% Figure 7.11 % plots closing price c[n] of QQQQ and MACD signal % c[n] plotted using o's % y[n] plotted usiing *'s c=csvread('QQQQdata3.csv',1,4,[1 4 149 4]); y1(1)=c(1); for i=2:149; y1(i)=y1(i-1)+.2*(c(i)-y1(i-1)); end; y2(1)=c(1); for i=2:149; y2(i)=y2(i-1)+.1*(c(i)-y2(i-1)); D(i)=y1(i)-y2(i); end; n=2:149; subplot(211),plot(n,D(n),'k',n,D(n),'k.') grid xlabel('Day (n)') ylabel('Difference in filter outputs') title('Figure 7.11 (a)') subplot(212),plot(n,c(n),'k',n,c(n),'k.') grid xlabel('Day (n)') ylabel('c[n]') title('Figure 7.11 (b)') subplot(111)