21 December 202331 August 2024C++, Octave Judging the Quality of Indicators. In my previous post I said I was trying to develop new indicators from the results of my new PositionBook optimisation routine. […] Read more
5 April 2020C++, Data, Octave First Octave Function using Oanda API As part of my on-going code revision I have written my first Octave function to use the Oanda API. This is just […] Read more
16 May 2016C++, Cycle Period, Octave Giving Up on Recursive Sine Formula for Period Calculation I have spent the last few weeks trying to get my recursive sine wave formula for period calculations to work, but try […] Read more
3 February 2016C++, Conditional Restricted Boltzmann Machine, Feature extraction, Machine Learning, Neural nets, Octave, RBM Refactored Denoising Autoencoder Update #2 Below is this second code update. % select rolling window length to use – an optimisable parameter via pso? rolling_window_length = 50 […] Read more
21 December 2015C++, Digital Signal Processing, Octave John Ehler's Sinewave Indicator Code A reader recently inquired about my use of this indicator and so below I provide my Octave C++ .oct version that I […] Read more
13 October 2015C++, Digital Signal Processing, Feature extraction Giving up on Runge-Kutta Methods (for now?) Over the last few weeks I have been looking at using Runge-Kutta methods for the creation of features, but I have decided […] Read more