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.

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