Identify pre-sign changes

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Jan Morawietz
Jan Morawietz 2014-11-22
评论： John D'Errico 2014-11-22
Assume I have a sequence of +1 and -1 only, randomly chosen..
If I want to identify the sequence point where the pre sign changes, i want to know the number of a second sequence which has the same length...
My code below does not work.. It figures out when the numbers change from positive to negative but after the sequence continues have negative numbers MATKAB still attaches the numbers from the second sequence..
BTW: Im new to MATLAB
thank you for any advice!!!
best Jan
%%%%%%%%%%%%%%%%%%%%%%% xx1 contains only -1 and +1 price contains stock prices which should should be implemented to xx2
for n = 1:length(x1)-1
for k = 2:length(x1)
if xx1(k) ~= xx1(n)
xx2(n) = 0;
else
xx2(n) = price(n);
end
end
end

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Orion
Orion 2014-11-22
I'm not sure to get your problem.
something like
% here changes of sign appear at positions : 3,4,5 and 8
x1 = [1 1 -1 1 -1 -1 -1 1];
% find changes
MySignChangingIndex = find(x1(1:end-1)~=x1(2:end))+1; % gives MySignChangingIndex = [3 4 5 8];
% calculates xx2
xx2 = zeros(size(price));
xx2(MySignChangingIndex) = price(MySignChangingIndex);
  1 个评论
John D'Errico
John D'Errico 2014-11-22
Simpler is just...
find(diff(x1))
which will identify sign changes, since it just searches for any change at all.

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