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Add a advanced example
It uses its own API which I packed between MTApi5 and MatLab. Possible that this is useless, but errors from the .NET assembly are more tradable.
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classdef TradingData < handle
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%TRADINGDATA Summary of this class goes here
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% Detailed explanation goes here
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properties
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core_trades
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net_signal
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net_class
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net_score
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net_input
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end
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properties (SetAccess=protected)
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size
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cnt
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end
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methods
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function obj = TradingData()
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%TRADINGDATA Construct an instance of this class
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% Create datastore for logging all data
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end
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function ok = setup(self,size,sizeTrades)
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%SETUP Summary of this method goes here
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% Setup Object
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% args:
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% 1 = Array Size (Bars)
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% 2 = Array Size Trades (default 1000)
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self.size = size;
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self.core_trades = zeros(sizeTrades,4);
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self.net_signal = zeros(size,1);
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self.net_signal = zeros(size,1);
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self.net_score = zeros(size,4,'single');
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a = repmat([0],3,500);
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self.net_input = repmat({a},size,1);
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classArray(size,1) = categorical(0);
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self.net_class = classArray;
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ok = true;
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end
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function set_Count(self,cnt)
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self.cnt = cnt;
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end
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function store_NetInput(self,data)
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self.net_input{self.cnt,1} = data{1,1};
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end
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function store_NetOutSignal(self,data)
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self.net_signal(self.cnt) = data;
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end
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function store_NetOutClass(self,data)
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self.net_class(self.cnt,1) = data;
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end
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function store_NetOutScore(self,data)
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size = length(data);
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self.net_score(self.cnt,1:size) = data(:);
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end
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function reorganizeData(self)
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end
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% Getters
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function data = get_Data(self)
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end
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end
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end
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