jelle_jansen's articles:

Items(9) /1

Trading system, eliminating whiplash trades 0 30 (7/28/2012 11:21:10 AM) comp.soft-sys.matlab Hi, I am computing a trading system and want to set in a 1% 'band' to eliminate some unprofitable trades. This band should eliminate any trades that are generated at a closing price that is too close to the ... Jelle

Optimizing parameters trading system 5 30 (7/24/2012 1:47:09 PM) comp.soft-sys.matlab Dear Newsreader users, I need some help on an optimization problem: I constructed a Dual Moving Average trading system (DMA) using 2 moving averages derived from a stock. Now I want to optimize the trading ... Jelle

cumulative realized return 22 37 (7/13/2012 4:26:27 PM) comp.soft-sys.matlab I have a realized return vector of dimensions 3263x1 double. The following vector is a simplified example of this realized return vector: [1 1 1 2 2 3 3 3 3 3 -1 -1 -1] of this v... Jelle

plot using FTS 1 24 (7/9/2012 9:12:09 AM) comp.soft-sys.matlab ftsRSI = fints([(Data.Dates.numb),(RSI)]); ftsA = fints([(Data.Dates.numb),(A)]); ftsAA = fints([(Data.Dates.numb),(AA)]); plot(ftsRSI,'g');hold on; plot(ftsA,'r','LineWidth', 2); Unfortunately LineWid... Jelle

MACD Trading system starting Long only 14 24 (7/7/2012 11:18:07 AM) comp.soft-sys.matlab The last element I need to finish to complete my MACD trading system is to make sure the trading can start long only. My trading systems incicate -1 (long trade, or buy) and 1 (short trade, or sell). I want to ... Jelle

??? Subscript indices must either be real positive integers or logicals. #9 10 42 (7/6/2012 10:39:14 AM) comp.soft-sys.matlab I am setting up these two variables: BuyTrading = [find(TradeSignal 0), Trading(find(TradeSignal > 0),:)]; The error is: ??? Subscript indices must either be real positive integers or logicals. The ... Jelle

how to write a profit function 1 60 (7/4/2012 2:35:07 PM) comp.soft-sys.matlab Hi, I made a MACD backtesting script and now I want to write the Profit function in order to see how much profit my MACD model made per day. I want the profit per day so it should look like: ProfitPerD... Jelle

mark points in fints plot 0 32 (7/3/2012 1:21:06 PM) comp.soft-sys.matlab Hi, I am plotting some stock on a timeseries plot using the command fints. I want to add some points in this plot where I signal my Buy and Sell points. I have a new variable containing these Buy and Sell. H... Jelle

timesteps in plot 3 33 (7/2/2012 1:45:07 PM) comp.soft-sys.matlab %% Parameters TransactionCosts = 9; % [Euros] Transaction costs for buy StartDate = '26-Jun-1992'; % [dd-mmm-yyyy] Start date of algorithm EndDate = '26-Jun... Jelle

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Items(6) /1

timesteps in plot 3 33 (7/2/2012 1:45:07 PM) comp.soft-sys.matlab %% Parameters TransactionCosts = 9; % [Euros] Transaction costs for buy StartDate = '26-Jun-1992'; % [dd-mmm-yyyy] Start date of algorithm EndDate = '26-Jun... jelle_jansen (27)

how to write a profit function 1 60 (7/4/2012 2:35:07 PM) comp.soft-sys.matlab Hi, I made a MACD backtesting script and now I want to write the Profit function in order to see how much profit my MACD model made per day. I want the profit per day so it should look like: ProfitPerD... jelle_jansen (27)

??? Subscript indices must either be real positive integers or logicals. #9 10 42 (7/6/2012 10:39:14 AM) comp.soft-sys.matlab I am setting up these two variables: BuyTrading = [find(TradeSignal 0), Trading(find(TradeSignal > 0),:)]; The error is: ??? Subscript indices must either be real positive integers or logicals. The ... jelle_jansen (27)

MACD Trading system starting Long only 14 24 (7/7/2012 11:18:07 AM) comp.soft-sys.matlab The last element I need to finish to complete my MACD trading system is to make sure the trading can start long only. My trading systems incicate -1 (long trade, or buy) and 1 (short trade, or sell). I want to ... jelle_jansen (27)

cumulative realized return 22 37 (7/13/2012 4:26:27 PM) comp.soft-sys.matlab I have a realized return vector of dimensions 3263x1 double. The following vector is a simplified example of this realized return vector: [1 1 1 2 2 3 3 3 3 3 -1 -1 -1] of this v... jelle_jansen (27)

Optimizing parameters trading system 5 30 (7/24/2012 1:47:09 PM) comp.soft-sys.matlab Dear Newsreader users, I need some help on an optimization problem: I constructed a Dual Moving Average trading system (DMA) using 2 moving averages derived from a stock. Now I want to optimize the trading ... jelle_jansen (27)