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Hi Anthony:
Here is an example of isolating a 3daydn pattern:
Day3Dn=C > Ref(C,-1) AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2)
<Ref(C,-3)AND Ref(C,-3)<Ref(C,-4)AND Ref(C,-4)>Ref(C,-5);
Which states today is up, last 3 days down and the 4th was up.
Here's what I was trying to achieve and I believe Eugene is seeking
the same:
Years ago I bought a pattern recognition program. It was in Dos,
expensive, clumsy and very restrictive. But the stats it produced
were excellent. It allowed you to pick the pattern from the chart by
entering the dates of the pattern. Here's an example of some of the
stats. Remember this is an isolated pattern that meets the above
3daydn requirement:
3daydn pattern, 251 bars loaded, symbol XYZ:
24 patterns
up next day: 21
average gain: $1.50
Highest gain: $2.75
Lowest gain: $0.50
2 days up after pattern: 18
average gain: $3.25
Highest gain: $2.75
Lowest gain: $1.45
ETC etc.
down next day: 3
Average Loss on down day: $0.25
Highest loss on down day: 0.75
lowest loss: $0.25
etc etc.
As you can see that after this particular pattern appears the odds
favor holding at least 2 days or whatever. You can carry the stats
out up to 5 days after the pattern to determine the average gain or
loss following that pattern.
What I would like to see is a template where you enter your pattern
and it generates the above stats.
Hope this helps,
Dominick
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