Experimental Quantitative Research

Technical Pattern Analysis

A rule‑based pattern detection engine with optional LSTM filtering. Designed for educational exploration of equity price data.

Live Scan
Engine

Real‑time pattern detection on streaming data. Includes LSTM post‑filtering (optional).

Launch Scanner

Historic
Backtester

Walk‑forward validation on local datasets. Compare against baseline strategies.

Open Backtester
⚠️ Research & Educational Use Only
This tool does not provide investment advice. All patterns and signals are experimental and should not be used for real trading decisions. Past performance is not indicative of future results.

Pattern Detection

Rule‑Based Geometry

Uses argrelextrema to find peaks/troughs and applies strict geometric constraints (symmetry, slope, retracement) to identify formations.

deterministic
LSTM Confidence Filter

Optional PyTorch LSTM trained on‑the‑fly to adjust confidence scores. Does not influence detection, only post‑processing.

optional

Evaluation

Walk‑Forward Validation

Expanding window backtesting avoids look‑ahead bias. Reports Sharpe, max drawdown, and win rate.

robust
Baseline Comparisons

Compares pattern signals against Buy‑and‑Hold and SMA crossover to assess added value.

benchmark

Transparency

Unit Tests

Deterministic pattern detectors are covered by pytest with synthetic test cases.

tested
Results Notebook

Jupyter notebook with example detections and performance metrics overlaid on price charts.

reproducible

Supported Patterns

// DETERMINISTIC RULES
Head & Shoulders

Bearish reversal: left shoulder → head → right shoulder, with neckline breakout.

Double Bottom

Bullish reversal: two troughs of similar level, neckline breakout above.

Cup and Handle

Bullish continuation: rounded cup followed by handle, breakout above rim.

Symmetrical Triangle

Consolidation with converging trendlines; breakout can be bullish or bearish.