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Data
As part of my investigations into forex news trading I have found it necessary to obtain forex tick ...
Since my last post about end of initial testing I have been working on Oanda API functions in ...
My first test of trading forex news announcements is to test the efficacy of breakouts immediately following a ...
During the course of writing this blog I have visited the idea of using Kalman filters several times, ...
In my previous post I suggested three different approaches to using PositionBook data other than directly using this data ...
Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have ...
It has been almost 6 months since I last posted, due to working on a house renovation. However, ...
Bayesian Optimisation Data Feature extraction intraday forex Machine Learning Market Classifier Neural nets Oanda Octave
Simple Machine Learning Models on OrderBook/PositionBook Features
This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into ...
In my previous post I talked about how I planned to use constrained optimization to create features from Oanda's OrderBook ...
In my previous post I ended with saying that I would post about some sort of “sentiment indicator” if, ...
It has been over three months since my last post, which was intended to be the first in a ...
Recently a reader contacted me with a view to collaborating on some work regarding the Delta phenomenon but after ...
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