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I'm trying to obtain some statistics in a bulk manner for certain
candle patterns. For example, how often do you find large
red-bar,green-bar,red-bar, as just one example?
Others could be any one of the other major candle patterns (morning
star, eve star, ... ).
My goal is the understand:
1. How often these happen in a give time period
2. What is the typical MFE/MAE after say 5 bars, assuming buying at
open
3. View these results in summary form so they can be
compared against each other.
Report *example* could be:
---------------------------
Pattern Name, Start Date, End Date, MFE, MAE, Num Patterns Found
Morning Star, mm/dd/yy, mm/dd/yy, 10, 20, 35
RGR, mm/dd/yy, mm/dd/yy, 20, 10, 5
Eve Star, mm/dd/yy, mm/dd/yy, 1, 5, 8
Any hints how I could generate such a report?
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