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Randomly generated data for backtesting?

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    Randomly generated data for backtesting?

    Hi,

    I'm working on something that I hope will be ready for "random" (log-normal distributed) stock movements.

    So far I've been trying to do back-testing based on historical data, but instead of just relying on actual historical results... I'd like to pump many hundreds of thousands of random cycles through it, and get a better idea of how the strategy actually performs.

    So, I'm curious whether anyone has looked into generating random pricing history for back-testing. How can we write an adapter feeding in data? Or, can we generate data in text format that NinjaTrader can "load"?

    #2
    Nevermind, the manual is very clear on the format:



    Very cool!

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      #3
      Hi heech, the link you posted refers to the historical data import from TradeStation. For general data import guidelines, please check this one - http://www.ninjatrader-support.com/H...V6/Import.html

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