Hi Mark,
Thanks, I will google for it.

-Mark-

2009/7/21 <markleeds@verizon.net>

> there was a paper written by andrew lo et al ( I think early 2000's ) and
> it has
> 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.
>
>
>
>
>
>
> On Jul 21, 2009, *Mark Breman* <breman.mark@gmail.com> wrote:
>
> Hi Joshua,
> Yes I think you are right; defining these patterns in an objective way with
> an algoritme is difficult.
>
> There are existing implementations, but as far as I know they are
> proprietary.
>
> Thank you for the links,
>
> -Mark-
>
> 2009/7/21 Joshua Ulrich <josh.m.ulrich@gmail.com>
>
> > 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@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-
> > >
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> > >
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