%Author: Moeti Ncube %This is code that can be used to backtest a trading strategy. The example strategy used was partially used in the development of a medium-frequency algorithmic trading strategy; this is a some of the backtesting coding we use to analyze tick data.
This code can be used to backtest a trading strategy for a time series that has the price vector in the first column and trading indicator in second column....
JMatIO is a JAVA library to read/write/manipulate with Matlab's binary MAT-files.
Currently supported data types are: + Double array + UInt8, Int8 array + UInt64, Int64 array + Char array + Structure + Cell...
This model shows how you can model simple Buffer and UnBuffer using just Simulink blocks. A simple utility I''ve created to aid in building Simulink models. You can test the correctness of the models in comparison to an ideal
The m-file imsl2c.m (IMSL to 'C') automates the process of writing the source code for C MEX files which, in turn, call routines in the IMSL numeric libraries. These libraries are included in the professional version of DEC's Digital Visual...
DRAG: Move around on a 2-D or 3-D plot.
When plot dragging is on, you can click and drag the axes around while maintaining the current level of zoom. In a figure with multiple subplots, pressing and holding the left mouse button drags...
Some results on the use of virtual processors technology for parallelize some SPMD computational programs in a cluster environment.
The tested technology is the INTEL Hyper Threading on real processors, and the programs are MATLAB 6.5...
% Concatenates two structures into a new structure. They do not have to have the same fields.
This works for vector structures or structure arrays. Also works for nested structures.
Currently can only concatenate along 1...
Like polyfit.m but includes weighting of each data point.
Summary ---------------- Find a least-squares fit of 1D data y(x) with an nth order polynomial, weighted by w(x).
Usage -----
P =...
Prevent WordPress from displaying single and double quotation marks as their curly alternatives.
Despite the unfortunately misleading name, this plugin is NOT the antithesis of WordPress's wptexturize() function. This ONLY prevents...
C = NSTRUCT2CELL(S) Recursive function that converts a nested struct S with a total of n sub-fields into a nx2 cell array C. The first column of C lists the full names of the sub-fields and the second column contains the respective...
S-Lang is a multi-platform programmer's library designed to allow a developer to create robust multi-platform software.
It provides facilities required by interactive applications such as display/screen management, keymaps, keyboard...
This plugin gives Total Commander access to Matlab(R) files in MAT format It has been tested with MAT files version 4 and 5 (Matlab R12, R13, R14, not tested with R14SP1).
Key Functionality ================= - Browsing of...
This GUIDE program compute the double exponential Alpha and Beta parameters. The fminsearch function make the main calculate process. the program may be comiled by: mcc -m -B sgl FRYO NUEVO RAYO
Betster is an OpenSource Software to create a online bet office based on PHP and MySQL. The system works with variable Quotes and a totalisator.
You bet not for money but with credits. The initial amount of credits which a user gets at...
Changes LEGEND fontsize while maintaining proper alignment between the legend's text strings and line symbols.
Example: Double the fontsize
hLeg = legend(h,'string1','string2',...); resize_legend(hLeg, 2);
See...
C-Mex: anyEq
This is a simple but fast check, if two arrays contain any common element. If no common element is found, the C-Mex is 30% to 50% faster than the equivalent Matlab expression "any(X(:) == y)" and much faster...
#D7CX I pledge that Term Relations will have a full Drupal 7 release on the day that Drupal 7 is released.
This module enhances support for related vocabulary terms as follows:
* Directed relationships - preserve the...
DATAHASH - Checksum for Matlab array, struct, cell or file
Hash = DataHash(Data, Opt) Data: Array of built-in types (U)INT8/16/32/64, SINGLE, DOUBLE (real or complex) CHAR, LOGICAL, CELL, STRUCT (scalar or array, nested),...
If you have a C function with arguments that are float or pointer to float (rather than double or pointer to double) you can call the function from MATLAB and pass arguments to the function as single data types. For example, in this case we have a...
It is program our doctor asked for it; u enter any frequency u want 2 hear a sinusoidal signal with this signal could be a single tone or double tone. |