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3 years ago 0 45

In my previous post I talked about how I planned to use constrained optimization to create features from Oanda's OrderBook ...

4 years ago 0 42

Clustering Currency Strength Delta Phenomenon intraday forex Market Profile Oanda Octave R

A Forex Pair Snapshot Chart

After yesterday's Heatmap Plot of Forex Temporal Clustering post I thought I would consolidate all the chart types ...

4 years ago 0 45

Clustering Delta Phenomenon intraday forex Oanda Octave R

Heatmap Plot of Forex Temporal Clustering of Turning Points

Following up on my previous post, below is the chart of the temporal turning points that I have come ...

5 years ago 0 36

Data intraday forex Octave R

Market Profile Chart in Octave

In a comment on my previous post, visualising Oanda's orderbook, a reader called Darren suggested that I was ...

5 years ago 0 50

Currency Strength Cycle Period Delay Embedding Feature extraction Machine Learning Octave R

Ideal Cyclic Tau Embedding as Times Series Features

Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function ...

7 years ago 0 37

R R Code RStudio

Prepending Historical Data with Oanda's R API

As a follow on to my previous post, which was about appending data, the script below prepends historical ...

7 years ago 0 34

Data R R Code RStudio

Updating Historical Data Using Oanda's API and R

Following on from my previous post about downloading historical data, this post shows how previously downloaded data may ...

7 years ago 0 45

Data R R Code

Downloading Historical Data Using Oanda's API and R

It has been about 5 months since my last blog post and in this time I have been ...

8 years ago 0 39

Octave R

Loading and Manipulating Historical Data From .csv Files

In my last post I said I was going to look at data wrangling my data, and this ...

9 years ago 0 59

Feature extraction R

Recent reading

In my last post I mentioned that I was going away for the summer, but now I'm back. ...

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