Hi Charles,
Thank you for the links!

Regards,

-Mark-

2009/7/21 Charles Ward <cwrward@gmail.com>

> The paper by Lo et all is :Foundations of Technical Analysis:
> Computational Algorithms, Statistical Inference, and....<http://web.ebscohost.com/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46a9JsKmvULGk63nn5Kx95uXxjL6trUqvpbBIrq%2beTLioslKzr55oy5zyit%2fk8Xnh6ueH7N%2fiVauptUqvqbZRtK%2bkhN%2fk5VXj5KR84LPgjOac8nnls79mpNfsVbGqsU21pq8%2b5OXwhd%2fqu37z4uqM4%2b7y&hid=106>By:
> Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang. Journal of Finance, Aug2000,
> Vol. 55 Issue 4, p1705-1765,
> Some other articles that might be usefulAre technical trading rules
> profitable? Evidence for head-and-shoulder rules.<http://web.ebscohost.com/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46a9JsKmvULGk63nn5Kx95uXxjL6trUqvpbBIrq%2beTLioslKzr55oy5zyit%2fk8Xnh6ueH7N%2fiVauptUqvqbZRtK%2bkhN%2fk5VXj5KR84LPgjOac8nnls79mpNfsVbemt0uyr64%2b5OXwhd%2fqu37z4uqM4%2b7y&hid=106>By:
> Lucke, Bernd. Applied Economics, 1/10/2003, Vol. 35 Issue 1
> On the Existence of Visual Technical Patterns in the UK Stock Market.<http://web.ebscohost.com/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46a9JsKmvULGk63nn5Kx95uXxjL6trUqvpbBIrq%2beTLioslKzr55oy5zyit%2fk8Xnh6ueH7N%2fiVauptUqvqbZRtK%2bkhN%2fk5VXj5KR84LPgjOac8nnls79mpNfsVbeqtUy1p7I%2b5OXwhd%2fqu37z4uqM4%2b7y&hid=106>By:
> Dawson, Edward R; Steeley, James M.. Journal of Business Finance &
> Accounting, Jan2003, Vol. 30 Issue 1/2, p263-293,
> METHODICAL MADNESS: TECHNICAL ANALYSIS AND THE IRRATIONALITY OF
> EXCHANGE-RATE FORECASTS.<http://web.ebscohost.com/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46a9JsKmvULGk63nn5Kx95uXxjL6trUqvpbBIrq%2beTLioslKzr55oy5zyit%2fk8Xnh6ueH7N%2fiVauptUqvqbZRtK%2bkhN%2fk5VXj5KR84LPgjOac8nnls79mpNfsVbCrtkyyq7U%2b5OXwhd%2fqu37z4uqM4%2b7y&hid=106>By:
> Chang, P.H. Kevin; Osler, Carol L.. Economic Journal, Oct99, Vol. 109
> Issue 458, p636-661
>
> Charles Ward
>
> On Tue, Jul 21, 2009 at 8:16 PM, Mark Breman <breman.mark@gmail.com>wrote:
>
>> 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-
>> > > >
>> > > > [[alternative HTML version deleted]]
>> > > >
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