The goal is to modify application and code for real-time observation of the behavior of shares that co-integrate. MySQL is used as a data repository, from which I want the application to load the current data and make a calculation every x seconds. For testing purposed I prepare testing code, which I'll replace with a future version. The application is designed as a bookmark. It's just a solution and application design from my point of view. I'd like to get advice.
The application is designed from my perspective as I would like to use it. What I need is:
1) Edit this app by scrolling
2) Apply the code to the application
3) Create a script that will perform a periodic calculation on updated data
4) Replace Bollinger band with Deviations. Bollinger bands periods will be removed in future release. Here I need to replace with another script, where is also possible to set "Deviation", not only moving average.
5) Add Kalman filter
6) Optimize code to retrieve data from MySQL. ODBC is slow, JDBC is unstable with larger data. I only use basic calls.
Detail description is in individual .PNG files.
The first tab “HOME” is used to enter all parameters like to choose database, tables, symbols, bars history, input for timer, working checker (database is connected), …
The second tab shows the resulting curve of each symbol combination that is specified on the "Home" tab, including Bollinger Bands.
The numeric tabs then match the combination of symbols on the "Home" tab. The number of numbered tabs will correspond to the number of filled rows on the "home" tab.
We can combine two, three or four symbols. We will run a small modified script for each combination. For testing, I enclose a variant code with three symbols.
1) The application must be responsive, especially so that the charts expand according to the size of the application / monitor. Then scroll with the minimum height of the graph.
2) The calculation must not be stopped if there is a strange value in the database, such as NaN. Then continue to the next combination of symbols.
3) Fast solution
4) Symbol whisperer
5) All graphs with - grid on
6) The code has to be well commented
7) Code will be for Matlab R2019a
11 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_26% %project_currencyDetails_sign_sub_27% tähän työhön
Interesting project! We are good team in many experiences in Mtlab. We are masters of math and DB design. If you keep in touch with us, you can get satisfy result. Thanks a lot!