I was hoping that I could at least partly simulate the 'Greed' and 'Fear' that drives the market. Mostly price movement in my opinion is driven by human psychology and is not truly random in that we are prone to irrational decisions. When you look at stock price movements the decline in prices is nearly always faster that the previous increase by at least a factor of two and usually greater. This is one example of where a purely random system is not representative of the real world.

While using real stock data does provide 'realistic' data for testing it is limited to historical movements which may or may not be repeated in the future. To test the robustness of a trading system it needs to be tested on all scenarios not just those which have occurred.

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