MatLab RSI Code

The mathworks website has an excellent repository for user generated m files. I downloaded an RSI calculator, a typical technical analysis tool, from there however I was having a very hard time replicating strategies created in TradeStation of WealthLab in MatLab. After seeking some assistance it was pointed out that the RSI calculation could be incorrect. I decided to create my own.

CODE

Additionally I had wanted to create a template for a trading strategy, one which I could create and test the main logic for not only creating an equity curve but also for creating the reports and additional information that comes standard with retail backtesting software such as avg. trade duration, wins, loss, etc. etc. I have the barebones for one profitable strategy based on RSI of course and will update and repost the code. Any alterations or suggestions are warmly welcome!

CODE

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~ by largecaptrader on July 12, 2009.

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