Triangle detection algorithm


I just want to share with the community this algo I created to detect triangle patterns. It's a proof of concept that detects peaks of highs and valleys for lows for a given period, and once a negative angle for highs combined with a positive angle for lows it places an order to buy.

I would appreciate any ideas to improve the identification of triangles

Please note this algo can be cpu intensive

Update Backtest

very interesting stuff.....thanks for this.

i wanted to ask at stackoverflow how to get an angle of some values.......


oh you have it from stackoverflow haha haha :)


Update Backtest


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