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Re:Algorithmic Trading: A Practical Tale for Engineers by rismay on Monday September 09, 2013 @01:05PM (#6354619)
I know this is late: but you get what I'm talking about: You could decompose movements over different frequencies ("Fractal Self Similarity) and test for some sort of state wise relationship between recent micro and macro movements. That's where the channel patterns come in - they are self similar at different time scales. The rules are pretty well known, but getting them coded is a different story. I always find MACD strategies which are only approximations.

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