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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (25313)6/14/1999 9:47:00 PM
From: Brian Hornby  Read Replies (1) | Respond to of 44573
 
Thanks very much. I guess I see programming patterns perhaps trying things like cross-correlating the pattern of interest back for some years and look for peaks on the result. Then investigate if, in most cases, the market rallies or sells off after the pattern is complete. Defining the pattern would be crucial here. Also correlations for each pattern could be oscillators for input into the neural nets...

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 <g>