Downloading Dukascopy Tick Data with Node Library
As part of my investigations into forex news trading I have found it necessary to obtain forex tick level data for back […]
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Using Oanda's API to Place Entry Orders
Since my last post about end of initial testing I have been working on Oanda API functions in Octave to programmatically place […]
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Initial Test of Trading Forex News Announcements
My first test of trading forex news announcements is to test the efficacy of breakouts immediately following a news announcement related to […]
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A "New" Use for Kalman Filter on Price Time Series?
During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this […]
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Standard "Volume based" Indicators Replaced with PositionBook Data
In my previous post I suggested three different approaches to using PositionBook data other than directly using this data to create new, unique […]
Read moreIndicator(s) Derived from PositionBook Data
Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in […]
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A New PositionBook Chart Type
It has been almost 6 months since I last posted, due to working on a house renovation. However, I have still been […]
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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 the relevance of such […]
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OrderBook and PositionBook Features
In my previous post I talked about how I planned to use constrained optimization to create features from Oanda’s OrderBook and PositionBook data, which […]
Read moreA Possible, New Positionbook Indicator?
In my previous post I ended with saying that I would post about some sort of “sentiment indicator” if, and only if, I […]
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