wclose

Weighted close

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wclose has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Syntax

WeightedClose = wclose(Data)

Description

example

WeightedClose = wclose(Data) calculates the weighted closing prices from the series of high, low, and closing prices. The weighted closing price is the average of twice the closing price plus the high and low prices.

Examples

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Open Live Script

Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
WeightedClose = wclose(TMW);
plot(WeightedClose.Time,WeightedClose.WeightedClose)
title('Weighted Closing Prices for TMW')

Input Arguments

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Data for high, low, and closing prices, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-3 matrix of high, low, and closing prices stored in the corresponding columns. Timetables and tables with M rows must contain variables named 'High', 'Low', and 'Close' (case insensitive).

Data Types: double | table | timetable

Output Arguments

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Weighted closing price series, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 312–313.

See Also

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Topics

Introduced before R2006a

Financial Toolbox Documentation

Support