A Method of Supporting ‘Point and Figure’ Chart Analysis using Pattem Matching

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  • パターン照合によるポイント・アンド・フィギュアチャート分析の支援方式
  • パターン ショウゴウ ニヨル ポイント アンド フィギュア チャート ブンセキ
  • A Method of Supporting ‘Point and Figure’ Chart Analysis using Pattem Matching

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Abstract

Chart analysis is one of market analysis techniques in the financial field. In chart analysis, patterns characteristic of price ups and downs are searched in the chart. When incorporating the chart analysis functionality into computer systems, pattern matching algorithm is required to reflect the human experts' know-how about chart interpretation. In this paper, we propose a method of supporting chart analysis using flexible template matching. On a chart called ‘point and figure (P&F), ’ characteristic patterns gathered by experts are registered as templates. Each template is described so that its shape can vary within the allowance reflecting the know-how. By using these templates, the pattern matching algorithm can find the characteristic patterns and their variations from the P & F pattern. Using the matching result, buying and selling timing signals are generated. Result of an experimental simulation using practical price data shows effectiveness of the proposed method.

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