Logo Search packages:      
Sourcecode: octave-financial version File versions  Download package

pointfig.m

## Copyright (C) 2008 Bill Denney
##
## This software is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## This software is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this software; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} pointfig (asset)
##
## Plot the point figure chart of an @var{asset}.  Upward price
## movements are plotted as Xs and downward movements are plotted as Os.
##
## @seealso{bolling, candle, dateaxis, highlow, movavg}
## @end deftypefn

## Author: Bill Denney <bill@denney.ws>
## Created: 24 Feb 2008

function pointfig (asset)

  if nargin ~= 1
      print_usage ();
  endif

  upmask = asset(2:end) > asset(1:end-1);
  # if the data is equal, it will not change the trend
  equalmask = asset(2:end) == asset(1:end-1);
  downmask = asset(2:end) < asset(1:end-1);

  lx = 0;
  ly = 0;
  direction = 0;
  up = zeros(0,2);
  down = zeros(0,2);
  for i = 1:length (upmask)
    if direction > 0 && (upmask(i) || equalmask(i))
      ## moving in the same direction as previously: up
      ly += 1;
      up(end+1,:) = [lx ly];
    elseif direction < 0 && (downmask(i) || equalmask(i))
      ## moving in the same direction as previously: down
      ly -= 1;
      down(end+1,:) = [lx ly];
    else
      ## moving in a different direction than previously
      lx += 1;
      if upmask(i)
        up(end+1,:) = [lx ly];
        direction = 1;
      else
        down(end+1,:) = [lx ly];
        direction = -1;
      endif
    endif
  endfor

  hstat = ishold();
  hold("on");
  plot(up(:,1), up(:,2), "x", "color", [0 0 1]);
  plot(down(:,1), down(:,2), "o", "color", [1 0 0]);
  if ~ hstat
    hold("off");
  endif

endfunction

## Tests
%!shared a
%! a = ;
%!test
%! [s l] = movavg(a, 2, 4);
%! assert(s, [1 1.5 2.5 2.5 3 3 1.5])
%! assert(l, [1 1.5 2 2 2.75 2.75 2.25])
%!test
%! [s l] = movavg(a', 2, 4);
%! assert(s, [1;1.5;2.5;2.5;3;3;1.5])
%! assert(l, [1;1.5;2;2;2.75;2.75;2.25])
%!test
%! [s l] = movavg(a, 3, 4, 1);
%! assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps)
%! assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps)

Generated by  Doxygen 1.6.0   Back to index