Nagi Hatoum

Hi I made update for you to speed up. Old codes are too slow for large amount of data ....

%%%%%%%%draw line from Low to High%%%%%%%%%%%%%%%%%
% ------------ following codes too slow ------- %
% lineHandles = zeros(1,l);
% for i=1:l
% lineHandles(i) = line([date(i) date(i)],[L(i) H(i)],'Color',colorLine);
% end
% --------------------------------------------- %

lineDataX = zeros(1,3*l);
lineDataY = zeros(1,3*l);

lineDataX(1:3:end) = date;
lineDataX(2:3:end) = date;
lineDataX(3:3:end) = NaN;

lineDataY(1:3:end) = L;
lineDataY(2:3:end) = H;
lineDataY(3:3:end) = NaN;

lineHandles = plot(lineDataX, lineDataY, 'Color', colorLine);

%%%%%%%%%%draw white (or user defined) body (down day)%%%%%
% ------------ following codes too slow ------- %
% fill1Handles = zeros(1,length(n));
% for i=1:length(n)
% x=[date(n(i))-w date(n(i))-w date(n(i))+w date(n(i))+w date(n(i))-w];
% y=[O(n(i)) C(n(i)) C(n(i)) O(n(i)) O(n(i))];
% fill1Handles(i) = fill(x,y,colorDown);
% end
% --------------------------------------------- %

n=find(d<0);
x=[date(n)-w date(n)-w date(n)+w date(n)+w];
y=[O(n) C(n) C(n) O(n)];
z=ones(size(x));
fill1Handles = patch(x', y', z', 'FaceColor', colorDown);

%%%%%%%%%%draw black (or user defined) body(up day)%%%%%%%
% ------------ following codes too slow ------- %
% n=find(d>=0);
% fill2Handles = zeros(1,length(n));
% for i=1:length(n)
% x=[date(n(i))-w date(n(i))-w date(n(i))+w date(n(i))+w date(n(i))-w];
% y=[O(n(i)) C(n(i)) C(n(i)) O(n(i)) O(n(i))];
% fill2Handles(i) = fill(x,y,colorUp);
% end
% --------------------------------------------- %

n=find(d>=0);
x=[date(n)-w date(n)-w date(n)+w date(n)+w];
y=[O(n) C(n) C(n) O(n)];
z=ones(size(x));
fill2Handles = patch(x', y', z', 'FaceColor', colorUp);

In reply to Dimitri Shvorob:

"The author then looks for switching signs, forgets about them, and (for some reason) sets trade = buy. A total of 3 meaningful lines.."

Not true in my opinion.
Switching signs are stored in a vector named changemarker (not forgotten about).
Similarly, values of 1 (buy), and 0 (sell) are stored in a vector named tradesignal. Nowhere does the author set 'trade = buy'. Use these vectors as you see fit.

The strategy may be simple, but the script is described as merely a benchmark for NN.