[MonteCarlo] Randomize Historical Data's Bars Order
[MonteCarlo] Randomize Historical Data's Bars Order
Please make an MC method that will be able to randomize the Randomize Historical Data's Bars Order
Simple as it sounds,
if the data sample consists out of 1000 H1 Bars for example, let this method randomize those 1000 bars in different orders,
but make it realistic so it will be "Gap-less" etc..
I understood that we cannot make a custom method like that our-selfs as a snippet so thats why i'm suggesting this feature, thanks :)
Simple as it sounds,
if the data sample consists out of 1000 H1 Bars for example, let this method randomize those 1000 bars in different orders,
but make it realistic so it will be "Gap-less" etc..
I understood that we cannot make a custom method like that our-selfs as a snippet so thats why i'm suggesting this feature, thanks :)
Attachments
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Votes +12
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
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bentra
13.07.2022 15:45Attachment LOG_price_chart.png added
Attachment regular_price_chart.png added
Let me put it this way....
Does it make more sense to mix bars from the beginning and the end of the regular price chart or the LOG chart? Of course, the log should be used always for randomizing bar order, a very simple extra calculation.
Does it make more sense to mix bars from the beginning and the end of the regular price chart or the LOG chart? Of course, the log should be used always for randomizing bar order, a very simple extra calculation.
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Karish
13.07.2022 15:55
@bentra +1,
So that's what you refereed to inside the discord discussion about this idea,
i couldn't understand what you guys referring to by saying "LOG",
Now i got it, you've meant to say "Logarithmic Scale chart calculation",
And yeah i totally support it, this is the way to go 4sure, this randomization test should be as much realistic as possible.
So that's what you refereed to inside the discord discussion about this idea,
i couldn't understand what you guys referring to by saying "LOG",
Now i got it, you've meant to say "Logarithmic Scale chart calculation",
And yeah i totally support it, this is the way to go 4sure, this randomization test should be as much realistic as possible.
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Chris G
02.11.2022 03:23
This would be logaritmic returns on OHLC right? It makes a lot of sense.
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Karish
15.11.2022 13:25
Votes: +12
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