Hey all, I need to formulate a way to create an algo that randomly enters and exits a given stock. I have devised the following (to no avail):
// start code ============================== SetTradeDelays(1,1,1,1); BuyPrice = O; SellPrice = O; ShortPrice = O; CoverPrice = O; RandomNum = floor(mtRandom() * 10000); printf("\nRandomNum = %5.2f\n", RandomNum); while(RandomNum >= BarCount) { RandomNum = floor(mtRandom() * 10000); printf("RandomNum = %5.2f\n", RandomNum); } SetOption("HoldMinBars", RandomNum ); CoinFlip = floor(mtRandom() * 10); printf("\nCoinFlip = %5.2f\n", CoinFlip); if(CoinFlip >= 5) { Buy = True; Sell = False; Short = Sell; Cover = Buy; } else { Buy = False; Sell = True; Short = Sell; Cover = Buy; } Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short = ExRem(Short, Cover); Cover = ExRem(Cover, Short); // end code ============================== I am planning at looking at 15 years of daily data... the reason to multiply the random number by 10000. Granted, this hasn't really seemed to work out for me yet. I don't really see really small numbers generated from mtRandom so most of my holding times are really long. Any comments related to created random entries/exits and/or the code I have whipped up are surely welcome.