> Alternatively, you may export your time series to a txt file and Sorry, forgot to say that you have to discretize the time series (or better the returns), e.g. using 8 values, then you generate random time series using the same alphabet of 8 values. If you don't discretize in such a way that all letters have the same frequency, then it is better to use shuffled versions of the original (discretized) time series.
Btw, on the NYSE100 stocks (EOD data), I found no correlation at all between predictability of the time series and profitability of TA (if anyone is interested by the paper, just drop me a mail), but I might not have tested the right TA rules .. Regards, Nicolas
