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!
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