Blog Posts by Andrew B. Collier / @datawookie


Comrades Marathon Attrition Rate

It is a bit of a mission to get the complete data set for this year’s Comrades Marathon. The full results are easily accessible, but come as an HTML file. Embedded in this file are links to the splits for individual athletes. So with a bit of scripting wizardry it is also possible to download the HTML files for each of the individual athletes. Parsing all of these yields the complete result set, which is the starting point for this analysis.

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Analysis of Cable Morning Trade Strategy

A couple of years ago I implemented an automated trading algorithm for a strategy called the “Cable Morning Trade”. The basis of the strategy is the range of GBPUSD during the interval 05:00 to 09:00 London time. Two buy stop orders are placed 5 points above the highest high for this period; two sell stop orders are placed 5 points below the lowest low. All orders have a protective stop at 40 points. Read More →

Swing Alert Indicator

I’ve just finished coding a swing alert indicator for a client. The rules are rather straightforward and it all depends on two simple moving averages (by default with periods of 25 and 5).

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Plotting categorical variables

In the previous installment we generated a few plots using numerical data straight out of the National Health and Nutrition Examination Survey. This time we are going to incorporate some of the categorical variables into the plots. Although going from raw numerical data to categorical data bins (like we did for age and BMI) does give you less precision, it can make drawing conclusions from plots a lot easier. We will start off with a simple plot of two numerical variables: age against BMI. Read More →

Loading Data from a Tab Delimited File

I have just started preparing a series of talks aimed at introducing the use of R to a rather broad audience consisting of physicists, chemists, statisticians, biologists and computer scientists (plus a few other disciplines thrown in for good measure). I want to use a single consistent set of data throughout the talks. Finding something that would resonate with such a disparate set of people was quite a challenge. After playing around with a couple of options, I settled on using data for age, height and mass. Read More →

Support & Resistance Indicator

I was recently browsing through the variety of MetaTrader indicators for support and resistance levels. None of them ticked all of my boxes. Either they were not aesthetically pleasing (making a mess of my pristine charts) or they failed to produce what I consider to be reasonable levels. So, embracing my pioneering spirit, I set out to fashion my own indicator, one which will ultimately tick all of my boxes! Read More →