typprice

typprice has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Syntax

TypicalPrice = typprice(Data)

Description

example

TypicalPrice = typprice(Data) calculates the typical prices from the series of high, low, and closing prices. The typical price is the average of the high, low, and closing prices for each period.

Examples

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Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
TypicalPrice = typprice(TMW);  
plot(TypicalPrice.Time,TypicalPrice.TypicalPrice)
title('Typical Price for TMW')

Input Arguments

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Data for high, low, and closing prices, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-3 matrix of high, low, and closing prices stored in the corresponding columns. Timetables and tables with M rows must contain variables named 'High', 'Low', and 'Close' (case insensitive).

Data Types: double | table | timetable

Output Arguments

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Typical price series, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 291–292.

Introduced before R2006a