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Interested in Algo trading

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Question


convert date string
I've got an array of strings that are dates in this format -> '20120518 08:30:00'. I'd like to convert everything into a serial ...

12 years ago | 1 answer | 0

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answer

Question


if statement for range of array values
Is there a better way to write this 'if' statement? for i = 1:size(somevalue) if (x(i) < xmax && x(i-1) < xmax && x(i-...

12 years ago | 3 answers | 1

3

answers

Question


Need help/suggestions finding optimization parameters
I have a large vector of data that I'm performing calculations on. My calculation is dependent on the state of a leading and lag...

12 years ago | 0 answers | 0

0

answers

Question


Array matching
I have 2 arrays that i'd like to compare values and create a child that contains matching values (and I'd like to do this the fa...

12 years ago | 1 answer | 0

1

answer

Question


assign input to variable name
I'm putting together a script that builds a .mat file and I was wondering, how can I create an array based off the name of a str...

12 years ago | 1 answer | 0

1

answer

Question


nested for loop
I was wondering if there was a way to write nested loops so they are more efficient. For example: for a = 1:1:100 ...

12 years ago | 1 answer | 0

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answer

Question


Annualized sharpe ratio
Can anyone answer how to annualize a sharpe ratio if your working with 5 min data and within market hours? does anyone disagr...

12 years ago | 0 answers | 0

0

answers

Question


using fints
I'd like to plot a candle chart for a financial time series that should be dynamic. So... date_time = <256x2 cell> in dates...

12 years ago | 0 answers | 0

0

answers

Question


arrayfun num2cell structure
I'd like to take my structure 'r' and convert each child into cell matrix with the goal of horzcat everything into on cell array...

12 years ago | 1 answer | 0

1

answer

Question


Selecting values in an array
if I have an structure called results with arrays 'position' and 'profit', how can I build an array when, at the same time, posi...

12 years ago | 2 answers | 0

2

answers

Question


removing zeros
short = <226x1 cell> and it contains mostly numbers: [ 0] [ 0] [ 0] [-673.12] [ 0...

12 years ago | 1 answer | 0

1

answer

Question


referencing arrays
I have 2 arrys that are the same size, I'd like to use the values from one array to reference values in the other. Example ...

12 years ago | 2 answers | 0

2

answers

Question


remove row with matching string
I'm trying to eliminate an entire row of data if a string is found in the cell array. Sample array values: myarray = ...

12 years ago | 2 answers | 0

2

answers

Question


vertcat double and cell
I have a structure called results that looks like this: results = time: [256x1 double] action: {...

12 years ago | 2 answers | 0

2

answers

Question


dismember or intersect
I have 2 cell arrays that have both double and characters in it. For plotting purposes, I'd like to create a 3rd array that is t...

12 years ago | 1 answer | 0

1

answer

Question


xlswrite dropping strings
I'm trying to write to an xls file and for the most part it's working, however it is not writing my strings. result.xls_ful...

12 years ago | 2 answers | 0

2

answers

Question


ismember structure?
I have a structure that consists of cell arrays that contain both doubles and strings. results = full_data: {401...

12 years ago | 1 answer | 0

1

answer

Question


Array weirdness
Hello everyone, I have something very strange happening that I don't understand... I'm using a for loop to fill an array with...

12 years ago | 1 answer | 0

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Question


structure to array
I'm looking to write values stored in an structure to an array like this: p_start = 20; p_end = 400; p_diff = p_end -...

12 years ago | 1 answer | 0

1

answer

Question


fill structure
How do you fill a structure with a large amount of values? For example, I've preallocated my structure as: met.position = c...

12 years ago | 1 answer | 0

1

answer

Question


Append matrix?
I'm currently building a cell matrix that is roughly 13x500 by adding a new row each time through a loop: for i = period_star...

12 years ago | 1 answer | 0

1

answer

Question


Plot date and time
I have date and time values that I'd like to use for my XTick values. The data is in an array that has date, time and price. I w...

12 years ago | 1 answer | 1

1

answer

Question


Array Preallocation
I am trying to preallocate an array that can be filled with any type of value string, double, int mostly. What am I doing wrong ...

12 years ago | 1 answer | 0

1

answer

Question


combine date & time
I've got an array that has 3 columns. Column 1 is a counter and I don't care about it, column 2 has the date in 'dd/mm/yy' forma...

12 years ago | 3 answers | 0

3

answers

Answered
Plot Matix
In case someone has the same problem, you must convert the date using datum() here is the code I used: date = datenum(date...

12 years ago | 0

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Question


matrix unions
if array A = 10 x 1 with numbers in it and array B = 4 x 1 with numbers in it. How would you create an array C which equals the...

12 years ago | 2 answers | 0

2

answers

Question


Plot Matix
I'm trying to plot a 539x13 matrix with the first column = dates which are in cell format. Everything else in the array is a dou...

12 years ago | 3 answers | 0

3

answers

Question


basic array with for loop
I would like to build an array while running a for loop as follows: for 256:-1:1 ...loop generates values like date, m...

12 years ago | 1 answer | 0

1

answer

Question


importdata() question
I need help understanding what's happening here, any input would be appreciated. Here is my code: import1 = importdata('H...

12 years ago | 1 answer | 0

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answer