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    Why do I see "Trends" in Randomly Generated Data?

    Yes, this is good. I only wanted to show a little more sophisticated way of generating random charts: OHLC data, not just a line chart of closing prices. :)
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    Why do I see "Trends" in Randomly Generated Data?

    Here's the source code in JAVA. It generates OHLC data in CSV format. You can change CSV delimiter in "Bar" class (there is a constant for that). I use ";" in my PC, but it's likely that yours is ",". Anyway, since this is just a simple program, I didn't bother to add any export to files...
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    Why do I see "Trends" in Randomly Generated Data?

    It is possible. In that case you would need to find out what is the "ticks per day" distribution in your market, and if there is a bias in up tick versus down tick. Then, with this information you can generate thousands of possible markets with the same characteristics as your target market and...
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    Why do I see "Trends" in Randomly Generated Data?

    Yes, there is. But I don't use excel for that. The program I wrote is in JAVA. Nothing special, just two classes with four methods. I use excel only for representation of data and creating charts. If anyone is interested, I can post the source code.
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    Why do I see "Trends" in Randomly Generated Data?

    In case you want to feed the OHLC data of the above chart into some hardcore analysis tools, here's the data in the attachment. Try fibonacci numbers, moving averages, oscillators, ACD, support and resistance lines, fitting ARCH model, try something more sophisticated, like neural networks...
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    Why do I see "Trends" in Randomly Generated Data?

    Here I'm introducing "market generator" with gaps. The process is the same as above with a new feature of "gaps". The process for generating gaps is simple: It generates number of ticks from 0 to 15 from uniform distribution. Then the number of ticks are generated to simulate "night...
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    Why do I see "Trends" in Randomly Generated Data?

    I can generate thousands of such "markets". Here's the data of the above chart. My next step is to bring in "more reality" :D Currently there are no gaps between bars. So the idea is this: add "night session" to generate gaps.
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    Why do I see "Trends" in Randomly Generated Data?

    I took 10 minutes to write a simple program that I called "market generator". It generates market data. The random process is this: 200 OHLC bars are generated. For each bar a random number from 100 to 300 is selected (uniform distribution). This number is "number of ticks in the bar"...
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    Why do I see "Trends" in Randomly Generated Data?

    1) BrainMaker Pro 2) BS in software engineering. I work full-time as a software developer. I disagree with your statement that MS is better than BS. In real-life application experience is much more important. A BS with 5 years of real work experience is better than MS with zero experience in...
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    Why do I see "Trends" in Randomly Generated Data?

    Hi, I completely understand what you mean. My input was 200-400 binary variables, derived from OHLC data. And output is a single binary variable (1 indicates probable target behavior tomorrow, 0 indicates "stay out"). I tried both approaches: the "naive" brute-force data mining, and neural...
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    Why do I see "Trends" in Randomly Generated Data?

    So basically there are two camps: those who believe in patterns and those who don't. There are known successful (and not so successful) examples of both sides: Pattern believers: Victor Niederhoffer (blew up?) "Niederhoffer, like Buffett and Soros, was a brilliant man. He had a Ph.D...
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    **This is ridiculous**

    Or just the human nature. It's not like politicians, bankers and the whole shitty system came from out of space or another dimension. Corruption, apathy, materialism, abuse of power, slavery (today it's called "corporate"), nepotism and other crap existed since the beginning of the civilization...
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    WORST World Leaders Of All Time... ??

    Excuse me, could you please remind me who set up and supported Hussein? Rasputin wasn't a leader, what is he doing on the list? And none of the above were world leaders at any time in history.
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    Acrary is a genius!

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    Acrary is a genius!

    There is a strategy with 100% profitable trades. Here's an example: Strategy takes long trades only. Price cannot go below zero, so the biggest possible loss for the trade will be the price of entry. Strategy enters long trades every 100 points: at 1200, at 1100, at 1000, etc... Each...
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    Acrary is a genius!

    Since your trades are 100% profitable, it implies that you could hold them forever (at least for very long time). So you close them every Friday and re-open every Monday, and pay spread over and over and over again? Also, if you trade forex with leverage do you include profits/losses from...
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    Acrary is a genius!

    All I can say, this is bullshit. Avoid it at any cost. Thank you.
  18. I

    Is the retail daytrader an endangered species?

    Why?? There are positive stories. We lost a moron, a moron, a moron, here's Tom with the weather...
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    Acrary is a genius!

    No, I would never trade anything that had average losing trade 100 times larger than average winner. Furthermore, any trading method must be targeting some non-random relationship. As for me, I'm trying to look for strong, persistent dependencies that are tested objectively and have high...
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    The New Soviet Union - Surprise, Surprise...

    Nobody's gonna revive Soviet Union, because even Putin realizes that would be the stupidest thing to do. He wants Russia to become superpower, but Soviet Union? No... And all these Soviet Union-related ideas will die with Putin and other ex-KGBists, it's a thing of the past.
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