Post
Topic
Board Speculation
Re: Wall Observer - MtGoxUSD wall movement tracker - Hardcore
by
Richy_T
on 02/05/2013, 21:36:21 UTC

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.


It's not a matrix though, it's a list of prices and amounts at each point in time. No reason something like Matlab couldn't handle something like that, as mature as it is but I don't know if it does. Overkill for something like this though.