Temporal Clustering on Real Prices
Having now had time to run the code shown in my previous post, Temporal Clustering, part 3, in this post I want to […]
Read moreCategory: Octave
Temporal Clustering, Part 3
Continuing on with the subject matter of my last post, in the code box below there is R code which is a […]
Read moreA Temporal Clustering Function, Part 2
Further to my previous post, below is an extended version of the “blurred_maxshift_1d_linear” function. This updated version has two extra outputs: a […]
Read moreA 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 moreCandlestick Pattern Scanner Functions
Since my last currency strength candlestick chart post it seemed to make sense to be able to scan said charts for signals, so […]
Read moreCurrency 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 […]
Read moreForex Intraday Seasonality
Over the last week or so I have been reading about/investigating this post’s title matter. Some quotes from various papers’ abstracts on […]
Read moreTime Warp Edit Distance as a Loss Function
Some time ago I posted about the time warp edit distance (twed) and recently I’ve revisited this as a possible loss function. […]
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 moreAn 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 […]
Read more