Create Code frrom scratch

Hello all,

I am new with MATLAB and I try to implement the below code:

My inputs come from an ASCII file like:

Stock Date T(t) P(t) V(t) Market

ETE 04/01/2010 10170000 18.54 430 Big Cap

ETE 04/01/2010 10190000 18.90 890 Big Cap

The steps are:

• Inputs:

T(i) = Time vector

P(i) = Price vector

V(i) = Volume vector

K = exogenously defined by the user ( to try different outcomes)

n = exogenously defined by the user ( to try different outcomes)

The steps are as follows:

• 1. Sort by Time ascending T(i+1)> T(i)
• 2. Expand the number of P(i) as many times as V(i), with i=1..._I_ So sum of new rows with Pi, will equal V(i).
• 3. Re-index P(i) for i=1..._I_ as time ascending
• 4. Initiate counter, t=0
• 5. Add one unit to t.
• 6. If I <tK,go to step 10 (insufficient data)
• 7. For every i belonging [ (t-1)K +1, tK] classify each transaction (row) as 'BUY' or 'SELL' as

a. transaction is 'BUY' if Pi>Pt-1 or Pi=Pt-i and transaction (t-1) (previou row) was 'BUY'

b. otherwise the transaction is 'SELL'.

• 8. Assign to variable KB(t) the number of variables classified as 'BUY' in step 7. Assign to variable KS the number of variables classified as 'SELL' in step 7, so K(t)=KB(t)+KS(t)
• 9. Loop to step 6.

10. Set L=t-1 ( last bucket, not for use)

11. If L>=n Calculate

X= (SUM(t)abs(KS(t)-KB(t)) / n*K

% for t=L-n+1 until n=L

Many thanks for any helpfull comment in advance

Panos

[Walter Roberson]

Please indicate more clearly what your question is, what you would like to know?

[Pap]

I cannot write a MATLAB code for steps 1-11

Any help?

Panos

Answer 1

[Walter Roberson]

I recommend you review this previous Question: http://www.mathworks.com/matlabcentral/answers/8026-best-way-s-to-master-matlab