I'm working on something that I hope will be ready for "random" (log-normal distributed) stock movements.
So far I've been trying to do back-testing based on historical data, but instead of just relying on actual historical results... I'd like to pump many hundreds of thousands of random cycles through it, and get a better idea of how the strategy actually performs.
So, I'm curious whether anyone has looked into generating random pricing history for back-testing. How can we write an adapter feeding in data? Or, can we generate data in text format that NinjaTrader can "load"?
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