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Tick2Bar 1.0

  Date Added: June 03, 2013  |  Visits: 261


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TICK2BAR[T,H,L,O,C,V]=Tick2Bar(t,p,v,g)Divides a time series into periods of g days(may be less than one day).It is useful in conjunction with HIGHLOW [T,H,L,O,C,V]=Tick2Bar(t,p,v,g); highlow(H(:),L(:),C(:),O(:),'k',T(:));It returns:T date/time of the periodH high of the periodL low of the periodO open (first datum of the period)C close (last datum of the period)V volume of the periodgivent date/timep pricev volumeg time granularity [days]USAGE% test dataN=1e4;g=1/(24*60*60); % 1 minute granularityt=([1:N]+rand(1,N)).*g; % timep=100+rand(1,N).*10; % pricev=1e4.*rand(1,N); % volume% add some test-NANsa=randperm(N);v(a(1:10))=nan;g=1/(24*60*60); % 1 minute granularity[T,H,L,O,C,V]=Tick2Bar(t,p,v,g);subplot(6,1,1:2);plot(t,p,'k');datetick;title('plot(t,p,''k'');')subplot(6,1,3);plot(t,v,'k');datetick;title('plot(t,v,''k'');');subplot(6,1,4:5);highlow(H(:),L(:),C(:),O(:),'k',T(:));datetick;title('highlow(H(:),L(:),C(:),O(:),''k'',T(:));');subplot(6,1,6);plot(T,V,'k');datetick;title('plot(T,V,''k'');');h=suptitle('[T,H,L,O,C,V]=Tick2Bar(t,p,v,g);');set(h,'FontSize',get(h,'FontSize').*2, ...'FontWeight','Bold');IT'S NOT FANCY BUT IT WORKS

Requirements: No special requirements
Platforms: Matlab
Keyword: Close Conjunction Datan Datetimep Daysusage Fancy Fontweight Bold Granularity Granularityt Brand Minute Period Periodgivent Periodv Pricev Pricev Rand Testnansa Drandpermnva Dnang Timep Brand Volume Volumeg Works
Users rating: 0/10

License: Shareware Size: 10 KB
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