I have a number of years of time series data of the format;
Date Time Open High Low Close
734141 1544 1.6152 1.6152 1.6152 1.6152
734141 1545 1.6152 1.6153 1.6151 1.6152
734141 1546 1.6152 1.6152 1.6152 1.6152
This is stored in an Access DB that I am able to import change dates, times, manipulate the data ect..
I would like to do analysis on data per day, such as Max(time_a, time_b), HighLow(t_a, t_b), price_direction(after_t_c), MovAv, interval_diff.
What I am having trouble with is the shape of my initial stored data in matlab. Should I store it as a single array of time series data, a double array or would a struc for each day be better. I eventually would like to run my complete data set of day data through functions I build, testing my models and ideas, creating flags when criteria are met.
I know this is a slightly unusual question as you all usually deal with code/math issues that can be solved by debugging or writing/suggesting code. If your unable to help would some one be able to point me in the direction of a matlab forum/group that might be able to advise. I am unemployed and not in a class or college so I don't have colleagues or profs to ask or discuss with.