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From: db on 13 May 2010 04:20
I have question if I can use if statement on my logic.
I created variable called position upon my condition using
"position(condition) = -1". I was wondering if there is a way to
create my position variable using if statement instead ? Thanks

clear all;
price =[10 15 12 12 14 17 18 15 15 18 19 16 10 13 15 15 18 19 16 15]';
hi=[13 14 15 13 16 16 16 18 20 17 18 16 14 14 14 20 17 18 16 14]';
lo=[10 9 13 12 12 13 10 10 16 10 15 13 10 10 10 16 10 15 13 10]';

position= zeros(size(price(2:end)));
%position= zeros(size(price));

% lag the rows to match up with next rows
pr_previous = price(1:end-1);
hi_previous = hi(1:end-1);
lo_previous = lo(1:end-1);

pr_next = price(2:end);
hi_next = hi(2:end);
lo_next = lo(2:end);


% if previous row price < previous row hi && current(next row) price
>= current(next row) hi then position = -1
position((pr_previous < hi_previous) & (pr_next >= hi_next)) = -1

% if previous row price > previous row lo && current(next row) price
<= current lo then position = 1
position((pr_previous > lo_previous) & (pr_next <= lo_next)) = 1

% Is there a way to use if statement to create position variable
instead of using above logic "position (condition) = -1 " ?
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% if (pr_previous < hi_previous) & (pr_next >= hi_next)
% position = -1;
% end;
%
% if (pr_previous > lo_previous) & (pr_next <= lo_next)
% postion = 1;
% end;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
From: dpb on 13 May 2010 08:58
db wrote:
> I have question if I can use if statement on my logic.
> I created variable called position upon my condition using
> "position(condition) = -1". I was wondering if there is a way to
> create my position variable using if statement instead ? Thanks
>
> clear all;
> price =[10 15 12 12 14 17 18 15 15 18 19 16 10 13 15 15 18 19 16 15]';
> hi=[13 14 15 13 16 16 16 18 20 17 18 16 14 14 14 20 17 18 16 14]';
> lo=[10 9 13 12 12 13 10 10 16 10 15 13 10 10 10 16 10 15 13 10]';
>
> position= zeros(size(price(2:end)));
> %position= zeros(size(price));
>
> % lag the rows to match up with next rows
> pr_previous = price(1:end-1);
> hi_previous = hi(1:end-1);
> lo_previous = lo(1:end-1);
>
> pr_next = price(2:end);
> hi_next = hi(2:end);
> lo_next = lo(2:end);
>
>
> % if previous row price < previous row hi && current(next row) price
>> = current(next row) hi then position = -1
> position((pr_previous < hi_previous) & (pr_next >= hi_next)) = -1
>
> % if previous row price > previous row lo && current(next row) price
> <= current lo then position = 1
> position((pr_previous > lo_previous) & (pr_next <= lo_next)) = 1
>
> % Is there a way to use if statement to create position variable
> instead of using above logic "position (condition) = -1 " ?
> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
> % if (pr_previous < hi_previous) & (pr_next >= hi_next)
> % position = -1;
> % end;
> %
> % if (pr_previous > lo_previous) & (pr_next <= lo_next)
> % postion = 1;
> % end;
> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
From: Lior Cohen on 13 May 2010 09:29
dpb <none(a)non.net> wrote in message <hsgt57$9q9$1(a)news.eternal-september.org>...
> db wrote:
> > I have question if I can use if statement on my logic.
> > I created variable called position upon my condition using
> > "position(condition) = -1". I was wondering if there is a way to
> > create my position variable using if statement instead ? Thanks
> >
> > clear all;
> > price =[10 15 12 12 14 17 18 15 15 18 19 16 10 13 15 15 18 19 16 15]';
> > hi=[13 14 15 13 16 16 16 18 20 17 18 16 14 14 14 20 17 18 16 14]';
> > lo=[10 9 13 12 12 13 10 10 16 10 15 13 10 10 10 16 10 15 13 10]';
> >
> > position= zeros(size(price(2:end)));
> > %position= zeros(size(price));
> >
> > % lag the rows to match up with next rows
> > pr_previous = price(1:end-1);
> > hi_previous = hi(1:end-1);
> > lo_previous = lo(1:end-1);
> >
> > pr_next = price(2:end);
> > hi_next = hi(2:end);
> > lo_next = lo(2:end);
> >
> >
> > % if previous row price < previous row hi && current(next row) price
> >> = current(next row) hi then position = -1
> > position((pr_previous < hi_previous) & (pr_next >= hi_next)) = -1
> >
> > % if previous row price > previous row lo && current(next row) price
> > <= current lo then position = 1
> > position((pr_previous > lo_previous) & (pr_next <= lo_next)) = 1
> >
> > % Is there a way to use if statement to create position variable
> > instead of using above logic "position (condition) = -1 " ?
> > %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
> > % if (pr_previous < hi_previous) & (pr_next >= hi_next)
> > % position = -1;
> > % end;
> > %
> > % if (pr_previous > lo_previous) & (pr_next <= lo_next)
> > % postion = 1;
> > % end;
> > %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

you can do it by for loop and if statement on every single element, but I really do not see the point of this. The vectorized logical index you use is better.
Lior
From: dpb on 13 May 2010 09:36
Lior Cohen wrote:
> dpb <none(a)non.net> wrote in message
....

> you can do it by for loop and if statement on every single element, but
> I really do not see the point of this. The vectorized logical index you
> use is better.
> Lior

yes, sorry for empty post.

Agree; seems logical way to approach the question... :)

I'll ask OP straight out--why _not_ as you wrote it?

--
From: db on 13 May 2010 12:29
Thank you all for putting your thought !
I happened to see a logic that use if end statement for stock
backtesting logic and I couldn't get it to work with if end statement
since I am a nebie to matlab..

function [postion] = get_entry_signal(obj,bar)
position = 0;

[c] = (obj.close(1:bar)
% [movavg,uppr,lowr] = bollinger(obj.close(1:bar),151);
if(c(end) >= uppr(end))
postion = 1;
end
if(c(end) <= lowr(end))
position = -1;
end

end

On May 13, 6:36 am, dpb <n...(a)non.net> wrote:
> Lior Cohen wrote:
> > dpb <n...(a)non.net> wrote in message
>
> ...
>
> > you can do it by for loop and if statement on every single element, but
> > I really do not see the point of this. The vectorized logical index you
> > use is better.
> > Lior
>
> yes, sorry for empty post.
>
> Agree; seems logical way to approach the question... :)
>
> I'll ask OP straight out--why _not_ as you wrote it?
>
> --

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