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John:
Back in June of 2002, Leo Timmermans wrote a small program for AB called
scrambler.exe. It was based on Tuchar Chande's work. It works by taking the last
x bars of data from any stock or watchlist of your choosing (x = any number you
choose), scrambling them, and then generating random OHLC data x bars into the
future. You can then apply your system to the new data to see if it can spot any
price inefficiencies even though the data are random. It's a very slick program.
I no longer have it on my hard drive, but if you do a search around May
or June of 2002, you might find references to it. I remember I posted a
trial test of it. Maybe Leo is monitoring this list and if he is, he can chime
in. Good luck. Let me know how it turns out.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
John
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 17, 2003 10:53
AM
Subject: [amibroker] Random Data
Generator
Group,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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