[R-SIG-Finance] Pattern recognition in timeseries data

Joshua Ulrich josh.m.ulrich at gmail.com
Tue Jul 21 16:27:04 CEST 2009


Hi Mark,

I'm not aware of anything like this in R.  I avoided these types of
indicators in TTR because their definitions tend to be subjective.

I wouldn't be opposed to including such indicators in TTR as long they
could be well-defined.  Here are a couple examples of well-defined
head and shoulders patterns:
http://ssrn.com/abstract=217470
http://ssrn.com/abstract=993938

Best,
Josh
--
http://www.fosstrading.com



On Mon, Jul 20, 2009 at 7:13 AM, Mark Breman<breman.mark at gmail.com> wrote:
> Hi,
> I have searched for R packages/functions for recognizing (technical) trading
> patterns in timeseries data, but have not found any so far.
>
> Technical trading patterns could be Head & Shoulders patterns, double tops,
> wedges etc.
>
> Is there really nothing out there?
>
> Kind regards,
>
> -Mark-
>
>        [[alternative HTML version deleted]]
>
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