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Dave,
See Below
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> maybe I'm being a non-mathematical wimp, but how could a trading
system
> predict genuinely random behavior?
I'm not looking to predict the market. Just react to it. So
many
times I find a decent system on one equity, only to find that it
doesn't work on another.
>I'd think a trading system that did well
> at that would be trading on residual non-random behavior of the
generator.
>
> are markets actually random?
I personally think the markets are random but that's another
discussion.
>. if they really are, excel and AB both can
> generate random numbers.
I am looking for o/h/l/c Can Ami produce that? How?
> 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.
Yes I agree. I don't know if this will work or not. Its probably
already been tested.
>
> dave
>
> 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
>
> Thanks
>
> John
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> 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.
>
> 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.
>
> dave
>
> 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
>
> Thanks
>
> John
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