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 […]
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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 morecandle.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 moreUpdate 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 moreAn 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 moreHidden 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 moreTime 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 moreCandlestick 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 moreCandlestick 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 moreUsing 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 […]
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