Nate Jensen

Thanks Lu Li!

I'll try my hand at the mex function, but unfortunately I don't have a whole lot of experience with them so no guarantees.

I do agree with you, this function is slow as an optimizer. I suggest pulling out the individual indicators that you are interested in and turn them into their own functions. Then try to optimize those, that way you aren't bogged down by the 'Switch' statement.

Arty - If you look at line 680,
ema6 = [nan(5*period-1,1); ema(ema5(~isnan(ema5)),period,observ-5*period+1)];
notice that ema6 must have a minimum of '5*period-1' for the size of the input vector. In your case you input a period of 20, therefore, you would need at least 5*20-1 (or 99) for size of your input vector. Either increase the size of your input vector, or decrease the period.
Thanks for the compliment!

Peter - Yeah there are many calculations like that in my code where you could use one method or another to calculate ema or use sma over ema. It is really a matter of opinion. Thank you for the rating!

Ha,

I have just added the KDJ Indicator as requested. It should appear shortly depending on how long Matlab takes to approve my submission.

This indicator was a little confusing. I'm not sure exactly which method is correct so I input 3 different methods. Simply uncomment whichever method you wish to use.

Method # 1:
J = 3*FastK - 2*FastD;

Method # 2:
J = ema(K,period);

Method # 3:
J = 3*SlowK - 2*SlowD;

Hope that helps!

Nate

Thanks Lu Li!

I'll try my hand at the mex function, but unfortunately I don't have a whole lot of experience with them so no guarantees.

I do agree with you, this function is slow as an optimizer. I suggest pulling out the individual indicators that you are interested in and turn them into their own functions. Then try to optimize those, that way you aren't bogged down by the 'Switch' statement.

Any time! Thanks again.