implement bayesian filter to show up unusual events

[GoogleCodeExporter]

Use Gnu R or some other statistical tool to implement bayesian filtering of 
prices and volumes to highlight when something unusual happens.

This should be applied to all the raw data but probably not derived indicators. 
Not sure. Should look at each to see if any are worth trying

gap 1: Might find splits? Will show big overnight changes
close: Show large price jumps
advance/decline line: show market wide crash or boom

Original issue reported on code.google.com by peter.st...@1ab.ltd.uk on 9 Jan 2011 at 2:00