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By allowing the user to set customizable parameters to produce randomized data series, it is possible to manipulate the outcome of data. For example, higher percentage tolerances, will produce more volatility in the data series.
Total data periods to produce Set 300, 30‘000 or whatever data periods to produce
Start Open price Design the open price of the random data series
Lowest price value in random data allowed Set a lower limit of random prices. If for example the user sets 2, the random process can be stopped if the random series hits this value.
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Setting parameters |
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Maximum percent change from Open to Close Maximum percent change from Open to High Maximum percent change from Open to Low Set a percentage value of a maximum allowed intra day change. If set for example to 3%, the maximum allowed random value will be +- 3 percent of the reference price.
Maximum percent change gap from last Close to Open Set an percentage value for the gap tolerance from the last close to the next open price.
Start Date Set a user defined start date for the data series.
Upper Volume Boundary Set the random upper volume boundary.
Lower Volume Boundary Set the random lower volume boundary. |