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
http://mydatamine.com/?page_id=306
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...
Way2Freedom