I didn't know that it was patented,thanks for the info. There go my plans for githubbing a small pandas(python) based version of same. Ill also look into the SP

I didn't know that it was patented,thanks for the info. There go my plans for githubbing a small pandas(python) based version of same. Ill also look into the SPA now. People also need to consider the kelly criterion,and abandoning Technical Analysis as "not even wrong". Signal Processing is TA for grownups but even then people have to bear in mind that the assumption of a linear system (a default assumption for signal processing) is generally incorrect as far as the market is concerned. In the strange position of having a potentially very viable trading model myself and no time or funds to trade with as yet.Potentially a better position than the converse however.