Hey guys and gals. I just had an interesting idea that sounds like something most mechanical system designers/traders have not done.

Let's say you identify a certain price pattern or indicator pattern. Name it "Price Pattern A". Plenty of backtesters would try to get a histogram of closing prices for 1, 2, 3,... days after Price Pattern A. However, wouldn't it be interesting to get a histogram of closing prices for 1, 2, 3,... days before Price Pattern A?

For instance, what if we found that any one of these were true:

1. 90 of the time, Price Pattern B preceded Price Pattern A within 10 days.
2. 5 of the time, Price Pattern C preceded Price Pattern A within 10 days.
3. Price Pattern D never preceded Price Pattern A within 10 days.