Developing a MIN/MAX indicator.

Okay, so I'm attempting to make a min/max indicator.It shows the min & max value over certain periods.

I'm using data from http://www.mathworks.com/matlabcentral/fileexchange/29489-algorithmic-trading-with-matlab-2010s as practice.

i.e. (Obviously this example is offset slightly. Ignore that.)

So far this is what I've come up with(focusing just on the max):

 importfile('BundDaily.xls')
 period = 14;
 maxp = floor(length(High) / period); 

 startscale = 1; 
 endscale = 14;

 fp = max(High(startscale:endscale,:));

 for i=startscale:endscale:maxp
     B(i) = fp;
     startscale = (startscale + period);
     endscale = (endscale + period);
     plot(B, 'r') , hold on
 end

This is the result:

Methinks the problem is either:

• How I'm using the max function.
• Problem with the for loop.
• Perhaps I need to somehow use a movavg?
• All of the above!? haha

I'm new to Matlab(clearly) so any help would be much appreciated. Thank-you in advance!

[Oleg Komarov]

What is High?

[Seth]

I have five sets of data relating to the price of the Bund (German bond future, it is sampled daily)

• Open
• High
• Low
• Close
• Date

They are all 879x1

[Oleg Komarov]

I added the missing line of code: importfile('BundDaily.xls').

Answer 1

[Oleg Komarov]

Plotting on Close with window size 14.

importfile('BundDaily.xls')
period = 14;
n      = numel(Close);

% Run moving max

mClose = NaN(n,1);
for ii = 1:length(Close)-period
    mClose(period+ii) = max(Close(ii:ii+period-1));
end

% Zoom the graph to see the candles

candle(High,Low,Close,Open)
hold on
plot(mClose,'r')

[Seth]

Awesome, thank-you very much!