Tick2Bar Matlab script

Publisher review:
Tick2Bar divides a time series into periods and returns high, low, open, close, volume. TICK2BAR[T,H,L,O,C,V]=Tick2Bar(t,p,v,g)Divides a time series into periods of g days(may be less than one day).It is useful in conjunction with HIGHLOW[T,H,L,O,C,V]=Tick2Bar(t,p,v,g);highlow(H(:),L(:),C(:),O(:),'k',T(:));It returns:T date/time of the periodH high of the periodL low of the periodO open (first datum of the period)C close (last datum of the period)V volume of the periodgivent date/timep pricev volumeg time granularity [days]USAGE% test dataN=1e4;g=1/(24*60*60); % 1 minute granularityt=([1:N] rand(1,N)).*g; % timep=100 rand(1,N).*10; % pricev=1e4.*rand(1,N); % volume% add some test-NANsa=randperm(N);v(a(1:10))=nan;g=1/(24*60*60); % 1 minute granularity[T,H,L,O,C,V]=Tick2Bar(t,p,v,g);subplot(6,1,1:2);plot(t,p,'k');datetick;title('plot(t,p,''k'');')subplot(6,1,3);plot(t,v,'k');datetick;title('plot(t,v,''k'');');subplot(6,1,4:5);highlow(H(:),L(:),C(:),O(:),'k',T(:));datetick;title('highlow(H(:),L(:),C(:),O(:),''k'',T(:));');subplot(6,1,6);plot(T,V,'k');datetick;title('plot(T,V,''k'');');h=suptitle('[T,H,L,O,C,V]=Tick2Bar(t,p,v,g);');set(h,'FontSize',get(h,'FontSize').*2, ...'FontWeight','Bold'); Requirements: · MATLAB Release: R13
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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