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15 Aug 2024 5 minute read 0 comments fred_nurk
As I alluded to in my previous post, our implementation to our DBSCAN algorithm has a few shortcommings. So I want to take the time to go through the thought process of taking an algorithm we wrote and improving it to get better results. I probably w...
12 Aug 2024 5 minute read 0 comments fred_nurk
Starting off, for transparency reasons I want to state that sklearn has a module for the DBSCAN algorithm. But I like to make things with minimum dependencies just because it's more educational and more fun. One more thing I like to add, which I touc...
12 Aug 2024 2 minute read 0 comments fred_nurk
This article is meant to be complementary to the next few articles where we look into some algorithms that identify liquidity zones in an assets price data. It is not absolutely necessary to read but, especially if you're not familiar with data analy...
11 Aug 2024 3 minute read 0 comments fred_nurk
The first concept we are going to approach in this series im designing and automating an ICT strategy is going to be liquidity. This is a really interesting topic because it gives an insight to how institutional traders operate. The traditional defin...
