Converting a loop into vector operation - trading strategy

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Abdul
Abdul 2012-7-4
I am writing a trading strategy in MATLAB. At certain points dictated by an input array the trades are to be closed/opened. Also there is a stop loss parameter that can only close the trade. Currently I am using a while loop to go through each entry of the array which takes a lot of time for larger data sets. Are there any MATLAB functions that can speed up the process or there is any way I can convert the loop to vector operations speeding up the process?
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AC
AC 2012-7-4
Hi, I am not sure I get your question, would you please add a sample of your code along with more explanation of what you are trying to do?

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回答（1 个）

Daniel Shub
Daniel Shub 2012-7-4
In general MATLAB loops are no longer "slow". You need to figure out what is taking the time in your loop. The profiler can help with this, but you might also want to use tic/toc. Once you figure out what is taking the most time, you can optimize that.

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