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Thomas:
That's exactly how Leo Timmermans program works, as I reported last night.
Al Venosa
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>
----- Original Message -----
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>From:
<A title=tchan95014@xxxxxxxxx
href="">tchan95014
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, October 18, 2003 12:26
AM
Subject: [amibroker] Re: Random Data
Generator
Hello,I think I did not explain well for the
previous post about the program I posted on amibroker-beta file area. ( I
copied my original post below)It uses Chande's idea, from an user
supplied base data quote file to generate N new data files that can be
imported into AB. It does NOT generate new date, it re-uses the date range
from the base file.Hence, after all the new data files generated and
imported, it is just like you have N new tickers with same beginning date
and ending date. You can backtest them individually or use the new
portfolio backtest file on them.at current design, you can
generate up to 1000 new data files in one shot, each can have up to 20
years worth.Thomas---Hello,Here is a little
program that synthesizes new data sets from exising quote file.In
the zip file, there are exe file and some example files, raw and
syntehsized.Type in the exe file name by itself gives some simple
usage and other tips.See 'Beyond Technical Analysis' by Tushar
Chande for detailed info.I tried to upload to the file area
unfortunately it is too crowded. Only if some of the members can
remove those very old or obsolete files to free up some
space.Thomas------ 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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