Wow,

Thank you for the comprehensive reply. Looks like this may exceed my mathematical capabilities.

I was hoping that someone had tried something similar before that I could leverage.

Another thought has crossed my mind though. If I am trying to test a trading system that uses a data series (price) as input does the nature of the input really have a any bearing on the performance of the system?

On the subject of 'real world factors' the study of technical analysis assumes that all relevant information is already priced in and that price is all you need to analyze. A simplification of the market for sure but the simplest ideas are often the best.

Thanks again for your reply, it has raised a few more questions in my mind which can only be a good thing.

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

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