Triangular Moving Average Tma
Implementation of Moving Average filter.The moving average filter operates by averaging a number of points from theinput signal to produce each point in the output signal. In equation form,this is written: 1 M-1Y[i] = --- SUM X[i + j] M j=0
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Moving Average Filter Download |
This function computes at (Xi,Yi) unknown locations the IDW (w P=1, Q=1 yields interpolation at one point --> P>1, Q=1 yields interpolation at a vector of points --> P>1, Q>1 yields interpolation at a (ir)regular grid of points======================================== INPUTS Xc: (mandatory) [Nx1]...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Inverse Distance Weighted (IDW) or Simple Moving Average (SMA) INTERPOLATION Download |
he code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): ARFIMA simulations Download |
It calculates the Tillson moving average. The user is able to change the parameters such as the smoothing sweeps and the volume factor
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): TillsonT3 Download |
In terms of behavior, this is an alternative to filter() for a moving-average kernel, except that it is faster. The speed does not depend on the filter length.The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): Fast moving average Download |
Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel!
With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Freeware | Size: 447 KB | Download (50): Tulip Cell Download |
This file contains three m-file which estimate the Value at Risk (VaR) of portfolio composed of two stocks price by using Exponentially Weighted Moving Average.the main function is 'ewmaestimatevar'. For estimating VaR you should use this function. This function also sketch related diagram. at...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Estimation value at risk by using Exponentially Weighted Moving Averagege Download |
Very efficient moving average filter implemented using convolution.Usage:Smoothed Data = movave(Data Vector, Averaging Window Size in Samples)See also: slidefilter.m by the same author
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): movave Download |
Moving average filter implemented using a "Sliding Sum" technique. Comparatively efficient.Usage:Smoothed Data = slidefilter(Data Vector, Sliding Interval Length in Samples)See also: movave.m
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): slidefilter Download |
CHEAPHLOCPLOT A free High-Low-Open-Close (and volume and moving average) plot to answer a CSSM thread ("Subject: on using matlab to plot stock charts"). Parm # Description Size Optional ------ ----------- ---- -------- 1 dates 1xN No 2 High prices 1xN No 3 Low prices 1xN No 4 Open prices 1xN No...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): CheapHLOCPlot Download |
A moving average implementation using build-in filter, which is very fast.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): mvaverage Download |
Data Curve Fit Creator Add-in is an easy-to-use data analysis add-in for Microsoft Excel. It adds curve fitting, interpolation, and data smoothing functions to Excel. Curve fitting functions include polynomial fits and a versatile local regression (loess) function. Interpolations include...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Shareware | Cost: $79.95 USD | Size: 7.12 MB | Download (465): Data Curve Fit Creator Add-in Download |
Managing your stock trading activity with “Smart Chart” is a cinch. The program can read practically any ASCII file or MetaStock file and plot the data. The package includes: * Over 30 of the most popular technical indicators into the charting software so you have access to the likes of...
Platforms: Windows
License: Shareware | Cost: $69.95 USD | Size: 1.41 MB | Download (62): SmartChart Download |
This m-file implements a M-point moving average system.The equation is:y(n)=(x(n)+x(n-1)+.....+x(n-M))/M;M is the order of the M-point moving average system.Syntax:y=mpointaverage(input,order)The argument 'input' is the input sequence.The argument 'order' is T,the order of the M-point moving...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Signal Processing blocks Download |
For vectors, Y = RUNMEAN(X,M) computes a running mean (also known as moving average) on the elements of the vector X. It uses a window of 2*M+1 datapoints. M an positive integer defining (half) the size of the window. In pseudo code: Y(i) = sum(X(j)) / (2*M+1), for j = (i-M):(i+M), and...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): RUNMEAN Download |
Instructions:1. Give the symbol of the stock.2. Give today's date in the specific format (months-days-year).3. 'GET DATA' button fetches the data from Yahoo server.4. Choose the number of days you want to examine.5. Pick the fast and slow averages used by the functions (remember fast has to be...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): GUI Technical Analysis Tool Download |
This code calculates the Exponentially Weighted Moving Average Standard Deviation Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (49): EWMA St.Dev. Download |
SQLRollingStats extends the T-SQL scripting environment with 31 windowed or cumulative functions (in which results for each row depend on previous rows) that can be used as regular functions in queries.
This allows metrics such as running totals or moving averages to be easily calculated...
Platforms: Windows
License: Shareware | Cost: $199.00 USD | Size: 522 KB | Download (87): SQLRollingStats Download |
Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets; - Volatility forecasts using moving average and exponential algorithm;- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.- Historical data...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (43): riskcalc Download |
Directions to run the file.1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma separated values data which is required to use the back tester)3. Run the file 'runCSV.mat' by typing...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 5.5 MB | Download (45): Trading strategy back tester Download |