Lo, Andrew W., Harry Mamaysky, and Jiang Wang. “Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation.” The journal of finance 55, no. 4 (2000): 1705-1765.

https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.00265?casa_token=j5pbPpiUKMwAAAAA:KnEXeNeVDfGTYhWMU4s1Dr26W0vrjhIpUVveGT-lFmgSmyV3H1hKvshqTjD-W7xKtUOLnJWIosMcTgXVrA