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TechTradeTool

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04 Aug 2003 (Updated )

A toolbox for calculating and optimizing technical analysis trading systems.

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Description

In the age of computerized trading, financial services companies and independent traders must quickly develop and deploy dynamic technical trading systems. The technical trader's toolbox includes three forms of our new trading system based on dynamic technical analysis and a set of functions for graphical presentation, performance calculation and optimization of trading systems. The risk of trading systems is determined by applying Probability of Ruin Analysis. MATLAB's vast built-in mathematical and financial functionality along with the fact that is both an interpreted and compiled programming language make this technical trader's toolbox easily extendable by adding new complicated systems with minimum programming effort.

The theoretical work has been published in Financial Engineering News Journal May/June 2003.

Instructions setup:
1.Load Matlab
2.Double click FintradeTool.mat from directory TechTradeTool
3.In the directory TechTradeTool you should enter Run in the command window
4. Sample data are provided in sub-directory data

Required Products Curve Fitting Toolbox
Financial Toolbox
Optimization Toolbox
Spreadsheet Link EX
MATLAB release MATLAB 6.1 (R12.1)
Other requirements A processor 2100 + Ram 256MB will help to run very quickly the optimization problems
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Comments and Ratings (1)
12 Oct 2004 Angie Chang

it is very useful to develope the the trading system base this code.

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