Trading strategy matlab

Customer reviews
Remarkably, this is very valuable information
Find out the secrets of longevity and absolute potency for years!
If I were a girl, I would have given to the author for this post.
No, it does not take off!
Twenty million American men suffer from some form of erectile dysfunction. Are you 1 of them?
haha patstalom)))))
This is doubtful.
Wonderful phrase
There is no secret in this drug. It simply drives all your problems with sex and potency!
Join. It was and with me. Let's discuss this question.

Trading strategy matlabtrading system in MATLAB

I am trying to write a program which will find the total # of pips (price gained) with a strategy.

Basically, the strategy is whenever the stock price is 5. and we will start trading and we will continue trading as long as the stock price is higher than 2 and lower than 9. meaning in the range (2,9). When the price hits 2 or 9. we stop trading.

When I run the program it doesn't execute correctly, it does not enter the second while loop. What is missing?

% total. the total # of pips gained with a strategy % diff: the difference of the stock price btw 2 consecutive dates % Sheet1: a data matrix loaded from excel, where the first column is date and second one is stock stock price

A dummy trading strategy implemented by Matlab

The following is a paper trading result on the historical data of SPY using simple strategy. Since the trade is based on entirely random decision, the performance of the portfolio gives a low end benchmark. It is implemented by Matlab.

Given initial capital 7BV_%7B0%7D+%3D+20000%7D&bg=ffffff&fg=000000&s=0" /% at starting date, we follow the strategy of this below. In the morning of each Monday, we do following transactions: Toss a coin. If the outcome is face-up, then half of the total wealth will be invested to risky asset. Otherwise, we clear all risky position. Following the above strategy on the period (29-Jan-1993 to 21-Jun-2013), the annualized return rate is approximately 0.00641.

The implementation is completed by Matlab programing by semi-automatically. First, using the Datafeed toolbox, download SPY historical price from Yahoo Finance server. The downloaded data is saved to spy130622.mat file.

(Download ) Then, one can run this Matlab code trade1.m. ( Download )