Data Analysis program

Write a program that can analyse a large volume of simple data (individual tick/pip price movements on FOREX for 3-5 years) and produce results based on specific input parameters. Content of source data would need to be discussed to ensure compatibility. Program must be easily used and further/future data enter-able by me. Once the initial data is entered (eg 5,000,000 pip movements, up and down) the program must sort and analyse according to input parameters : -Block Size (BS) (eg 10pips), from starting point of data if there is a 10pip move UP then a 'green' block ("G") recorded, for a new G to be counted then another 10pip move UP would need to happen, for a 'red' block ("R") to be counted then the price would need to move DOWN by 20pips, another R would count if price moved 10pips further down and so on (note that there must be a move of double the BS for a change from G to R or R to G). Movements up and down of less than the BS will not come into account. Visual/Graph not needed. -Patterns (there are a finite number of possible patterns involving Green/Red that may occur if using sequences of 4-10 (X), eg if using a 6 block pattern there are 64 possible sequences). We are looking to identify the statistically most common patterns of X, in particular we are looking for a pattern that ends with an opposite block (ending in Red-Green or Green-Red) or at least the % incidence that an opposite block occurs after the end of the most common pattern(s). Ideal the program should show all patterns of X (in descending order, by % and also by numerical frequency) and also the % incidence of R/G after each pattern. -Weighting : older data may need to have a lesser significance than newer data (to be discussed) Price negotiable