how to identify turning points in stock price data

Question

This question is a continuation of this one.

My goal is to find the turning points in stock price data.

So far I:

Tried differentiating the smoothed pri

Answer 1

That's works Patrick87, Thanks. Following are java function to implement the same:

Assume StockPrices has a map of key date and value StockPrice (price, average where x = 5)

private double getCx(StockPrices stockPrices, LocalDate executionDate, int x, double m) { return Math.abs(getFx(stockPrices, executionDate) - getGx(stockPrices, executionDate)) - m * getHx(stockPrices, executionDate, x); }

private double getGx(StockPrices stockPrices, LocalDate executionDate) {
    return stockPrices.getAvg(executionDate, 5);
}

private double getFx(StockPrices stockPrices, LocalDate executionDate) {
    return stockPrices.getPrice(executionDate);
}

public double getHx(StockPrices stockPrice, LocalDate localDate, int x) {
    //standard deviation
    return Math.sqrt(getVariance(stockPrice, localDate, x));
}

private double getVariance(StockPrices stockPrice, LocalDate localDate, int x) {
    double sum = 0;
    int count = 0;
    for (int i = - (x / 2); i <= (x / 2) ; i++) {
        LocalDate date = localDate.with(BusinessDay.add(localDate, i, stockPrice.getPriceMap(), 2));
        double avg = stockPrice.getAvg(date, 5);
        double price = stockPrice.getPrice(date);
        if (price != 0.0) {
            sum += Math.pow((price - avg), 2);
            count++;
        }
    }
    return sum / count;
}