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Quantifying gait parameters and ambulatory monitoring of changes in these parameters have become increasingly important in epidemiological and clinical studies. Using high-density accelerometry measurements, we propose adaptive empirical pattern transformation (ADEPT), a fast, scalable, and accurate method for segmentation of individual walking strides. ADEPT computes the covariance between a scaled and translated pattern function and the data, an idea similar to the continuous wavelet transform. The difference is that ADEPT uses a data-based pattern function, allows multiple pattern functions, can use other distances instead of the covariance, and the pattern function is not required to satisfy the wavelet admissibility condition. Compared to many existing approaches, ADEPT is designed to work with data collected at various body locations and is invariant to the direction of accelerometer axes relative to body orientation. The method is applied to and validated on accelerometry data collected during a $450$-m outdoor walk of $32$ study participants wearing accelerometers on the wrist, hip, and both ankles. Additionally, all scripts and data needed to reproduce presented results are included in supplementary material available at Biostatistics online., (© The Author(s) 2019. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.)