Matrix Profile and Weakly Labelled Data – 2nd and Final Update
It has been over three months since my last post, which was intended to be the first in a series of posts on […]
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A Temporal Clustering Function
Recently a reader contacted me with a view to collaborating on some work regarding the Delta phenomenon but after a brief exchange of […]
Read moreDownloading FX Pairs via Oanda API to Calculate Currency Strength Indicator
In the past I have posted a series of blog posts about a Currency Strength Indicator (here, here, here and here). This blog post gives […]
Read moreA Second Orderbook Visualisation Chart
Below is code for a second way of charting ohlc price with Oanda’s order book levels. First, the function loads the relevant […]
Read moreRecording Oanda's Streaming Prices
As a quick update following on from my previous post about Market Profile, with a bit of help I have written the […]
Read moreMarket Profile Chart in Octave
In a comment on my previous post, visualising Oanda’s orderbook, a reader called Darren suggested that I was over complicating things and […]
Read moreVisualising Oanda's Orderbook
My earlier post of 26th March shows code to visualise the most recent instantaneous snapshot of Oanda’s order book, realised as a […]
Read moreGeneric Octave_Oanda_API Function
My last two posts have shown Octave functions that use the Oanda API to access and download data. In the first of […]
Read moreGet Latest Pricing Octave_Oanda_API Function
Following on from my my earlier, simple account summary API function, here is a function which downloads the latest pricing information for […]
Read moreFirst 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 […]
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