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A METHOD FOR CATEGORIZING PIVOT POINTS IN TECHNICAL ANALYSIS
A METHOD FOR CATEGORIZING PIVOT POINTS IN TECHNICAL ANALYSIS
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机译:技术分析中对点的分类的方法
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摘要
A method and product for identifying and categorizing pivot points in a timeseries,such as a time series of financial data (e.g. stock prices) or medical data(e.g. ECG, EEG). Themethod permits categorization of pivot points in a time series according totheir spatialimportance and temporal occurrence. The time series has a predetermined endpoint,predetermined maximum and minimum box sizes, and a predetermined box sizeincrement.The method consists of determining a breakout direction for the time series.Then, for eachincremental box size from the maximum to the minimum, pivot points areidentified.Commencing at the end point and working backwards through the time series, anypointwhere a reversal of more than the current box size occurs is identified. Foreach suchidentified point, the previous extreme, its associated lag from the end point,and the box sizeat which it is first identified is then recorded.
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