There is some R Code at R-SIG-Finance: https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004639.html
Thanks for your link. I saw this before and look like far from complete. He was asking question and wonder why it didn't work.
From what I understand, the code is actually working but crude. He is optimizing over 7 parameters instead of what Sornette proposes in his latest papers (slaving 4 parameters). So he gets stuck in the first local minimum in an unnecessary blown up search space. Do you expect much from LPPL? I found Sornettes trading simulations rather discouraging.
Is that irony (i am not a native speaker)? A few years ago we tested it at my former employer. Wasn't really successful. Sornette published a paper where he combined it with pattern recognition to do actual trading. Could not find it on his page but the results were not impressive. Anyway you can't use R or matlab to program it properly because you need to intercept gaussian elimination and simplex optimization. Take "numerical recipes" then it should not take more than a week.
Can you give me some suggestion on how to test if a trend is coming/stop? I still cannot find a good research paper about this yet.
Not really. Maybe regime switching with hidden markov models. Or this stuff: http://asiaetrading.com/tobias-preis-founder-artemis-capital-video-interview-with-asiaetrading/ http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2260189