Structural price action model

Hello,

I have developed a price action model that explains market behaviour structurally rather than visually.

Most chart analysis today is subjective. Trends are inferred from visual sequences such as higher highs or lower lows, and patterns are identified by shape and appearance. While these descriptions can be useful, they do not explain why price behaves the way it does.

I believe financial markets are in a similar position to what genetics were before the discovery of DNA. Before DNA was identified in the 1950s, people could observe that 2 blue eyes parents would have a blue eyed child. The observations were correct, but the explanation was unknown.

Markets are in a comparable pre-DNA stage today. We can observe trends, reversals, and recurring patterns, but these remain visual descriptions rather than structural explanations.

I have developed a rule-based structural model that explains these behaviours. Trends, reversals, and classical chart patterns emerge as consequences of structure rather than visual interpretation. The framework provides objective definitions of trend, reversal, and strength, and can be formalised and coded for quantitative analysis.

This is not a trading system, indicator, or black-box model. It is a price action framework intended to describe the underlying structure of price behaviour. Conceptually, it sits closer to foundational work such as Wyckoff or Dow, but formalised into a rule-based structural model.

An example, two same highs would be viewed visually as the same. Yet my framework analyses each high structurally, so one may appear bearish whilst the other bullish. Despite their visual appearance being the same.

I’m interested in understanding who would benefit from such a framework and which areas of finance or research it may be relevant to.