I want to search through a large historical data set and look for unique patterns that may be there. Here is some psudeo-data for the purpose of this post:
data = [1,2,3,4,5,6,
3,4,5,6,7,8,
1,2,4,4,5,9,
0,0,5,0,0,1,
1,2,3,4,5,6,
0,0,5,0,0,1,
0,0,5,0,0,1,
3,6,9,7,2,1,
0,6,5,0,0,1,]
Editied dataset has been added Ultimately this will somewhat automated the process of setting up mechanical strategies (more info and an example can be found here http://www.quantifiedstrategies.com/3-day-low-in-etfs/) Is there a way to do this short of searching for every possible combination? It is not too hard to find the obvious ones, but there are more that could be found, it just takes way to long to do manually.