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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: Brian Hornby who wrote (25317)6/15/1999 4:34:00 AM
From: Patrick Slevin   of 44573
 
It would not be that easy for the machine to I.D. the pattern. Certainly not as hard as instructing a box how to tell the difference between Madras and Plaid but still not easy.

If you were to look at 5/17 and 5/19/99 they have the same pattern, for example. So does 6/2/99. Those are three simple days, with an easily identifiable pattern. That might be programmable, but there are much more complex days.

<Another possibility would simply be to say the last 30 days or whatever trading history is the pattern, and then correlate that backwards in time looking for matches. I suspect that won't work as it sounds too easy >

Actually, that's pretty hard. Although if I recall correctly the number of days that you mention comes quite close to pattern analysis for Long Term Trading. Peter knows more about that than I. What is hard is the amount of data required. On a daily basis I have a decade of intraday patterns. So I can isolate, or try to isolate, a likely set of patterns going into any given day and determine the likely outcome.

Now my data has line items for over 2,000 days. With Long Term, each year would only have 13 entries. so a database of "similar" sets of patterns would have to date back to the 1800s to get even close to the the same level of prior sets of circumstances. Not that it cannot be done, just that normally it would be done in a different fashion than the methodology that is used for intraday analysis.
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