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<SPAN
class=923365614-17102003>maybe I'm being a non-mathematical wimp, but how could
a trading system predict genuinely random behavior? I'd think a trading system
that did well at that would be trading on residual non-random behavior of
the generator.
<SPAN
class=923365614-17102003>
<SPAN
class=923365614-17102003>are markets actually random? if they really are, excel
and AB both can generate random numbers. if you mean something that's "random"
but somehow similar to "the market", I'd be even more afraid that a winning
strategy would be trading on patterns in the generator itself, rather than
something inherent in the market.
<SPAN
class=923365614-17102003>
<SPAN
class=923365614-17102003>dave
<SPAN
class=923365614-17102003>
<BLOCKQUOTE
>I
am looking for a random data generator. I have looked at Ami function and
in excel. But neither produce o/h/l/c. I want to be able to import the
data into Ami and backtest on the same data. My thinking is to backtest
over several sets of data and if the results are close maybe I have
something.Any thoughts
ThanksJohn
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