0.85],'FontName','Monaco',...
'Position',[.63 .38 .35 .2]);

enter = uicontrol(parastra,'style','text','Position',[0.04 0.7 0.35 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String','Enter market at');

enterval = uicontrol(parastra,'style','text','Position',[0.40 0.7 0.1 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String',[num2str(ent) '%']);

entslide = uicontrol(parastra,'Style', 'slider','Min',1,'Max',100,'Value',ent,'SliderStep',[(1/99) (1/99)],...
'Callback',@entfunc,'FontName','Monaco','Position',[0.55,0.8,0.4,0.1],'Units','normalized');

check = uicontrol(parastra,'style','text','Position',[0.04 0.5 0.35 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String','Check market at');

checkval = uicontrol(parastra,'style','text','Position',[0.40 0.5 0.1 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String',[num2str(ext1) '%']);

chkslide = uicontrol(parastra,'Style', 'slider','Min',1,'Max',100,'Value',ext1,'SliderStep',[(1/99) (1/99)],...
'Callback',@chkfunc,'FontName','Monaco','Position',[0.55,0.6,0.4,0.1],'Units','normalized');

exit = uicontrol(parastra,'style','text','Position',[0.04 0.3 0.35 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String','Exit market at');

exitval = uicontrol(parastra,'style','text','Position',[0.40 0.3 0.1 0.2],'Units','normalized',...
'FontName','Monaco','FontSize',10,'BackgroundColor',[0.85 0.85 0.85],...
'String',[num2str(ext2) '%']);

extslide = uicontrol(parastra,'Style', 'slider','Min',1,'Max',100,'Value',ext2,'SliderStep',[(1/99) (1/99)],...
'Callback',@extfunc,'FontName','Monaco','Position',[0.55,0.4,0.4,0.1],'Units','normalized');
%}
% All our callback functions.
function entfunc(src,evt)
slidvalue = get(entslide,'value');
set(enterval,'String',[num2str(slidvalue) '%']);
ent = slidvalue;

% We now redraw the graphs.
% subplot(9,10,[51:56 61:66 71:76 81:86]);
% cla(sdisplay1);
% stoc(s2,look,x,y,ent,ext1,ext2);
% title(strcat(stockname,' with Stochastic Indicator(',...
%   num2str(look),',',num2str(x),',',num2str(y),')'),'FontSize',10)

% subplot(9,10,[1:6 11:16 21:26 31:36]);
% cla(sdisplay2);
% drawcand(s1);
% title(strcat('Stock Chart:',stockname),'FontSize',10);

end

function chkfunc(src,evt)
slidvalue = get(chkslide,'value');
set(checkval,'String',[num2str(slidvalue) '%']);
ext1 = slidvalue;

% We now redraw the graphs.
% subplot(9,10,[51:56 61:66 71:76 81:86]);
% cla(sdisplay1);
% stoc(s2,look,x,y,ent,ext1,ext2);
% title(strcat(stockname,' with Stochastic Indicator(',...
%     num2str(look),',',num2str(x),',',num2str(y),')'),'FontSize',10)
%
% subplot(9,10,[1:6 11:16 21:26 31:36]);
% cla(sdisplay2);
% drawcand(s1);
% title(strcat('Stock Chart:',stockname),'FontSize',10);

end

function extfunc(src,evt)
slidvalue = get(extslide,'value');
set(exitval,'String',[num2str(slidvalue) '%']);
ext2 = slidvalue;

% We now redraw the graphs.
% subplot(9,10,[51:56 61:66 71:76 81:86]);
% cla(sdisplay1);
% stoc(s2,look,x,y,ent,ext1,ext2);
% title(strcat(stockname,' with Stochastic Indicator(',...
%     num2str(look),',',num2str(x),',',num2str(y),')'),'FontSize',10)

