Was having trouble visualizing the information, and did not know how to
modify the plot or indicator graphs in java. So I made a data reader to
plot information into Matlab. (see below)
Do every indicator used get plotted? is there a switch to tell the strategy
not to plot a particular indicator?
In any event, here is how I am reading recorded data into Matlab:
%----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% read_data
% JBookTrader data file
filename='C:\Users\owner\Desktop\JBookTrader\JBookTrader-9.01-AV\JBookTrader\marketData\CL-NYMEX-FUT-201209.txt';
% Ignore first 10s rows, for header
M=csvread(filename,9,0);
% Decode the time from hhmmss format
time = (M(:,2)-mod(M(:,2),10000))/10000*3600 + ...
(mod(M(:,2),10000)-mod(mod(M(:,2),10000),100))/100*60 + ...
mod(mod(M(:,2),10000),100);
% Find starting indices at 9 am
istart = find(time == 9*3600);
% follow for 7 hours
dt = 7*3600;
% Find how many days of available data
ndays = length(istart)
% Initialize daily matrices
T = []; P = []; V = []; B = [];
for i=1:ndays
T = [T, time(istart(i):(istart(i)+dt-1))];
B = [B, M(istart(i):(istart(i)+dt-1),3)];
P = [P, M(istart(i):(istart(i)+dt-1),4)];
V = [V, M(istart(i):(istart(i)+dt-1),5)];
end
% Pick a day to analyze
day = 20
% values for that day
time = T(:,day);
balance = B(:,day);
price = P(:,day);
volume = V(:,day);
%----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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