I have classical financial equity data in an array, NB not stored as 'fints'. Columns are as follows;
[inst ID], [date/time], [open], [high], [low], [close], [vol]
What I would like to achive is
[mav, uband, lband] = bolling(asset, sample, alpha, width);
mav = [[inst ID], [date/time], bolling.mav]
uband = [[inst ID], [date/time], bolling.uband]
lband = [[inst ID], [date/time], bolling.lband]
I don't have to have bolling or the altered function return [Inst ID] or [date/time] but what I eventually want to build is a table/DB of;
[inst ID], [date/time], mav1, uband1, lband1, mav2, uband2, lband2, ect...
as the moving averages have to omit the first N sets of data depending on the length, meaning 'mav1' and 'mav2' will be of different length. I would also like to apply this too a few of the other FTS indicators, then across a whole DB of equities. So something I can apply to other functions, standard or home made. I would rather not keep moving the data in and out of 'fints' as I would like to work on it in the form 'table(i:ii, x:y);'
Always appreciate your help.