Ulcer and Pain Index and Ratios

Version 1.11.0.0 (4.48 KB) by Matthaeus
Ulcer Index and Ulcer Performance Index (Martin Ratio)
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Updated 18 Aug 2016

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This is the well known ulcer index and associated ulcer performance index, used as performance metrics or sometimes as technical indicators.

Cite As

Matthaeus (2024). Ulcer and Pain Index and Ratios (https://www.mathworks.com/matlabcentral/fileexchange/52348-ulcer-and-pain-index-and-ratios), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.11.0.0

Changed numerator (return) to CAGR (assumes input bars are 1 biz day), but gross return or mean daily return could also be used. Also added pain index/ratio, which is a similar indicator. Finally, allowed for output of moving indicator.
1.1.0.0

Revised the title
1.0.0.0