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The information is shown below for the 20 daysto make the Simple Moving Average

ID: 2315696 • Letter: T

Question

The information is shown below for the 20 daysto make the Simple Moving Average Filters. Use the first 5 days for the short-term filter and all the days for the long-term filter. Be careful not to make any careless mistakes as it is very easy to go wrong in taking down the values.

Date - Closing Price

01/07/14 - 32.8400

02/07/14 - 33.3900

03/07/14 - 33.6400

04/07/14 - 33.7800

07/07/14 - 33.8700

08/07/14 - 33.5900

09/07/14 - 33.1800

10/07/14 - 33.1600

11/07/14 - 33.3500

14/07/14 - 33.5400

15/07/14 - 33.2300

16/07/14 - 33.1500

17/07/14 - 33.2100

18/07/14 - 33.4200

21/07/14 - 33.3900

22/07/14 - 33.3700

23/07/14 - 33.5000

24/07/14 - 33.5800

25/07/14 - 33.7500

28/07/14 - 33.5200

In MATLAB create a short-term SMA filter (-5 days) and a longer-term SMA filter 20 days) and apply these to the closing prices of your stocks (use MATLAB filter function to do this). Plot the outputs in MATLAB

Explanation / Answer

MATLAB code is

function [P] = filter123(A)
[x]=textread('filterdata.txt','%s');
j=1;
k=1;
for i=1:A
    p(j)=x(k,1);
    q(j)=x(k+2,1);
    k=k+3;
    j=j+1;
end
plot(p,q)
end