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Showing posts with label Oanda. Show all posts
Showing posts with label Oanda. 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...
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:
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...
Saturday, 11 May 2024

End of Initial Tests of Trading Forex News Announcements

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Following on from my  previous post I have completed the same tests as outlined in that post on other currencies and the summary results ar...
2 comments:
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:
Friday, 19 April 2024

Trading Forex News

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This post, as the title suggests, is about trading forex news releases and, incidently, is a small update to the appearances of my PositionB...
4 comments:
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 ...
Wednesday, 22 November 2023

Update to PositionBook Chart - Revised Optimisation Method

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Just over a year ago I previewed a new chart type which I called a "PositionBook Chart" and gave examples in this post and this o...
3 comments:
Friday, 18 November 2022

PositionBook Chart Example Trade

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As a quick follow up to my previous post I thought I'd show an example of how one could possibly use my new PositionBook chart as a tra...
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...
Friday, 17 September 2021

Matrix Profile and Weakly Labelled Data - Update 1

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This is the first post in a short series detailing my recent work following on from my  previous post. This post will be about some problem...
Friday, 27 August 2021

Another Iterative Improvement of my Volume/Market Profile Charts

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Below is a screenshot of this new chart version, of today's (Friday's) price action at a 10 minute bar scale: Just by looking at the...