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By Shivgan Joshi Qcfinance.in
Technical Analysis using MATLAB using Financial Time Series Focus on Moving average and Bollinger Bands By Shivgan Joshi Qcfinance.in
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Caution MATLAB is case sensitive
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Difference formats to get data in the FTS Object
From CSV From file directly From the .dat file Using ascii2fints carefully by specifying the right parameters
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Input CSV – Method 1 filename = 'csvlist.dat'; M = csvread(filename)
Make sure it is numeric format Then create fts object from matrices ead.html
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Inputting Data .dat are tab delimited data which can be saved using excel txt save myinc = ascii2fts('input.dat'); An alternative is the load command to bring all variables from a file into the current variables ASCII2FTS is an important conversion function ml analysis-examples.html
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Code Part 1 Use GUI to import the FTS
Things work with the close price so all other prices don’t matter macd_input = macd(input);
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Code for Moving average of the data
subplot(2, 1, 1); plot(macd_input); title('MACD of Input Close Stock Prices, 10/01/95-12/31/95'); datetick('x', 'mm/dd/yy'); subplot(2, 1, 2); highlow(part_input); title('IBM Stock Prices, 10/01/95-12/31/95'); datetick('x', 'mm/dd/yy')
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Bollinger Band on the Data
[input_Mid,input_Uppr,input_Lowr]= bollinger(myinc); input_CloseBolling = [input_Mid.CLOSE, input_Uppr.CLOSE,... input_Lowr.CLOSE]; plot(input_CloseBolling) title('Bollinger Bands for inputney Closing Prices')
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Cleaning and Exporting Data
Count rows and columns of matrix [rows columns] = size(input) for a = 1:rows Input(a,2) end if input(2,a)>100 disp('Value within specified range.') csvwrite('csvlist.dat',input)
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Saving output rite.html
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Playing with matrix Logic including count, for and if to extract the data
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[input_Mid,input_Uppr,input_Lowr]= bollinger(candle);
tsmat = fts2mat(tsobj)
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