Use Matlab to perform calculation

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Use Matlab to perform calculation

Postby jacklrfx » Tue Nov 24, 2015 12:27 pm

Hi,
I'm not an expert so I'm here to have informations. I would like to write an indicator that takes in input two price source of two different instruments, for example takes closing price of the period of USOil and SP500 and put them in two arrays. Then the indicator sends that data to a dll (in C++) that uses matlab as a engine to compute the calculus. After matlab finishes, data will send to the indicator and then the cycle goes on for next prices.

Matlab could be a engine as you can see from the Mathworks site.

This operation could be done the first time, I attach the Indicator on the charts (whatever charts, source prices are choosen as you want), and have to be repetead every N period on the past M period. (This has to be written in the code)

The calculus that Matlab does is what you want, for example median of the prices,ecc. but a more complex and statistical calculus could be done as the main project is done.

I hope to have been clear, the project is usefull because uses the Lua and the Math library of Matlab. In this way a more statistical analysis on markets is possible.

Please help in this because Matlab is very interesting.
jacklrfx
 
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Joined: Mon Apr 20, 2015 2:40 pm

Re: Use Matlab to perform calculation

Postby Julia CJ » Fri Nov 27, 2015 4:40 am

Hi Jacklrfx,
Thank you for this suggestion.

Please create a request for development of an indicator at viewforum.php?f=27.
You just need to describe what should the indicator display.
This thread is dedicated to Premium Development: viewforum.php?f=32
Payment information can be found at:
viewtopic.php?f=32&t=2372
Julia CJ
 


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