Automatic Pattern Search

Bootstrap is basically resampling with replacement. You can find that in many commercial packages. I think SAS offers it.

Interesting blogging by Michael Harris I agree. By the way, his private journal I subscribe to called the market reversal from yesterday.

Any good book on the bootstrap methodology? I am searching but cannot find one.

Many. Try this one:

http://www.amazon.com/Bootstrap-Appl.../dp/0521574714

Do anyone find good pattern price? Could you podt any example in easylanguage?

I hope you realize that you posted in a thread that is inactive for about 2 years. This product has been replaced by Price Action Lab. I think the new version is a lot improved and more efficient than the APS version. Yes, you can find tons of patterns. I think posting code is not allowed as per software agreement but you can visit their website to get an idea what you can get. Google: Price Action Lab.

APS is one of the best programs ever developed for position traders. I use now after upgrading to it the new generation called PAL which is based on APS but has a few more functions. Here is an example of what it does. I also use PAL to determine if a market can be traded. I do not trade any market for which PAL does not give me a system that works in some out-of-sample. If PAL cannot find a system for me it means the market is too efficient to trade short-term. Note that this is not a curve-fitting tool. Also realize this is not a Holy Grail and unless you know what you are doing it won't help you to make any money. Risk management is the most important aspect of trading and unless you are well capitalized and control risk well nothing can help you.

I think this is a good use because PAL does not data-snoop and if it cannot find patterns in the first run it will not make new runs to try to find some after adding indicators. Here is a list of things you can do with PAL: pallist

Under search function 4 and 5 are good steps but they take long. I highly recommend going through step 4 at least before starting trading.

Check out the blog it is full of examples.