It is my understanding that you are trying to identify what trade classification a stock transaction is based on the two rules mentioned above in the question.
% Assuming you have the data loaded as a Table in a variable named data_sub
% The logic would look something like this
Total_buy_trades = 0;
Total_sell_trades = 0;
Total_not_classifiable_trades = 0;
for i = 1:height(data_sub)
% Extracting information about oen instance from the table
Ask = data_sub.prevailing_ask(i);
Bid = data_sub.prevailing_bid(i);
price = data_sub.price(i);
mid_quote = (Ask+Bid)/2;
% Quote Rule
if price > mid_quote
Total_buy_trades = Total_buy_trades + 1;
elseif price < mid_quote
Total_sell_trades = Total_sell_trades + 1;
else
% Tick Rule
% Finding Last_trade_price
Last_traded_price = price; %Initially assigning to the current value
for j = i:-1:1
if data_sub.price(j) ~= price
Last_traded_price = data_sub.price(j);
break;
end
end
if price > Last_traded_price
Total_buy_trades = Total_buy_trades + 1;
elseif price < Last_traded_price
Total_sell_trades = Total_sell_trades + 1;
end
end
end
