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Category: Market Profile

11 November 202231 August 2024API, Data, intraday forex, Market Profile, Oanda, PositionBook, Volume Profile

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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4 September 2021intraday forex, Market Profile, Matrix Profile, Octave, Time Series Motifs

"Matrix profile: Using Weakly Labeled Time Series to Predict Outcomes" Paper

Back in May of this year I posted about how I had intended to use Matrix Profile (MP) to somehow cluster the “initial balance” […]

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27 August 2021intraday forex, Market Profile, Oanda, Volume Profile, VWAP

Another Iterative Improvement of my Volume/Market Profile Charts

Below is a screenshot of this new chart version, of today’s (Friday’s) price action at a 10 minute bar scale: Just by […]

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5 July 2021intraday forex, Market Profile, Octave, Volume Profile

Market Profile Low Volume Node Chart

As a diversion to my recent work with Matrix Profile I have recently completed work on a new chart type in Octave, namely a Market […]

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26 May 2021Clustering, intraday forex, Market Profile, Matrix Profile, Octave, Time Series Motifs, Volume Profile

Update on Recent Matrix Profile Work

Since my previous post, on Matrix Profile (MP), I have been doing a lot of online reading about MP and going back to […]

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5 February 2021Clustering, 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 I have recently created […]

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31 July 2020Currency Strength, intraday forex, Market Profile, Oanda, Octave, Volume Profile

Currency Strength Candlestick Chart

In my previous posts on currency strength indices I have always visualised the indicator(s) as a line chart, e.g. here. However, after some […]

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20 May 2020Market Profile, Octave, Volume Profile

An Improved Volume Profile Chart with Levels

Without much ado, here is the code ## Copyright (C) 2020 dekalog ## ## This program is free software: you can redistribute […]

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18 May 2020Market Profile, Octave, Volume Profile

A Volume Profile With Levels Chart

Just a quick post to illustrate the latest of my ongoing chart iterations which combines a levels chart, as I have recently […]

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16 May 2020Market Profile, Octave, Volume Profile

A Comparison of Charts

Earlier in May I posted about Market Profile with some charts and video. Further work on this has made me realise that my […]

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