function varargout = leadlag(P,N,M,scaling,cost)
%LEADLAG returns a trading signal for a simple lead/lag ema indicator
%Leadlag函数返回一组交易信号,这组信号分别是以lead、lag为移动均线指标。ema:Exponential Moving Average,即指数平均数指标。
% LEADLAG returns a trading signal for a simple lead/lag exponential
% moving-average technical indicator.
%
% S = LEADLAG(PRICE) returns a trading signal based upon a 12-period
% lead and a 26-period lag. This is the default value used in a MACD
% indicator. S is the trading signal of values -1, 0, 1 where -1 denotes
% a sell (short), 0 is neutral, and 1 is buy (long).
%S返回一组基于12日的交易日的lead和一个26日lag均线,这是空缺值时应用的MACD指标。S是一组交易信号,它由-1,0,1组成,-1代表卖出,0代表中性,1代表买入。
% S = LEADLAG(PRICE,N,M) returns a trading signal for a N-period lead and
% a M-period lag.
%PRICE输入数据,N、M分别为两个周期,前者小于后者。
% [S,R,SH,LEAD,LAG] = LEADLAG(...) returns the trading signal S, the
% absolute return in R, the Sharpe Ratio in SH calcualted using R, and
% the LEAD or LAG series.
%LEADLAG函数返回交易信号S、绝对收益R、夏普收益SH、LEAD和LAG
% EXAMPLE:
% % IBM
% load ibm.dat