Stock market trading rule discovery using technical charting heuristics

W Leigh, N Modani, R Purvis, T Roberts - Expert Systems with Applications, 2002 - Elsevier
W Leigh, N Modani, R Purvis, T Roberts
Expert Systems with Applications, 2002Elsevier
In this case study in knowledge engineering and data mining, we implement a recognizer for
two variations of the 'bull flag'technical charting heuristic and use this recognizer to discover
trading rules on the NYSE Composite Index. Out-of-sample results indicate that these rules
are effective.
In this case study in knowledge engineering and data mining, we implement a recognizer for two variations of the ‘bull flag’ technical charting heuristic and use this recognizer to discover trading rules on the NYSE Composite Index. Out-of-sample results indicate that these rules are effective.
Elsevier
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