Completion of Speed Optimised Code

It has been a few weeks since my last post and during this time I have been busy working on writing compiled C++ Octave functions (in the interests of speed optimisation) for the previously mention indicators. This has been more difficult and time consuming that I imagined it would be, but I am happy to say that the bulk of this work is now complete. I have also written a C++ Octave function based on these indicators to create synthetic price series for optimisation purposes. At the moment the look back period for this synthetic price series construction is fixed at 21, but now I am in a position to make this look back period adaptive to the measured period of the synthetic price series, just as the indicators are intended to be applied to "live" data. My "things to do" page has been updated to reflect this completed work, and new ideas stemming from this have been added.