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Re: [amibroker] Re: Random Data Generator



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If you looked at the mailing list archive (http://www.amibroker.com/listarchive.html)
you would find it: http://groups.yahoo.com/group/amibroker/message/17728

Unfortunatelly since Yahoo strips attachments from the web archives I am attaching it here again.


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "John" <jea55129@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 17, 2003 5:28 PM
Subject: [amibroker] Re: Random Data Generator


> This is what I am looking for
> < http://www.metronome-trading.com.au/ > HistoryMaker. Free download 
> but only has 90 days data. I have tried emailing the owner and don't 
> get a response.
> 
> Thanks,
> 
> John
> ---In amibroker@xxxxxxxxxxxxxxx, "John" <jea55129@xxxx> wrote:
> > 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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