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Band Trading Strategy

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Band Trading Strategy

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A band trading strategy implemented in MATLAB.

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Description

This MATLAB function implements a simple band trading strategy. A band consists of two lines that form the upper and lower boundaries of the band. The upper and lower boundaries are used to to enter and exit trades. For example, if prices fall below the lower boundary a buy signal is generated.

Please refer to http://www.tadeveloper.com/docs/80-matlab-algo-trading
for a full description of the strategy.

Acknowledgements

This file inspired Wfa Toolbox.

Required Products MATLAB
MATLAB release MATLAB 8.0 (R2012b)
Other requirements TA Developer Toolbox (http://www.tadeveloper.com)
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Comments and Ratings (1)
05 Mar 2015 Gareth Thomas  

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