[RT] random price moves in ES?

["Michael Ferguson" <wl7bdn@xxxxxxxxxxxxx>]

How about this test of the unpredictable price movement assertion: program
the computer to take a trade at a random, unpredictable time, with choice of
side a random coin toss. Say, 10 times per day.

Use a random, unpredictable exit.

THEN see if the results correlate to "random lines drawn on the chart."

Wouldn't this be the correct approach to proving the assertion?

Unassumingly,

Michael


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