Most PID tuning rules are based on the assumption that the plant can be approaximated by a first-order plus time delay system. This code explains why this assumption is valid and how to
Show how to set up a listener and callback for a change in price. Note that X_Trader is a 32-bit application and will only work with 32-bit Windows installations of MATLAB.
Most PID tuning rules are based on first-order plus time delay assumption of the plant hence cannot ensure the best control performance. Using mordern optimization techniques, it is
This demo expands on the previous demo to incorporate a larger, intraday trading set (loaded from a database). More data implies more calculations, so we use Parallel Computing Toolbox to
Populates a table with market depth information as the prices update. Note that X_Trader is a 32-bit application and will only work with 32-bit Windows installations of MATLAB.
This is a simple demonstration to highlight making use of .NET Assemblies directly in MATLAB.
This demo shows how functionality within Econometric Toolbox can be used to identify and calibrate a simple, intraday pairs trading strategy.
The PID controller is the most widely used controller in various engineering systems. However, appropriately tuning a PID controller is not an easy task althrough it has only three
This demo is uses MATLAB to develop and test a simple trading strategy using an exponential moving average.
The following example illustrate the change in peak time, settling time and percent overshoot as the poles of a 2nd order system move horizontaly, vertically and with fixed angle on the
Previously, we developed a back testing framework to calibrate a simple trading strategy to intraday data. In this demo we'll use extend the approach to three signals: MA, RSI, and Williams
Illustrates the steps involved in integrating MATLAB and QuickFIX/J
This demo is an introduction to using MATLAB to develop a simple trading strategy using an exponential moving average.
Create an order and submit it. Note that X_Trader is a 32-bit application and will only work with 32-bit Windows installations of MATLAB.