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
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.
Hi Sam. Thanks for this great function. I have found a small bug I believe. If I try to find the lowest value of a 1/x function between 1 and 10:
it returns x = 1. When I set the bound to 1.01 and 10:
the lowest value is found at x = 10.
Hi Sam, thank you for the toolbox! I have tried to modify the code in order to get a multiobjective optimizer, by means of a adaptive weighted sum approach for the fitness. How can I write the code, in order to write out the Pareto points? I wrote for each generation k
% if trypareto
But it does not work well as it writes out equal points.Does anyone have any suggestion? thank you all.
No problem. I'm glad my code has worked out for you.
I do. Please see my other submission to the exchange located here: