Pattern Recognition

[herman]

I would like to data mining certain patterns - ideally would be a code which allows me to quickly change the parameters.

Example: Emini future contract 7/16 ES U3
the first two 30 min bars had together a range which covered
the previous total DAILY range. Has this happen before and how do I trade this pattern?

So far I am using TS/ Easy Language but my historical
database (tick data) is not big enough.

Any idea how to write the search code to get it going in eSignal?


Thanks

[Doji3333]

I will assist...

Herman,

I will try to assist you with your code (if possible), but I need to know more about what you want it to do..

Once you identify the pattern, how do you want it to report the information to you??

When you say "how should I trade it" - what do you want?? %% of lower closes vs. higher closes after x bars?? Lowest low/highest high x bars after pattern?? Any other ideas??

Depending on the complexity, I may have to address this on a "consulting" basis. This is because I can imagine all sorts of things that could be included with this file, plus I imagine that you want to test multiple patterns.

One suggestion I would have is to build the code so that it is able to handle multiple patterns and record everything into a LOG file (CSV). This way, you could load the log file into EXCEL and sort/organize the data.

Let me know what you think and give me a little more detail.

Brad

[herman]

Re: Reply to post 'Pattern Recognition'

thanks for the response.
A simple code for just one search would be fine. I just have to have a
structure and then I can change some of the parameters myself.

If you can help me with the code for the following search, that would be
great:

60 min range = range of first 60 minute bar (10 day Average)

If tomorrow's first 60 min bar > (60 min range x 1.2) then
B U Y at High of first 60 min bar + x
S E L L at Low of first 60 min bar - x

Sell at MOC

So far I have done this by using Easy Language/ TS but I am not happy with
their database.

Thanks
Hermann


>From: <[email protected]>
>To: [email protected]
>Subject: Reply to post 'Pattern Recognition'
>Date: Fri, 18 Jul 2003 09:53:33 -0800
>
>Hello herman,
>
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>