DislikedA self organizing map would be far easier in theory to use. I just don't know how to make one, but you mentioned it's possible in Excel... could you elaborate?Ignored
scroll down 'till clustering.
If you have access to matlab then is the best one i recommend. Otherwise, either you try the free ones or you can use a trial verion of a commercial one. I had used before free excel add-in for SOM but i couldn't find now...I can check it out later, but you can try the soft list.
Let me know if you manage to aplly the SOM.
What I have tried before is a similar idea. instead of finding out the profitable pattern, i tried to find out the set of rules that are profitable in a specific range and apply those rules for making a trade. For that i used genetic programming to find out the set of rules...the results were promissing but didn't have the privelage of free time to continue my research and also there was a need for powerfull computing to make it work on realtime...