Financial Time Series Toolbox

Examples

To illustrate some the technical analysis functions, this section uses the IBM stock price data contained in the supplied file ibm9599.dat. First create a financial time series object from the data using ascii2fts:

• ibm = ascii2fts('ibm9599.dat', 1, 3, 2);
  

The time series data contains the open, close, high, and low prices, as well as the volume traded on each day. The time series dates start on January 3, 1995 and end on April 1, 1999 with some values missing for weekday holidays; weekend dates are not included.

Technical Analysis

Moving Average Convergence/Divergence (MACD)