if... then... else?

Hello,

I have the following problem:

• Assume a dataset [3000,1]
• We construct a variable ‘signal’, which will have the same size of our dataset. ‘signal’ will be either 1 or -1, based on the evolution of our dataset.
• At the starting point (1, 1), ‘signal’ will have the value 1. We keep this value until the dataset moves x % below its highest value during the time that ‘signal’ was equal to 1. From that moment on, the variable ‘signal’ will have the value -1.
• We keep this value until the dataset moves x % above its lowest value during the time that signal was equal to -1. From that moment on, the variable ‘signal’ will have the value 1 again.
• And so on, and so on...
• A short example may make my problem more clear:

x = 10%

• dataset / signal
• 97 / 1
• 100 / 1
• 93 / 1
• 89 / -1 / dataset moves x % below its highest value (100) during the '1' signal
• 86 / -1
• 80 / -1
• 93 / 1 / dataset moves x % above its lowest value (80) during the '-1' signal
• 94 / 1
• 95 / 1
• 92 / 1
• 80 -1 / dataset moves x % below its highest value (95) during the '1' signal
• … …

Can anybody help me with this issue?

Thanks

Pieter

[Walter Roberson]

I'm pretty sure you'll find an old cssm thread with exactly the same problem; see http://www.mathworks.com/matlabcentral/newsreader/

Answer 1

[Oleg Komarov]

Try this solution:

A = [97 100 93 89 86 80 93 94 95 92 80];

% Preallocate
Out  = ones(size(A));
% First element is momentarily the maximum
maxA = A(1);
% Positive sequence
pos  = true;
% Tolerance of 10%
x    = .1;
% Start from the second element (since the first is considered the max)
for ii = 2:numel(A)
    % 1
    if pos
        % If new maximum
        if A(ii) > maxA
            maxA = A(ii);
        % If threshold is broken downwards
        elseif A(ii)/maxA-1 < -x
            minA    = A(ii);
            Out(ii) = -1;
            pos     = false;
        end
    % -1    
    else
        Out(ii) = -1;
        % If new minimum
        if A(ii) < minA
            minA = A(ii);
        % If threshold is broken upwards
        elseif A(ii)/minA-1 > x
            maxA    = A(ii);
            Out(ii) = 1;
            pos     = true;
        end
    end
end

[Pieter]

Thank you very much!

Exactly where I was looking for!