matlab - How to forward test and plot? -


have received lot of help. more. learning lot going through code.

i have far:

loaded xlsx file using xlsread function.

after calculated correlation coeff. assigned variable(?).

then used(thanks @robert p.):

buyx = x(find(apc < -2.9079,1,'first'))   selly = y(find(apc < -2.9079,1,'first')) buyy = y(find(apc > 0.44,1,'first')) sellx = x(find(apc > 0.44,1,'first')) 

to first value meeting particular condition.

now want forward test first value received till condition met. @ same time make plot results.

i wondering start looking code/try this.

please point me in direction of functions required. think has loop through elements after receiving entry. not sure right way go it.

thanks

context:

i trying test statsarbitrage strategy. using excel work can't seem right functionality.

basically, when have entry(any set of buy sell) want system automatically start calculating profit/loss next data point , give output new variable. plot it. search new entry , again start profit/loss calculation.


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