Random Value for Each Trading Bar

The built-in "random" QuantShare function returns a random value given a min and max interval. The random number is the same for all bars. It will be no lower than "min" and no higher than "max".

The current "RandomValues" function is almost the same but instead of assigning the same random value to all bars; each trading bar gets a different random number. Each bar's value will also be within [min, max] interval.

This trading indicator can have several usages. It could be used for example in backtesting to test the robustness of a trading system by rejecting random trades.

Example:

buy = [your buy rule];
buy = buy and RandomValues(0, 100) > 50;

// The above rule will reject half buy signals randomly. Each backtest will give us a different result.

You can also add a dummy optimizable variable and use the optimizer to test multiple times the same trading system (each time with a different set of random values)

Example:
Optimize("a", 1, 20, 1);

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