Boundary of multiple xy plots

I wish to know how to get the boundary of multiple xy-plots/datasets and put it in to a single xy-plot/dataset. My goal is to export this dataset to a dxf file as polygon.

I tried delaunayTriangulation together with convexHull, but that did not work as intended, as the algorithm guessed my boundary incorrectly. Furthermore, I do not have access to the boundary m-file.

See attached an example figure of a rectancle and a oval. One of which I used convexHull, which is the undersired result, and the other which I visually modified as the desired result.

Ps. I found an m-file which could potentially help creating the desired result, but I have not figured out how to proceed after finding the intersect coordinates. http://nl.mathworks.com/matlabcentral/fileexchange/22441-curve-intersections

undesired result:

desired result: