Tick2Bar 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Aug 15, 2007
Size downloadDownloads : 2
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TICK2BAR<br />[T,H,L,O,C,V]=Tick2Bar(t,p,v,g)<br ...

Tick2Bar by Michael Robbins
[T, H, L, O, C, V]=Tick2Bar 1.0(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 [tick2bar1.0.exe](t, p, v, g);
highlow(H(:), L(:), C(:), O(:), 'k', T(:));
It returns:
T date/time of the period
H high of the period
L low of the period
O open (first datum of the period)
C close (last datum of the period)
V volume of the period
given
t date/time
p price
v volume
g time granularity [days]
USAGE
% test data
N=1e4;
g=1/(24*60*60); % 1 minute granularity
t=([1:N] rand(1, N)). *g; % time
p=100 rand(1, N). *10; % price
v=1e4. *rand(1, N); % volume
% add some test-NANs
a=randperm(N);
v(a(1:10))=nan;
g=1/(24*60*60); % 1 minute granularity
[T, H, L, O, C, V]=Tick2Bar - 0MB(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 1.0(t, p, v, g); ');
set(h, 'FontSize', get(h, 'FontSize'). *2, . . .
'FontWeight', 'Bold');
Demands:
• MATLAB Release: R13

Tick2Bar 1.0 scripting tags: minute, datum, matlab tick2bar, financial analysis, test, volume, date, dataneg, timep, financial modeling, daysusage. What is new in Tick2Bar 1.0 software script? - Unable to find Tick2Bar 1.0 news. What is improvements are expecting? Newly-made Tick2Bar 1.1 will be downloaded from here. You may download directly. Please write the reviews of the Tick2Bar. License limitations are unspecified.