Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / pointfig.m

diff --git a/octave_packages/financial-0.4.0/pointfig.m b/octave_packages/financial-0.4.0/pointfig.m
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+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} pointfig (@var{asset})
+##
+## Plot the point figure chart of an @var{asset}.  Upward price
+## movements are plotted as Xs and downward movements are plotted as Os.
+##
+## @seealso{bolling, candle, dateaxis, highlow, movavg}
+## @end deftypefn
+
+function pointfig (asset)
+
+  if nargin != 1
+    print_usage ();
+  endif
+
+  upmask    = asset(2:end) > asset(1:end-1);
+  # if the data is equal, it will not change the trend
+  equalmask = asset(2:end) == asset(1:end-1);
+  downmask  = asset(2:end) < asset(1:end-1);
+
+  lx        = 0;
+  ly        = 0;
+  direction = 0;
+  up        = zeros(0,2);
+  down      = zeros(0,2);
+
+  for i = 1:length (upmask)
+    if direction > 0 && (upmask(i) || equalmask(i))
+      ## moving in the same direction as previously: up
+      ly         += 1;
+      up(end+1,:) = [lx ly];
+    elseif direction < 0 && (downmask(i) || equalmask(i))
+      ## moving in the same direction as previously: down
+      ly           -= 1;
+      down(end+1,:) = [lx ly];
+    else
+      ## moving in a different direction than previously
+      lx += 1;
+      if upmask(i)
+        up(end+1,:) = [lx ly];
+        direction   = 1;
+      else
+        down(end+1,:) = [lx ly];
+        direction     = -1;
+      endif
+    endif
+  endfor
+
+  hstat = ishold();
+  hold("on");
+  plot(up(:,1), up(:,2), "x", "color", [0 0 1]);
+  plot(down(:,1), down(:,2), "o", "color", [1 0 0]);
+  if ! hstat
+    hold("off");
+  endif
+
+endfunction
+
+## Tests
+%!shared a
+%! a = [1 2 3 2 4 2 1];
+%!test
+%! [s l] = movavg(a, 2, 4);
+%! assert(s, [1 1.5 2.5 2.5 3 3 1.5])
+%! assert(l, [1 1.5 2 2 2.75 2.75 2.25])
+%!test
+%! [s l] = movavg(a', 2, 4);
+%! assert(s, [1;1.5;2.5;2.5;3;3;1.5])
+%! assert(l, [1;1.5;2;2;2.75;2.75;2.25])
+%!test
+%! [s l] = movavg(a, 3, 4, 1);
+%! assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps)
+%! assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps)