14 December 2018Octave Estimating the Bid-Ask Spread Below I provide a vectorised Octave function to estimate the bid-ask spread from high, low and close prices according to “A Simple […] Read more
18 October 2018Octave A Bull Bear Background Plotting Function for Octave As part of my recent research I have found it convenient to write another custom plotting function for Octave, which plots a single […] Read more
12 June 2018Octave candle.m Function Released I have just noticed that my previously accepted candlestick plot function now appears to have been released, release date 14 December 2017, […] Read more
7 June 2018Currency Strength, Data, Octave Update on Improved Currency Strength Indicator Following on from my previous post I have now slightly changed the logic and coding behind the idea, which can be seen […] Read more
28 May 2018Currency Strength, Octave An Improved Currency Strength Indicator plus Gold and Silver Indices? In the past I have blogged about creating a currency strength indicator ( e.g. here, here and here ) and this post talks […] Read more
2 March 2018Cycle Period, Octave, Synthetic Data Hidden Markov Modelling of Synthetic Periodic Time Series Data I am currently working on a method of predicting/projecting cyclic price action, based upon John Ehlers’ sinewave indicator code, and to test […] Read more
11 December 2017Market Classifier, Octave Time Warp Edit Distance Part of my normal routine is to indulge in online research for use useful ideas, and I recently came across An Empirical […] Read more
5 December 2017Octave Candlestick Plotting Function Submitted for Inclusion in Octave Financial Package I have today submitted an improved version of my basic candlestick plotting function, candle.m ( see previous post ) for inclusion in […] Read more
20 November 2017Octave Candlestick Plotting Function for Octave. I have long been frustrated by the lack of an “out of the box” solution for plotting OHLC candlestick charts natively in […] Read more
20 April 2017Currency Strength, Feature extraction, Moving averages, Neural nets, Octave, Savitzky-Golay Using the BayesOpt Library to Optimise my Planned Neural Net Following on from my last post, I have recently been using the BayesOpt library to optimise my planned neural net, and this post […] Read more