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Interested in Algo trading

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 3 件の回答 | 1

3

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質問


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年以上 前 | 0 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 0 件の回答 | 0

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質問


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年以上 前 | 0 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 2 件の回答 | 0

2

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質問


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

12年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 2 件の回答 | 0

2

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質問


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年以上 前 | 2 件の回答 | 0

2

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質問


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

12年以上 前 | 2 件の回答 | 0

2

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 2 件の回答 | 0

2

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質問


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

12年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 1 件の回答 | 1

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質問


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年以上 前 | 1 件の回答 | 0

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質問


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年以上 前 | 3 件の回答 | 0

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回答済み
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年以上 前 | 0

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質問


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年以上 前 | 2 件の回答 | 0

2

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質問


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年以上 前 | 3 件の回答 | 0

3

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質問


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年以上 前 | 1 件の回答 | 0

1

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質問


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

12年以上 前 | 1 件の回答 | 0

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