Random Data

[FetteredChinos]

Hi chaps/chapesses.

quick question.

does anyone know of any resources where i can create some random, and yet realistic OHLC data in excel?

its got to the point where i want to test some ideas on random data to see if some of my strats at least breakeven on that.

ta

FC

 

[Racer]

Why don't you get some real ohlc data from yahoo? lots of it there
Surely just 'random' data isn't so good cos it hasn't got the 'crowd' effect?

 

[FetteredChinos]

ive tried pretty much all their data and accross loads of instruments, with a fair amount of success, but it only goes back about 20 years.

im after trying to create a "virtual" backtest of some 20,000+ trades or more.

only way i can possibly do this is if i create my own data.

i know there are free resources out there to create this data, but i cant for the life of me remember where i saw them.

initial googles proved fruitless..

fc

 

[Racer]

20 years of various data not enough, hmm, how long a time frame do you trade?

 

[FetteredChinos]

dailys generally..

i dont do things by halves...

its also partly an intellectual exercise..

 

[Racer]

Yes well, uh, you can say that again!
Looking at century data to trade daily...


But agree looking at long term charts is the key to get at the overall picture