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 […]
Read moreEnd of Initial Tests of Trading Forex News Announcements
Following on from my previous post I have completed the same tests as outlined in that post on other currencies and the summary […]
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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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Trading Forex News
This post, as the title suggests, is about trading forex news releases and, incidently, is a small update to the appearances of […]
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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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Update to PositionBook Chart – Revised Optimisation Method
Just over a year ago I previewed a new chart type which I called a “PositionBook Chart” and gave examples in this […]
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Currency Strength Revisited
Recently I responded to a Quantitative Finance forum question here, where I invited the questioner to peruse certain posts on this blog. Apparently […]
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