Try this: SetTradeDelays( 1, 1, 1, 1 ); SetPositionSize(2, spsPercentOfEquity);
BuyPrice = O; SellPrice = O; Buy = mtRandomA() <= 0.4; // 40% chance of buy Sell = mtRandomA() <= 0.2; // 20% chance of sell Mike --- In [email protected], "spacebass5000" <spacebass5...@...> wrote: > > Hey all, > > I need to formulate a way to create an algo that randomly enters and exits a > given stock. I have devised the following (to no avail): > > // start code ============================== > > SetTradeDelays(1,1,1,1); > > BuyPrice = O; > SellPrice = O; > ShortPrice = O; > CoverPrice = O; > > RandomNum = floor(mtRandom() * 10000); > > printf("\nRandomNum = %5.2f\n", RandomNum); > > while(RandomNum >= BarCount) > { > RandomNum = floor(mtRandom() * 10000); > printf("RandomNum = %5.2f\n", RandomNum); > } > > SetOption("HoldMinBars", RandomNum ); > > CoinFlip = floor(mtRandom() * 10); > > printf("\nCoinFlip = %5.2f\n", CoinFlip); > > if(CoinFlip >= 5) > { > Buy = True; > Sell = False; > Short = Sell; > Cover = Buy; > > } > else > { > Buy = False; > Sell = True; > Short = Sell; > Cover = Buy; > } > > Buy = ExRem(Buy, Sell); > Sell = ExRem(Sell, Buy); > > Short = ExRem(Short, Cover); > Cover = ExRem(Cover, Short); > > // end code ============================== > > I am planning at looking at 15 years of daily data... the reason to multiply > the random number by 10000. Granted, this hasn't really seemed to work out > for me yet. I don't really see really small numbers generated from mtRandom > so most of my holding times are really long. > > Any comments related to created random entries/exits and/or the code I have > whipped up are surely welcome. >
