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Re: [amibroker] Re: Random numbers



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I closely approximated what I want to achieve by dividing the output of the function by 4. Now all numbers lie between -1 and 1 about 99.9% of the time. Close enough :-)
 
 
 
 
function gauss_func() {

   w =
1
;
   
while( w >= 1
) {

      x1 =
2.0 * LastValue(Random()) - 1
;
      x2 =
2.0 * LastValue(Random()) - 1
;
      w = x1 * x1 + x2 * x2;

   }

   w =
sqrt( (-2 * log
(w)) / w );
   y1 = x1 * w;
   
//y2 = x2 * w;

   
   
return y1 / 4
;

}


// fill array with ranom numbers

hh =
0
;
for (i = 0; i < BarCount
; i++) {

   hh[ i ] = gauss_func();

}

Plot(hh,"Gaussian distributed random numbers",colorWhite,8 | 16);


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