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
Nate - I wanted to thank you for your sharing of your collection of trading based technical indicators.
I wanted to share similar work with you and your followers in the hopes that some may find it complimentary and useful. As it isn't a file submission direct to Mathworks I really can't create my own thread.
I have created a C++ mex-able wrapper for the open source TA-LIB library of functions.
It is available in the repository of http://www.openAlgo.org
@Stuart,
I solved the issue. It was indeed a path issue. If classes depend on other .jar then those need to be added to the javaclasspath as well.
Following the quickfix installation guide the following 4 jar files need to be in the path:
quickfixj-all.jar(includes core and message JARs)
mina-core-1.1.0.jar
slf4j-api.jar
slf4j-jdk14.jar
Those following this thread my find the website: http://www.openAlgo.org interesting. Some of the work here inspired it along with work from 'Algorithmic Trading With Matlab 2010'
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