Rank: 435446 based on 0 downloads (last 30 days) and 0 file submitted
photo

Mark

E-mail

Personal Profile:
Professional Interests:

 

Watch this Author's files

 

Comments and Ratings by Mark View all
Updated File Comments Rating
16 Jul 2013 Technical Indicators A single function that calculates 27 different technical indicators Author: Nate Jensen

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

08 Jul 2013 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola

Those following this thread my find the website: http://www.openAlgo.org interesting. Some of the work here inspired it.

08 Jul 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola

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'

29 Apr 2013 Automated Trading with MATLAB - 2012 Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. Author: Stuart Kozola

Thank you for this collection. On a cursory read of the code, if I am correct there is an issue with the logic employed in tradeSignal if I have understood it correctly. Specifically, the input 'ind' and logical 'AND'. As I understand it, 'ind' is normalized such that 0 = sell, 0.5 = "skip", 1 = buy. If you logically AND 0 & 1 (sell and buy) the result is a 0 (sell) however this is not the desired result. I'm posting this in the spirit of others trying to review this code and welcome any correction on my understanding.

Contact us