Trading Code Collector

Max Dama on Automated Trading

2009-08-11T07:37:00.000-07:00

Max Dama on Automated Trading

The website has Interactive Brokers via Matlab, and explains how to use the api.

http://www.maxdama.com/2008/12/interactive-brokers-via-matlab.html

Tail - A java technical analysis lib

2009-08-10T11:25:00.000-07:00

Tail - A java technical analysis lib

Technical Analysis studies forecasting future price trends with the objective of manage a best moment to buy and sell shares. The Tail's target is to develop a Java Open-Source library that abstracts the basic components of Technical Analysis, supplying tools for creation, manipulation and evaluation of strategies to buy and sell.

For the codes, http://tail.sourceforge.net/

Trendlines

2009-08-10T10:13:00.002-07:00

Trendlines
by Nagi Hatoum

03 Mar 2003 (Updated 05 Mar 2003)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3069

TechAnalTool

2009-08-10T10:13:00.001-07:00

TechAnalTool
by Michael Robbins

16 Apr 2003 (Updated 25 Apr 2003)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3271

AutomataBolsa 0.1

2009-08-10T10:11:00.001-07:00

AutomataBolsa 0.1
by Javier Anarsoft

28 Feb 2003 (Updated 19 May 2003)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3059

AutomataBolsa 0.1

2009-08-10T10:11:00.000-07:00

AutomataBolsa 0.1
by Javier Anarsoft

28 Feb 2003 (Updated 19 May 2003)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3059

Tick2Bar

2009-08-10T10:10:00.000-07:00

Tick2Bar
by Michael Robbins

07 May 2003 (Updated 30 Jul 2003)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3398

TillsonT3

2009-08-10T10:09:00.000-07:00

TillsonT3
by Alexandros Leontitsis

27 May 2003 (Updated 12 Jan 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/3501

Calculating the Portfolio Turnover

2009-08-10T10:08:00.000-07:00

Calculating the Portfolio Turnover
by Wei Li

08 Mar 2004 (Updated 11 Mar 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/4597

Guaranteed yahoo/fetch

2009-08-10T10:07:00.000-07:00

Guaranteed yahoo/fetch
by Erik Larsson

01 Jun 2004 (Updated 03 Jun 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/5049

GUI Technical Analysis Tool

2009-08-10T10:06:00.002-07:00

GUI Technical Analysis Tool
by Leonidas Bleris

10 Oct 2004 (Updated 13 Oct 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/6031

Real-Time Stock Viewer

2009-08-10T10:06:00.001-07:00

Real-Time Stock Viewer
by Brian Kiernan

25 Aug 2004 (Updated 05 Nov 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/5784

Omega

2009-08-10T10:05:00.000-07:00

Omega
by Nabeel Azar

10 Nov 2004 (Updated 29 Nov 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/6235

CheapHLOCPlot

2009-08-10T10:04:00.000-07:00

CheapHLOCPlot
by Michael Robbins

18 Dec 2004 (Updated 22 Dec 2004)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/6572

Weighted/Simple Moving Average

2009-08-10T10:03:00.000-07:00

WSMA
by Alexandros Leontitsis

23 Feb 2005 (Updated 24 Feb 2005)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/6979

Style Analysis

2009-08-10T10:02:00.000-07:00

Style Analysis
by Andreas Steiner

25 Feb 2005 (Updated 28 Feb 2005)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/7001

ZigZag - Financial Indicator Wave

2009-08-10T10:01:00.001-07:00

ZigZag - Financial Indicator Wave
by Olaf Marthiens

18 Oct 2005 (Updated 18 Oct 2005)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/8748

MatLab and SQL Stored Procedure

2009-08-10T10:00:00.000-07:00

MatLab and SQL Stored Procedure
by Weidong Li

02 Dec 2005 (Updated 05 Dec 2005)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/9227

Fetch Bloomberg Data

2009-08-10T09:53:00.000-07:00

Get Bloomgerg Data
by Michael Robbins

30 Jan 2006 (Updated 31 Jan 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/9819

candlesticks

2009-08-10T09:52:00.000-07:00

candlesticks
by Bill Davidson

05 Feb 2006 (Updated 08 Feb 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/9893

Maximum Drawdown

2009-08-10T09:50:00.000-07:00

Maximum Drawdown
by Andreas Steiner

16 Mar 2006 (Updated 16 Mar 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/10367

Plot Stock Prices

2009-08-10T09:41:00.000-07:00

Plot Stock Prices
by Malcolm Wood

14 Jul 2006 (Updated 14 Jul 2006)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/11699

Empirical Technical Trading Systems

2009-08-10T09:36:00.000-07:00

Empirical Technical Trading Systems
by Champ Mendis

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/12925

STOCK QUOTE QUERY

2009-08-10T09:35:00.002-07:00

STOCK QUOTE QUERY
by Michael Boldin

19 Oct 2003 (Updated 20 Feb 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/4069

TA-Lib 0.3.0 as MEX

2009-08-10T09:35:00.001-07:00

TA-Lib 0.3.0 as MEX
by Pranas Baliuka

03 Mar 2007 (Updated 14 Mar 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/14151

Technical Analysis Tool

2009-08-10T09:34:00.000-07:00

Technical Analysis Tool
by Phil Goddard

29 Mar 2006 (Updated 19 Mar 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/10573

Nilrep's Charting Challenge !!

