Trading Algorithms Using Signal Processing in MATLAB* 2nd Ed
バージョン 1.0.8 (1.35 MB) 作成者:
Steve Rogers
This book was written to aid in research into signal processing algorithms with application to trading.
The text is organized into 5 chapters. Chapter 1 Signal Processing presents filters that mitigate the effects of noise. Filters use fixed and adaptive methods. Chapter 2 Indicators has oscillators that utilize the various filter structures of Chapter 1. Most of the popular oscillators are represented. Chapter 3 Scalping Indicators show some of the approaches that may be applied to short time frames (1 to 30 minute sample rates). Chapter 4 Ehler’s Filters and Indicators is dedicated to the many contributions of John F. Ehlers. Chapter 5 Backtest and Partial Optimization of an Algorithm is intended to explain an approach to backtesting and partial optimization of a trading strategy. Backtesting and selection of parameters through testing or optimization (improvement) are critical to the success of any trading approach. Some ideas are reviewed and shown by two examples.
The author drew heavily from https://www.tradingview.com/, which has thousands of scripts written in their proprietary Pine Script language. Also, there is a large listing of indicator ideas on the link https://docs.google.com/document/d/15AGCufJZ8CIUvwFJ9W-IKns88gkWOKBCvByMEvm5MLo/edit, which is titled LazyBear Custom Indicators for TradingView.
The link to the book is: https://www.academia.edu/108796836/Trading_Algorithms_Using_Signal_Processing_in_MATLAB_2_nd_Edition
引用
Steve Rogers (2024). Trading Algorithms Using Signal Processing in MATLAB* 2nd Ed (https://www.mathworks.com/matlabcentral/fileexchange/80434-trading-algorithms-using-signal-processing-in-matlab-2nd-ed), MATLAB Central File Exchange. 取得済み .
MATLAB リリースの互換性
作成:
R2022a
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linuxタグ
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!matlab
matlab/Chapter1 - signalProc
matlab/Chapter3-Scalper
matlab/Chapter4-Ehlers
matlab/chapter2 Indicators
matlab/chapter5-optim
バージョン | 公開済み | リリース ノート | |
---|---|---|---|
1.0.8 | Corrected link to text. |
||
1.0.7 | The link to the book is given at the end of the description. |
||
1.0.6 | This is updated to include files generated during writing the 2nd edition. |
||
1.0.5 | Corrected error in Schaff Trend Cycle |
||
1.0.4 | Scrubbed for divide by zero errors |
||
1.0.3 | Fixed divide by zero in KAMA.m |
||
1.0.2 | Added Gaussian filter to Chapter 1 |
||
1.0.1 | Included more files in zip |
||
1.0.0 |