% subplot(9,10,[1:6 11:16 21:26 31:36]);
% cla(sdisplay2);
% drawcand(s1);
% title(strcat('Stock Chart:',stockname),'FontSize',10);

end

% We label the parameters of our indicator and strategy.
para = uibuttongroup('Parent',gcf,'Title','Parameters of Indicator',...
'BackgroundColor',[0.8 0.8 0.8],'FontName','Monaco',...
'Position',[.63 .15 .35 .2]);

%{
lookback = uicontrol(para,'style','text','Position',[0.06 0.7 0.5 0.2],'Units','normalized','BackgroundColor',[0.8 0.8 0.8],...
'String',['Look back period:' num2str(look)],'FontName','Monaco','FontSize',10);

lookslide = uicontrol(para,'Style', 'slider','Min',1,'Max',30,'Value',look,'SliderStep',[(1/29) (1/29)],...
'Callback',@slid,'FontName','Monaco','Position',[0.55,0.8,0.4,0.1],'Units','normalized');

function slid(src,evt)
slidvalue = get(lookslide,'value');
set(lookback,'String',['Look back period:' num2str(slidvalue)]);
look = slidvalue;

% We now redraw the graphs.
subplot(9,10,[51:56 61:66 71:76 81:86]);
cla(sdisplay1);
stoc(s2,look,x,y,ent,ext1,ext2);
title(strcat(stockname,' with Stochastic Indicator(',...
num2str(look),',',num2str(x),',',num2str(y),')'),'FontSize',10)

% subplot(9,10,[1:6 11:16 21:26 31:36]);
% cla(sdisplay2);
% drawcand(s1);
% title(strcat('Stock Chart:',stockname),'FontSize',10);

end
%}

SMAFast = uicontrol(para,'style','text','Position',[0.03 0.5 0.5 0.2],'Units','normalized','BackgroundColor',[0.8 0.8 0.8],...
'String',['Look back for SMA:' num2str(x)],'FontName','Monaco','FontSize',10);

Fastslide = uicontrol(para,'Style', 'slider','Min',1,'Max',50,'Value',x,'SliderStep',[(1/49) (1/49)],...
'Callback',@fastslid,'FontName','Monaco','Position',[0.55,0.6,0.4,0.1],'Units','normalized');

function fastslid(src,evt)

slidvalue = get(Fastslide,'value');
set(SMAFast,'String',['Look back for SMA:' num2str(slidvalue)]);
x = ceil(slidvalue);

% We now redraw the graphs.
% subplot(9,10,[1:6 11:16 21:26 31:36 41:46 51:56 61:66 71:76 81:86]);

hold on;

delete(curplot);
clear MAVG;
int = 4;

% Form a new matrix.
for (i = x:length(s1))
tot = 0;
for (j = i-x+1:i)
tot = tot + s1(j,int);
end

MAVG(i) = ( tot / x );

end

xaxis = [x:length(MAVG)];
MAVG(1:x-1) = [];
curplot = plot(xaxis,MAVG,'LineWidth',2,'Color',[0.8 0.1 0.1]);
set(gca,'FontName','Monaco');
set(gcf, 'Name', 'Simple Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;

hold off;

title([inputname(1) ' with indicator SMA:' num2str(x) ' and EMA:' num2str(y)],'FontSize',10);

% subplot(9,10,[1:6 11:16 21:26 31:36]);
% cla(sdisplay2);
% drawcand(s1);
% title(strcat('Stock Chart:',stockname),'FontSize',10);

end

SMAFull = uicontrol(para,'style','text','Position',[0.03 0.3 0.5 0.2],'Units','normalized','BackgroundColor',[0.8 0.8 0.8],...
'String',['Look back for EMA:' num2str(y)],'FontName','Monaco','FontSize',10);

Fullslide = uicontrol(para,'Style', 'slider','Min',1,'Max',50,'Value',y,'SliderStep',[(1/49) (1/49)],...
'Callback',@fullslid,'FontName','Monaco','Position',[0.55,0.4,0.4,0.1],'Units','normalized');

function fullslid(src,evt)
slidvalue = get(Fullslide,'value');
set(SMAFull,'String',['Look back for EMA:' num2str(slidvalue)]);
y = ceil(slidvalue);

