Trading strategy back tester : readdata(filestring) - File Exchange

Code covered by the BSD License

Highlights from
Trading strategy back tester

CSVconvert(thelist) This script reads the current directory for .csv files.
IndBol(s) We set the default variables.
IndMA(s) We set the default variables.
IndMACD(s) This function plots the Heads Up Display of a Stochastic Indicator.
IndStoc(s) This function plots the Heads Up Display of a Stochastic Indicator.
MACD(s,x,y,w) It plots the moving average of a stock.
MACDcand(val,t,col) This function will draw a candlestick.
MACDdisplay(s,x1,x2,x3) This function plots the Heads Up Display of a Stochastic Indicator.
RSI(stock) This m.file is a function that plots the candlestick diagram and the RSI
StocChart(look,x,y,ent,ext1,e... UOL Box.
StocGUI(x1,x2,x3,x4,x5,x6,x7,... This program opens up the main page of our "Stochastic Indicator"
cand(o,h,l,c,t,col) This function will draw a candlestick.
cand2(ourData,period) This plots the candlestick graph for a certain stock, at the same time
contCSV(filename) Input a CSV file, make it continuous, and then output another CSV file.
distance(A,vi,vj); distance computes the distance between 2 vertices, vi and vj. Input
draw(S) Draw everything with default values.
draw2(S) This draws the main display, showing three indicators - Bellinger,
drawcand(s) This is a function which uses the candlestick function and draw the ohlc
drawcand2(s) This is a function which uses the candlestick function and draw the ohlc
drawcandMACD(s,bsmat,x,y,w) This is a function which uses the candlestick function and draw the ohlc
drawcandstoc(s,bsmat) This is a function which uses the candlestick function and draw the ohlc
expavg(s,period) It plots the exponential moving average of a stock.
mainGUI(one,two,three,four,fi... This MATLAB script creatives the main GUI for selecting our stocks.
mainwindow(onestock,ind1,ind2... This is the main display for the stock we choose.
min2time(time,add) Function to add minutes to a time.
mindiff(time1,time2) A function to calculate the difference in minutes between two 24-hour
movavg(s,day) It plots the moving average of a stock.
readdata(filestring) This function will read a CSV file downloaded from Yahoo! data.
readdata(filestring) This function will read a CSV file downloaded from Yahoo! data.
stddev(s) It plots the standard deviation of a stock.
stoc(s,look,x,y,ent,ext1,ext2) It plots the stochastic indicator of a stock.
stoccalc(s,look,x,y,ent,ext1,... This program takes in the following variables
stoccalcmat(s,look,w1,w2,mine... This function takes a stock and makes a 3D plot of the profit and loss
stocdisplay(s,look,x,y,ent,ex... This function plots the Heads Up Display of a Stochastic Indicator.
stocdisplay2(s) This function plots the Heads Up Display of a Stochastic Indicator.
stocopt(stock) This function will use the stochastic indicator and find the variables
textxx1(justtake) We test. We get an array of strings.
whatisname(na)
writetofile(Data,name,filenam... We take in the matrix called Data and write it to a file called
draw3.m
exe.m
getdatamat.m
graphtest.m
run.m
runCSV.m
runGUI.m
testxx2.m
writetest.m
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from Trading strategy back tester by Donny Lee
This program shows the profit and lost of using different trading strategies on Singapore stocks.

readdata(filestring)

% This function will read a CSV file downloaded from Yahoo! data.
% Then it will make the data continuous by filling in one-minute data at
% the gaps.

function [Data thename] = readdata(filestring)

% Delete all the prior data matrices.
clear thename;
clear Data;
clear DateData;
clear oneline;
nameoffile = filestring;
fileA = fopen( nameoffile ); % This is the name of the file we are opening.
oneline = textscan(fileA,'%s %s %s %s %s %s %s %s %s', 'delimiter',',');

format short;
period = 3; % This is the lookback period for our new matrix.

