how to identify turning points in stock price data

Question

This question is a continuation of this one.

My goal is to find the turning points in stock price data.

So far I:

Tried differentiating the smoothed pri

Answer 1

Another approach based on some of the ideas here. For each point in the series, look at n points before and after (the window). If the value of the current point is the highest in the window, make it a peak turning point (if it lowest, make it a trough). Exclude the first and final n points in the series.

Experimented with monthly data and got the following with n=6.