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Showing posts with label Data. Show all posts
Showing posts with label Data. Show all posts
Monday, 3 November 2025

Expressing an Indicator in Neural Net Form, Part 3.

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The results of the first set of tests of optimising an indicator via the framework of training a neural net are in, and this post is a prese...
Wednesday, 24 September 2025

Expressing an Indicator in Neural Net form, Part 2.

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Following on from my previous post, I have been experimenting with various tweaks to the basic set-up of expressing an indicator in the form...
Wednesday, 11 June 2025

A Replacement for my PositionBook Charts using Tick Volumes?

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At the end of my  previous post  I said that I would be looking into using tick volume to create a new indicator, and this post is about the...
Saturday, 5 April 2025

Use of HDF5 Format, and Some Charting Improvements

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Over the last few weeks/months I have found it necessary to revisit the basic infrastructure of my trading/computing set up due to increasin...
Monday, 30 December 2024

A "New" Way to Smooth Price

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Below is code for an  Octave compiled C++ .oct function to smooth price data. #include "octave oct.h" #include "octave dcolv...
2 comments:
Friday, 27 September 2024

Discontinuation of Oanda's OrderBook and PositionBook Endpoints via the V20 Framework

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Longtime readers of this blog are almost certainly aware that over the last few years I have posted several times about Oanda's OrderBoo...
9 comments:
Tuesday, 18 June 2024

Downloading Dukascopy Tick Data with Node Library

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As part of my investigations into forex news trading I have found it necessary to obtain forex tick level data for back testing purposes and...
Friday, 24 May 2024

Using Oanda's API to Place Entry Orders

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Since my last post about end of initial testing I have been working on Oanda API functions in Octave to programmatically place entry orde...
Sunday, 28 April 2024

Initial Test of Trading Forex News Announcements

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My first test of trading forex news announcements is to test the efficacy of breakouts immediately following a news announcement related to ...
1 comment:
Tuesday, 9 April 2024

A "New" Use for Kalman Filter on Price Time Series?

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During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this February 2023 p...
Thursday, 21 March 2024

Standard "Volume based" Indicators Replaced with PositionBook Data

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In my  previous post I suggested three different approaches to using PositionBook data other than directly using this data to create new, u...
Wednesday, 28 February 2024

Indicator(s) Derived from PositionBook Data

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Since my  last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in doing so. I ...
Friday, 11 November 2022

A New PositionBook Chart Type

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It has been almost 6 months since I last posted, due to working on a house renovation. However, I have still been thinking about/working on ...
1 comment:
Friday, 8 April 2022

Simple Machine Learning Models on OrderBook/PositionBook Features

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This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into the ...
2 comments:
Friday, 25 March 2022

OrderBook and PositionBook Features

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In my previous post I talked about how I planned to use  constrained optimization to create features from  Oanda's OrderBook and Posit...
Tuesday, 15 February 2022

A Possible, New Positionbook Indicator?

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In my  previous post I ended with saying that I would post about some sort of "sentiment indicator" if, and only if, I had someth...
Tuesday, 4 January 2022

Matrix Profile and Weakly Labelled Data - 2nd and Final Update

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It has been over three months since my  last post , which was intended to be the first in a series of posts on the subject of the title of t...