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                                                   Random variable

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umair
2013-04-16 23:57:01


Hi I want to create a logic where a random variable is applied to an indicator

a= indicator1;
b= random(0,100);
c= a+b;

when back testing this, how can I make the B variable random for each and every trade instead of staying constant for all trades.

for example, on day 1, there are 10 different symbols. each have their unique indicator1 value. i want B to be unique and random for each one of the symbols

day 1=

stock A random value = 1
stock B random value = 4
stock C random value = 2
stock D random value = 99
etc

day 2=

stock A random value = 50
stock B random value = 30
stock C random value = 6
stock D random value = 1
etc

Thank you




QuantShare
2013-04-17 12:27:10

  0

Here is the random indicator you are looking for:
Random Value for Each Trading Bar





Random Value for Each Trading Bar (by QuantShare, uploaded several months ago)
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umair
2013-04-23 22:20:34

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The above indicator is not what I am looking for. It's similar to what I am looking for. The above indicator assigns a random variable to EACH NEW BAR. I just want it to assign a random variable ONCE to each new stock. So for example, if I have 10 stocks, I want each of the 10 stocks to have their own random variable. The default random indicator gives one random item and assigns the same item to all stocks. The randomvalues indicator assigns different random items to each stock but does it for every single bar. I just want it to do it at the beginning of the day.


umair
2013-04-23 22:21:11

  0

Also, any way to get random values that are not whole numbers?
random(0,10) only gives whole numbers. what happened to 1.19 etc..



QuantShare
2013-04-24 10:28:49

  0

Create a custom indicator (Tools -> Create Functions) and 2 parameters (min and max):

Random rand = new Random();
int value = rand.Next((int)min[0], (int)max[0]);
result.Assign(value);



To get random values that are not whole numbers, you can use for example: random(0, 1000) / 100




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