2009-08-10T09:33:00.000-07:00

Nilrep's Charting Challenge !!
by Marcelo Perlin

14 Dec 2006 (Updated 04 May 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/13394

Maximum Drawdown

2009-08-10T09:29:00.000-07:00

Maximum Drawdown
by Andreas Bonelli

02 Aug 2007 (Updated 02 Aug 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/15798

Nearest Neighbour Algorithm for Stock Prices Forecasts.

2009-08-10T09:27:00.000-07:00

Nearest Neighbour Algorithm for Stock Prices Forecasts.
by Marcelo Perlin

18 Dec 2005 (Updated 21 Sep 2007)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/9396

Historical Stock Data downloader

2009-08-10T09:20:00.001-07:00

Historical Stock Data downloader
by Josiah Renfree

24 Jan 2008 (Updated 29 Jan 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/18458

Visualize dynamic hedging

2009-08-10T09:19:00.000-07:00

Visualize dynamic hedging
by Dimitri Shvorob

28 Jan 2008 (Updated 29 Jan 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/18498

Are You More Skilled than a Monkey at Trading Stocks ?

2009-08-10T09:17:00.000-07:00

Are You More Skilled than a Monkey at Trading Stocks ?
by Marcelo Perlin

23 Nov 2006 (Updated 18 Feb 2008)

For the papers, pls see:
BURNS, P. J. (2006) "Random Portfolios for Evaluating Trading Strategies". Available at SSRN: http://ssrn.com/abstract=881735
CUMBY, E., MODEST, D. (1987) "Testing for Market Timing Ability: A Framework for Evaluation". Journal of Financial Economics 25, 169-189.
PERLIN, M. S. (2007a) "Evaluation of Pairs Trading Strategy at the Brazilian Financial Market". Available at SSRN: http://ssrn.com/abstract=952242
PERLIN, M. S. (2007b) "M of a Kind: A Multivariate Approach at Pairs Trading" . Available at SSRN: http://ssrn.com/abstract=952782

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/13099

A baby trading system

2009-08-10T09:16:00.000-07:00

A baby trading system
by Dimitri Shvorob

19 Feb 2008 (Updated 20 Feb 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/18836

Short Term Hedge Position Optimizer

2009-08-10T08:59:00.000-07:00

Short Term Hedge Position Optimizer
by Kwame Awuah-Offei

21 Feb 2008 (Updated 10 Mar 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/18875

RSI calculator

2009-08-10T08:53:00.002-07:00

RSI calculator
by Josiah Renfree

08 Feb 2008 (Updated 16 Apr 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/18675

Real-Time Datafeed from Yahoo!

2009-08-10T08:53:00.001-07:00

Real-Time Datafeed from Yahoo!
by Eric Johnson

30 Jun 2008 (Updated 10 Sep 2008)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/20521

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms

2009-08-10T08:43:00.000-07:00

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms
by Mark Hoyle

01 Aug 2008 (Updated 13 Jan 2009)

Description Files used in the Webinar "Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms"

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/20943

Bar- and candle style graph for stocks

2009-08-10T08:39:00.000-07:00

Bar- and candle style graph for stocks
by Jelle Veraa

28 Mar 2009 (Updated 30 Mar 2009)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/23463

Constant Volume Bars

2009-08-10T08:35:00.000-07:00

Constant Volume Bars
by Nakul

03 Apr 2009 (Updated 06 Apr 2009)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/23537

Classical Pairs Trading Using MatLab

2009-08-10T08:34:00.000-07:00

Classical Pairs Trading Using MatLab
by Marcelo Perlin

29 Nov 2006 (Updated 07 May 2009)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/13171

Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel)

2009-08-10T08:33:00.000-07:00

Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel)
by Marcelo Perlin

06 Apr 2009 (Updated 10 May 2009)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/23569

BASIC version of retrieving quote from google finance

2009-08-10T08:32:00.000-07:00

BASIC version of retrieving quote from google finance
by krish reddy

03 May 2009 (Updated 17 May 2009)

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/23985

Algorithmic Trading with MATLAB - 2009 update

2009-08-10T08:26:00.000-07:00

Algorithmic Trading with MATLAB - 2009 update
by Aly Kassam

Description These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons.

For the codes, pls see http://www.mathworks.com/matlabcentral/fileexchange/24320