We are building a trend recognizing trading software. We have a pre-determined trading direction in the FX (currency) market. i.e. we assume a certain currency pair to appreciate or depreciate, now the software should:
a) learn from prior (3-6 months tick data) to predict when a \'major move\' is about to happen
b) trigger trades that last at least 5 minutes and maximum of 200 minutes to gain from the predicted \'major move\'
We have all tick data and would like you to provide a \'detection algorithm\' for a \'major move\'.