Some interesting points.

Maybe I need a 'Bull' and 'Bear' buffer which gets populated or not based on the previous directional movement which could then influence the next price in the series.

I also like the idea of harvesting the real world price series for 'example' movements on which to base my simulated movements. Suggesting this also has me thinking I can divide previous real world series into bull, bear and sideways periods and randomly mix these periods into my simulation.

In reply to Re^2: Generating Stock Price Data by TeraMarv
in thread Generating Stock Price Data by TeraMarv

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