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Showing posts with label Octave. Show all posts
Showing posts with label Octave. 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, 3 September 2025

Expressing an Indicator in Neural Net Form

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Recently I started investigating  relative rotation graphs  with a view to perhaps implementing a version of this for use on forex currency ...
1 comment:
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:
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...
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 December 2023

Judging the Quality of Indicators.

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In my previous post I said I was trying to develop new indicators from the results of my new PositionBook optimisation routine. In doing so...
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:
Sunday, 20 August 2023

Currency Strength Revisited

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Recently I responded to a Quantitative Finance forum question  here , where I invited the questioner to peruse certain posts on this blog. A...
1 comment:
Tuesday, 30 May 2023

Quick Update on Kalman Filter and Sensor Fusion

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Managed to code it up and get it working, but at the end of the day I couldn't see any value added over just averaging the output of the...
Tuesday, 28 February 2023

Kalman Filter and Sensor Fusion.

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In the Spring of 2012 and again in the Spring of 2019 I posted a series of posts about the  Kalman Filter , which readers can access via the...
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, 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:
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...