28 February 202431 August 2024Data, intraday forex, Machine Learning, Neural nets, Oanda, PositionBook, Volume Profile Indicator(s) Derived from PositionBook Data Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in […] Read more
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 […] Read more
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 […] Read more
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 […] Read more
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 […] Read more
26 March 2021Matrix Profile, R Code, Time Series Motifs, Volume Profile Market/Volume Profile and Matrix Profile A quick preview of what I am currently working on: using Matrix Profile to search for time series motifs, using the R […] Read more
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 […] Read more
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 […] Read more
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 […] Read more
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 […] Read more