thename = cell2mat( oneline{1}(1,1) );
thename;
% We store the Date into a separate matrix.
clear tempstring;
clear tempnum;
tempstring = cell2mat( oneline{1}(4,1) ); 
temptime = tempstring(length(tempstring)-4:length(tempstring));
temptime = strrep(temptime,':','');
tempnum = str2num(temptime);
tempdate = tempstring(1: strfind(tempstring,' ')-1      );
tempdate = str2num( strrep(tempdate,'/','') );
Data(1,1) = tempdate;
Data(1,2) = tempnum;
Data(1,3) = str2num (cell2mat(oneline{2}(4,1)) );
Data(1,4) = str2num (cell2mat(oneline{3}(4,1)) );
Data(1,5) = str2num (cell2mat(oneline{4}(4,1)) );
Data(1,6) = str2num (cell2mat(oneline{5}(4,1)) );
Data(1,7) = str2num (cell2mat(oneline{6}(4,1)) );
Data(1,8) = str2num (cell2mat(oneline{7}(4,1)) );


i = 5; j = 2;
while (i < length(oneline{1}) )

   clear tempstring;
   clear tempnum;
   tempstring = cell2mat( oneline{1}(i,1) ); 
   temptime = tempstring(length(tempstring)-4:length(tempstring));
   temptime = strrep(temptime,':','');
   tempnum = str2num(temptime);
   pre = Data(j-1,2);
   pre = pre + 1;
   tempdate = tempstring(1: strfind(tempstring,' ')-1      );
   tempdate = str2num( strrep(tempdate,'/','') );
   
   
   
   % Check if crosses the hour.
   if ( rem(pre,100) == 60 )
       pre = pre - 60;
       pre = pre + 100;
   end
     
   if (tempdate ~= Data(j-1,1)  || (1230 <= pre && pre <= 1359) ) % The condition here must be start of new date.
        Data(j,1) = tempdate;
        Data(j,2) = tempnum;
        Data(j,3) = str2num (cell2mat(oneline{2}(i,1)) );
        Data(j,4) = str2num (cell2mat(oneline{3}(i,1)) );
        Data(j,5) = str2num (cell2mat(oneline{4}(i,1)) );
        Data(j,6) = str2num (cell2mat(oneline{5}(i,1)) );
        Data(j,7) = str2num (cell2mat(oneline{6}(i,1)) );
        Data(j,8) = str2num (cell2mat(oneline{7}(i,1)) );
        i = i + 1;
        i / length(oneline{1}) * 100
        j = j + 1;
   else
        % Condition to check whether we should fill up the discontinuous
        % data.
        if (tempnum ~= pre)
           Data(j,1) = tempdate;
           Data(j,2) = pre;
           Data(j,3:6) = Data(j-1,6);
           Data(j,7:8) = 0;
           j = j + 1;
        else
   
        Data(j,1) = tempdate;
        Data(j,2) = tempnum;
        Data(j,3) = str2num (cell2mat(oneline{2}(i,1)) );
        Data(j,4) = str2num (cell2mat(oneline{3}(i,1)) );
        Data(j,5) = str2num (cell2mat(oneline{4}(i,1)) );
        Data(j,6) = str2num (cell2mat(oneline{5}(i,1)) );
        Data(j,7) = str2num (cell2mat(oneline{6}(i,1)) );
        Data(j,8) = str2num (cell2mat(oneline{7}(i,1)) );
        i = i + 1;
        i / length(oneline{1}) * 100
        j = j + 1;
        end
 
   end
    
end

fclose(fileA);

% This is where we apply the period to get New Data matrix.
clear NewData;
% We calculate the open here.

i = period;
while (i < ceil ( (length(oneline{1})-1)  ))
    
    NewData(i/period,1) = Data(i-period+1,3);
    i = i + period;
    
end

% We calculate the high here.

i = period;
while (i < ceil ( (length(oneline{1})-1)  ))
    
    max = Data(i-period+1,4);
    for (j = i-period+1:i)
        if (Data(j,4) > max)
            max = Data(j,4);
        end
        
    end
    NewData(i/period,2) = max;
    i = i + period;
    
end

% We calculate the low here.

i = period;
while (i < ceil ( (length(oneline{1})-1)  ))
    
    min = Data(i-period+1,5);
    for (j = i-period+1:i)
        if (Data(j,5) < min)
            min = Data(j,4);
        end
        
    end
    NewData(i/period,3) = min;
    i = i + period;
    
end

% We calculate the close here.

i = period;
while (i < ceil ( (length(oneline{1})-1)  ))
    
    NewData(i/period,4) = Data(i-period+1,6);
    i = i + period;
    
end

end

Highlights from Trading strategy back tester

Highlights from
Trading strategy back tester