Stuart, thanks for your contribution. It Looks to me that this is not able for real live trading because the "reg2" value "res" (of the egcitest) is changing its history with every new datapoint. If for example the res value at Bar 8 is -.9 for bar 7 the res value might be +0.8 for bar 7 at bar 20. Do you know a solution for this issue?
Oleg, the code is relativ complex. If you want People to have a look and to understand - it would help to add a small Piece of data (e.g. with 2 or 3 entries). This should help to see how the data to input is structureh and how the whole thing works. Regards Mirko
@Frank
The error is telling you it can not find the SocketInitiator method. This error is likely due to one of these reasons:
1) the required library is not on the javaclasspath
2) a mis-match in required java libraries
When you download and install quickfix/j, run the banzai example outside of MATLAB to make sure your system has all of the required java libraries. If it runs correctly, then the problem is in the importing/classpath.txt reference to the required java libraries, which you can fix by importing the libraries from the same directory as the installation of quikcfix/j.
I have an error when I trying to execute 'Demo7b_QuickFIXExample.m'
Everything works fine up to the line:
initiator = SocketInitiator(application,storeFactory,settings,logFactory,messageFactory);
which gives me the error:
Undefined function 'SocketInitiator' for input arguments of type
'quickfix.examples.banzai.BanzaiApplication'.
Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode
I'm working on Windows 7:
Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode
Comment only
27 May 2013
Technical Indicators
A single function that calculates 27 different technical indicators
The issues have been fixed and the update should appear shortly. I have also added 2 more indicators.
The example should have read:
load disney.mat
vout = indicators([dis_HIGH,dis_LOW,dis_CLOSE],'fsto',14,3);
fpctk = vout(:,1);
fpctd = vout(:,2);
plot(1:length(fpctk),fpctk,'b',1:length(fpctd),fpctd,'g')
title('Fast Stochastics for Disney')
There was also an error in the FSTO and SSTO functions.
Comment only