Archives / 2016 / November
  • Get values of indicators in jforex

    Hello everybody,

    today I want to write a few words about getting indicators values for testing strategy. 

    Recently I had need to get ema value. But for my surprise following code didn't give me values, which I've seen on the screen:

    double ema = indicators.ema(instrument, period, side, AppliedPrice.CLOSE, emaTimePeriod, 1);

    And in order for getting proper indicator value I've found another fragment of code which gave me proper result:

    double ema89 =, Period.TEN_MINS, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 89, maType, indFilter, 1, prevBar.getTime(), 0)[0];

    with following variables declared:

    private static final IIndicators.MaType maType = IIndicators. … more

  • Notes about generalization improvement

    Hello everybody,

    today I want to write few words about different regularization techniques. I will compare L1 regularization, L2 regularization and adding noise to the weights during learning process.

    L2 regularization penalizes high weight values.

    L1 regularization penalizes values that do not equal to zero.

    Adding noise to weights during learning ensures that the learned hidden representation take extreme values. 


  • JForex-Utilities sample and JFQuantisan.jar

    Greetings to everybody.

    Recently when I visited blog of Paul Lam, I've noticed JFUtil 2.0 alpha demonstration of usage of his library JForex-Utilities.

    It is nice example, but very unformatted. It looks like this:

    So I've made formatting corrections, and put his sample on my page with formatting:

    package jforex.yz;

    import java.util. * ;

    import com.dukascopy.api. * ;

    import com.quantisan.JFUtil. * ;



    public class JfutilDemo implements IStrategy {

    private int counter = new Random().nextInt(100); // notice the lack of fields to manage JForex objects

    @Override public void … more

  • How to compile JForex-Utilities in Intellij Idea to receive JFQuantisan.jar

    Hello everybody,

    I continue my experimenting with dukascopy platform, and next issue which I faced was the following: "How to compile JForex-Utilities in Intellij Idea to receive JFQuantisan.jar"

    This question may sound trivial to experienced java developers, but such as I'm mainly .Net dev for me it was pretty comlicated ( i.e. googling, meditating ) question. 

    With help of google and power of reason I've found solution, which I want to describe step by step.

    So, let's get started.

    Download source code

    As it often happened, I've downloaded source code from github. By habit of Microsoft .Net developer I thought that I can press compile, and immediately receive .jar file. But my … more

  • Phoneme recognition is speech recognition

    Hello everybody,

    today I'd like to preserve in my blog few words of practical knowledge about speech recognition. One of the questions which raises in speech recognition systems is related to phoneme detection. 

    According to course at coursera following parameters showed practical. In oder for accurate recognition of what phoneme had been said at a particular time, neural network needs to know sound frequency from 100ms before that time to 100ms after that time. In other words if you need NN which will recognize phonemes, then give as input 100 ms or less into NN. more

  • Neural networks for machine learning at coursera

    Hello everybody,

    today I've completed following course at coursera:

    "Neural Networks for Machine Learning".

    I should admit, that this course was great but for me to pass all of it presented a challenge. But also I shoud notice that neural networks for machine learning was really informative course. I should admit that for me it was very interesting to learn more about perceptrons then I new. Remind myself about restricted boltzmann machine. Very discoverable for me was explanation about recurrent neural networks and how to derive math for recurrent neural networks. And much much more. 

    Also some parts were missing for me. For me it was hard to grasp about probabilities and Bayesian … more

  • Chocolatey usage for installing programs

    Hello everybody,

    today I want to document wonderfull tool. Chocolatey. It allows you to install quite big list of programs without need to search, download and setup them. 

    Before chocolatey will be able to execute anything at your pc, following command needs to be executed at your powershell:

    Set-ExecutionPolicy Unrestricted 

    and this one:

    iex ((New-Object System.Net.WebClient).DownloadString(''))

    As soon as chocolatey will be installed at your pc, you can execute following ps1 file:

    choco install pdfcreator -y --allow-empty-checksumschoco install firefox -y --allow-empty-checksumschoco install jre8 -y --allow-empty-checksumschoco install 7zip. … more

  • How to parse google search results

    Hello everybody,

    today I want to describe how to use C# for scrapping results. 

    For me it was surprising to see, that there is a stereotype that for scrapping the best tool or tools only to use are R, Python. And majority of people who needed functionality of parsing wanted that functionality in some of those languages. While I do agree that those are great languages, which really enhance toolbox of developer, I want to show also that in C# you can achieve similar results. 

    Below goes screenshot of C# program which sends request to google and receives result:

    Application workflow is pretty simple.

    You enter search request. At screenshot you can see that search request was i7 … more

  • User groups which are created in Active directory during Dynamics CRM installation

    Hello everybody,

    today I want to write few words about Active directory user groups, whcih are created/used during Dynamics CRM installation.


    Contains all Microsfot CRM users. It will be refreshed with each creation/removal of users from Dynamics CRM


    Also constains all users in Microsoft CRM. Users have read-only access to the filtered views in Dynamcis CRM


    Privileged CRM admins for special functions


    Members of this group have full access to Dynamics CRM db and this group is used by CRM platform layer