Future Ideas to test, things to do

This page acts as an aide memoire for me to keep a record of my ideas for future testing as well as being a list of things I want to do e.g. tweak indicators, compile C++ octave functions etc. As such, this page will be constantly changing as ideas are added, ideas are tested and either accepted and made part of the system or rejected and deleted from the page, the "to do" list items are done. Most of what is on this page probably won't make much sense to readers.
  • Oanda_API download script for positionbook
  • Create indicator (fmincon?) from positionbook data
  • Script to backfill above to match orderbook
  • currency strength momentum switching system on 10min bars
  •  having completed the coding of market_type.cc ensure that all production indicator calculations used as input to the function conform to those used in the MC generation of the market_type.cc look-up tables - specifically
  • prices are smoothed in a 1 2 2 1 FIR filter prior to the Cybercycle being calculated
  • Tukey chart ucl/lcl calculations are applied to this cybercycle calculation without any further smoothing
  • the price_cl_mults & cyber to price cl_mults in production indicators are the same as those used in the above mentioned MC generations
  • lookback in production indicators is period + 1