Tick Data Analysis Engine

This is personal trading research for intraday forex and gold, built around one question: which session windows actually lead somewhere worth trading. It takes raw tick data, pulls out session ranges like Asia and London, labels what happens after each one, and ranks the windows by outcome. One of the studies looks specifically at how the Asia range carries into the London session.

The work is split in two. A Python pipeline handles the extract, label, and rank steps, organised into data, feature, and analysis modules. A separate C# solution converts raw ticks into one-minute bars and carries its own tests. The results feed the YuRa strategy work.

Highlights

• Session-range extraction for Asia and London
• Forward-outcome labelling and ranking of session windows
• An Asia-to-London continuation study
• A Python analysis pipeline plus a tested C# tick-to-minute converter