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You might be interested in Visual Recurrence Analysis. The URL is
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--
M. Edward Borasky znmeb@xxxxxxxxxxxx http://www.teleport.com/~znmeb
If God had meant carrots to be eaten cooked, He would have given rabbits
fire.
-----Original Message-----
From: Kevin Morgan <kmorgan@xxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Monday, January 18, 1999 11:30
Subject: GEN: phase behavior in price action
>I've got a notion about market action I'd like some feedback on.
[snip]
>Market price/time graphs exhibit the same thing. A pattern
>emerges, goes for awhile, then changes, goes for awhile, changes,
etcetera.
>
>Might it be possible to:
>
> - build a canonical set of "phase behavior" patterns for a given
market,
> or even for "all" markets;
>
> - have an algorithm for "early detection" of probable phase change
and what
> the new phase type is;
>
> - select the trading algorithm best suited to the likely phase type;
>
> - execute that trading algorithm, and make real time adjustments if
> the phase identification component changes it's mind about what's
up.
>
>Obviously, the key to success is early and accurate detection of phase
>action, combined with the quality of the trading algorithm against that
>type of phase bahavior.
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