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I appreciate the valuable information provided by this forum, and
though I'm a little disappointed that no one responded to my request
for help, I understand that there are so many messages being posted
that a few "orphans" are left behind.
I'll wrap this up with a summary of what I learned through my own
further efforts in hopes that it might help someone else in the
future.
My proposed code was actually working in a fashion. In the example,
I wanted to produce 4 trades total. Instead, it produced 4 trades
PER stock (99 stocks x 4 = 396 total trades).
I could think of no way to limit the trades to less than 1 trade per
stock (eg to produce a total of 50 trades distributed randomly
between 99 stocks). I ultimately gave up on this approach when
experimentation convinced me that the formula was not producing truly
random trades. Now I'm exporting the trade lists to Excel and
working there. In my view, its very important to compare your
backtest results to random trades to see if they're statistically
significant.
Wayne
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