Preliminary Tests of Currency Strength Indicator
Since my last post on the currency strength indicator I have been conducting a series of basic randomisation tests to see if […]
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Loading and Manipulating Historical Data From .csv Files
In my last post I said I was going to look at data wrangling my data, and this post outlines what I […]
Read moreGiving Up on Recursive Sine Formula for Period Calculation
I have spent the last few weeks trying to get my recursive sine wave formula for period calculations to work, but try […]
Read moreRecursive Sine Wave Formula for Period Calculation
Since my last post I have successfully managed to incorporate the deepmat toolbox into my code, so now my RBM pre-training uses […]
Read moreRefactored Denoising Autoencoder Update #2
Below is this second code update. % select rolling window length to use – an optimisable parameter via pso? rolling_window_length = 50 […]
Read moreRefactored Denoising Autoencoder Code Update
This code box contains updated code from my previous post. The main change is the inclusion of bias units for the directed […]
Read moreRefactored Denoising Autoencoder Code
It has been quite a challenge but I now have a working first attempt at Octave code for autoencoder pre-training of weights for […]
Read moreJohn Ehler's Sinewave Indicator Code
A reader recently inquired about my use of this indicator and so below I provide my Octave C++ .oct version that I […]
Read moreDenoising Autoencoder MATLAB/Octave Code
Following on from my last post I have been looking for Octave code for the denoising autoencoder to avoid reinventing the wheel […]
Read moreRunge-Kutta Example and Code
Following on from my last post I thought I would, as a first step, code up a “straightforward” Runge-Kutta function and show how […]
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