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Krzysztof Fajst

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21 Feb 2013 MATLAB R-link Functions for calling the statistical package R from within MATLAB. Author: Robert Henson

so does it connect to existing R session or creates a new one ?? I think It creates a new one as it was working without starting R.

Is it possible to connect to existing R seession ??
23 Feb 2012 TA-Lib 0.3.0 as MEX The Technical Analysis library Author: Pranas Baliuka

TA_EMA is faulty - gives output as TA_MA at least for mex w64bit. See below

>> data

data =

1
2
3
4
5
6
7
8


>> ema=TA_EMA(data,4)

ema =

0
0
0
2.5000
3.5000
4.5000
5.5000
6.5000

>> ema1=TA_MA(data,4)

ema1 =

0
0
0
2.5000
3.5000
4.5000
5.5000
6.5000

>> which TA_MA
C:\Users\Krzysztof\Desktop\TradeFX\TradeFX\ta-lib-0.0.3_ml2007a-mex_w64\TA_MA.mexw64

>> which TA_EMA
C:\Users\Krzysztof\Desktop\TradeFX\TradeFX\ta-lib-0.0.3_ml2007a-mex_w64\TA_EMA.mexw64
>>

17 Feb 2012 Technical Indicators A single function that calculates 25 different technical indicators Author: Nate Jensen

Hi,

I made some more investigation and I think tsmovavg based solution has a major drawback i.e. will not work for real time application. Lets assume you have 10k bars and you calculate ema on it. Than a new bar comes and calculate again 10k would be very time costly - much easier to calculate just last bar.

But in this case this code will not work because instead of use x-1 data
for initial value (so last data point of 1st calculation of ema) it will use some average values.

in other words it means that ema calculated on 10k+1 bars in one pass will have different value than ema calculated on last bar and it should not be a case.

Filter solution seems to be ok

Krzysztof

08 Jan 2012 Technical Indicators A single function that calculates 25 different technical indicators Author: Nate Jensen

It looks that there are at least 2 versions of code for EMA around i.e.
EMA calculated with algorithm from this function and EMA calculated with this code

% convert the period to an exponential percentage
ep = 2/(period+1);

% calculate the EMA
out = filter(ep,[1-(1-ep)],data,data(1)*(1-ep));

Unfortunately they give different results. Which one is correct ??

Krzysztof

03 Jul 2011 Technical Analysis Tool GUI for viewing various simple technical analysis indicators of a time series Author: Phil Goddard

dpo oscillator is faulty. See
http://ta.mql4.com/indicators/oscillators/detrended_price

in current version has a future leak

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