% subplot(9,10,[1:6 11:16 21:26 31:36 41:46 51:56 61:66 71:76 81:86]);

hold on;

delete(curplot2);
clear EAVG;
clear EVGorig;

int = 4;
% Calculate the SMA for the first point.
tot = 0;
for (i = 1:y)
tot = tot + s1(i);
EAVG(y) = (tot / y );
end

% Calculate the multiplier.
mul = (2 / (y + 1) );

% Form the Exponential moving average matrix.
for (i = y+1:length(s1))
EAVG(i) = ( s1(i,4) - EAVG(i-1) ) * mul + EAVG(i-1);
end

xaxis = [y:length(EAVG)];
EAVGorig = EAVG;
EAVG(1:y - 1) = [];
curplot2 = plot(xaxis,EAVG,'LineWidth',2,'Color',[0.3 0.1 0.8]);
set(gca,'FontName','Monaco');
title('Exponential Moving average with parameter -');
set(gcf, 'Name', 'Exponential Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;

hold off;

title([inputname(1) ' with indicator SMA:' num2str(x) ' and EMA:' num2str(y)],'FontSize',10);

end

% We need a close button.
closebutton = uicontrol(gcf,'Style', 'pushbutton','String','Close Now',...
'Callback',@closenow,'FontName','Monaco','Position',[0.85,0.05,0.1,0.08],'Units','normalized');

function closenow(src,evt)
close all;
end
%{
animate = uicontrol(gcf,'Style', 'pushbutton','String','Animate the Lookback',...
'Callback',@ani,'FontName','Monaco','Position',[0.65,0.05,0.17,0.08],'Units','normalized');

function ani(src,evt)
currentlook = get(lookslide,'value');
for (h = 3:25)
subplot(9,10,[51:56 61:66 71:76 81:86]);
cla(sdisplay1);
stoc(s2,h,3,3,ent,ext1,ext2);
pause(0.05)
end

subplot(9,10,[51:56 61:66 71:76 81:86]);
cla(sdisplay1);
stoc(s2,currentlook,3,3,ent,ext1,ext2);

end
%}

% Our private SMA and EMA function.
function expavg1(s,period)

int = 4;

% Need to reverse the matrix.
for (i = 1:length(s))
temp(length(s)-i+1,:) = s(i,:);
end
s = temp;

% Calculate the SMA for the first point.
tot = 0;
for (i = 1:period)
tot = tot + s(i);
EAVG(period) = (tot / period );
end

% Calculate the multiplier.
mul = (2 / (period + 1) );

% Form the Exponential moving average matrix.
for (i = period+1:length(s))
EAVG(i) = ( s(i,4) - EAVG(i-1) ) * mul + EAVG(i-1);
end

xaxis = [period:length(EAVG)];
EAVGorig = EAVG;
EAVG(1:period - 1) = [];
plot(xaxis,EAVG,'LineWidth',2,'Color',[0.3 0.1 0.8]);
set(gca,'FontName','Monaco');
title('Exponential Moving average with parameter -');
set(gcf, 'Name', 'Exponential Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;
end

function movavg1(s,day)

int = 4;
% Need to reverse the matrix.
for (i = 1:length(s))
temp(length(s)-i+1,:) = s(i,:);
end
s = temp;

% Form a new matrix.
for (i = day:length(s))
tot = 0;
for (j = i-day+1:i)
tot = tot + s(j,int);
end

MAVG(i) = ( tot / day );

end

xaxis = [day:length(MAVG)];
MAVG(1:day-1) = [];
curplot = plot(xaxis,MAVG,'LineWidth',2,'Color',[0.8 0.1 0.1]);
set(gca,'FontName','Monaco');
title(['Simple Moving average with parameter' inputname(2) ]);
set(gcf, 'Name', 'Simple Moving average with parameter -');
set(gcf,'Position',[100 500 1100 700]);
grid on;

end

end```