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I found this, but I forgot who wrote it.
//Random Price Array
Buy=Sell=Short=Cover=0;
R=int(Random()*Optimize("Buy",50,1,100,1))/10;
T1=int(Random()*2)==1;
AddColumn(T1,"T1",1.2);
R=IIf(T1==1,-R,R);
SecondBar = Cum(1)==2;
T1=10*AMA2(1,(SecondBar==1),(SecondBar==0)*(1 + 0.01*R));
Plot(T1,"T1",4,1);
AddColumn(T1,"T1",1.2);
Filter = 1;
Dominick
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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
> ----- Original Message -----
> From: John
> To: 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
>
> Thanks
>
> John
>
>
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