there was a paper written by andrew lo et al ( I think early 2000's ) and it has<br />the word "trading rules" in it but i don't remember the exact name. it's probably on the web somewhere and maybe it could be helpful. good luck.<br /><br /><br /><br /><br /><br /><br /><p>On Jul 21, 2009, <strong>Mark Breman</strong> <breman.mark@gmail.com> wrote: </p><div class="replyBody"><blockquote style="border-left: #267fdb 2px solid; margin: 0pt 0pt 0pt 1.8ex; padding-left: 1ex">Hi Joshua,<br />Yes I think you are right; defining these patterns in an objective way with<br />an algoritme is difficult.<br /><br />There are existing implementations, but as far as I know they are<br />proprietary.<br /><br />Thank you for the links,<br /><br />-Mark-<br /><br />2009/7/21 Joshua Ulrich <<a href="mailto:josh.m.ulrich@gmail.com" target="_blank" class="parsedEmail">josh.m.ulrich@gmail.com</a>><br /><br />> Hi Mark,<br />><br />> I'm not aware of anything like this in R. I avoided these types of<br />> indicators in TTR because their definitions tend to be subjective.<br />><br />> I wouldn't be opposed to including such indicators in TTR as long they<br />> could be well-defined. Here are a couple examples of well-defined<br />> head and shoulders patterns:<br />> <a href="http://ssrn.com/abstract=217470" target="_blank" class="parsedLink">http://ssrn.com/abstract=217470</a><br />> <a href="http://ssrn.com/abstract=993938" target="_blank" class="parsedLink">http://ssrn.com/abstract=993938</a><br />><br />> Best,<br />> Josh<br />> --<br />> <a href="http://www.fosstrading.com" target="_blank" class="parsedLink">http://www.fosstrading.com</a><br />><br />><br />><br />> On Mon, Jul 20, 2009 at 7:13 AM, Mark Breman<<a href="mailto:breman.mark@gmail.com" target="_blank" class="parsedEmail">breman.mark@gmail.com</a>> wrote:<br />> > Hi,<br />> > I have searched for R packages/functions for recognizing (technical)<br />> trading<br />> > patterns in timeseries data, but have not found any so far.<br />> ><br />> > Technical trading patterns could be Head & Shoulders patterns, double<br />> tops,<br />> > wedges etc.<br />> ><br />> > Is there really nothing out there?<br />> ><br />> > Kind regards,<br />> ><br />> > -Mark-<br />> ><br />> > [[alternative HTML version deleted]]<br />> ><br />> > _______________________________________________<br />> > <a href="mailto:R-SIG-Finance@stat.math.ethz.ch" target="_blank" class="parsedEmail">R-SIG-Finance@stat.math.ethz.ch</a> mailing list<br />> > <a href="https://stat.ethz.ch/mailman/listinfo/r-sig-finance" target="_blank" class="parsedLink">https://stat.ethz.ch/mailman/listinfo/r-sig-finance</a><br />> > -- Subscriber-posting only.<br />> > -- If you want to post, subscribe first.<br />> ><br />><br /><br />[[alternative HTML version deleted]]<br /><br />_______________________________________________<br /><a href="mailto:R-SIG-Finance@stat.math.ethz.ch" target="_blank" class="parsedEmail">R-SIG-Finance@stat.math.ethz.ch</a> mailing list<br /><a href="https://stat.ethz.ch/mailman/listinfo/r-sig-finance" target="_blank" class="parsedLink">https://stat.ethz.ch/mailman/listinfo/r-sig-finance</a><br />-- Subscriber-posting only.<br />-- If you want to post, subscribe first.<br /></blockquote></div>