[R] Statistical Analysis of an Exchange Rate

[spencer davis]

So I've been researching statistical analysis for a considerable amount of
time and still haven't really found what I've been looking for and am
hoping that by getting help answering this question it will send me down
the right path to answering all of my questions. So I am hoping that
someone will be able to tell me how and what package I would need to do
what I'm about to describe. I want to take historical price data from 1
minute currency pair charts and find the probabilities of price moves after
a pullback immediately following an impulsive move. So I would have to set
the definition of an impulsive move as price moving a certain percentage in
a certain amount of time, I'd have to define a threshold as to what would
be considered a pullback and what wouldn't and then I'd like to gain the
information as to what the probability is of different percentage of moves
at different pullbacks, the different probabilities with different length
impulsive moves. Can anyone get me set on the right path here, I'm swimming
in information and am just so lost. Any help will be so much appreciated.
Thanks!

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