Post
Topic
Board Speculation
Re: Wall Observer - MtGoxUSD wall movement tracker - Hardcore
by
jbord39
on 02/05/2013, 21:15:48 UTC

I think matlab would be 100x easier than any if these options.  Just input data as matrices, (time, bid, volume, etc) and graph using mesh command.  Make a movie if you want as well.

I think you'd have to rework the data to be able to do a mesh (though Matlab may handle that for all I know).

No data manipulation required.  Just the bid/ask sums at each point in time for each price.  This provides the x, y, and z matrices it requires.

http://www.mathworks.com/help/matlab/ref/mesh.html

It would just be mesh(bid/ask sums, price, time)

If you have the matrices at least, which should be easy to get.