Band Trading Strategy
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.
Cite As
tadeveloper (2024). Band Trading Strategy (https://www.mathworks.com/matlabcentral/fileexchange/40152-band-trading-strategy), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox >
- Computational Finance > Datafeed Toolbox > Financial Data > Transaction Cost Analysis >
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Version | Published | Release Notes | |
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1.0.0.0 |