Trading algo update: I built a streaming random walk generator. Ask me a question...

What's unique about my approach is that others produce an array of results, whereas mine can be used in event driven applications that depend on realtime, time variable inputs.

GLP programmers are sleeping early tonight ..

I'm not even getting any haters on this one.. Maybe I need to add "Trading algo update" to the thread title, LOL

But do you even walk bro?

Get you one of these. I have developed with it before. It is faster than waiting for rads from a puck to hit a Geiger Counter.

[link to www.ebay.com (secure)]

are you using random numbers vs projections?

The only way to get true random numbers is with radioactive decay. I doubt this device lives up to its claims.

what kind of distribution are you using to sample your random numbers?

It passed all the entropy tests I ran on it. You can actually get decent entropy by using the least significant bit off the input on the sound card. It will obviously have some bias but after whitening, it ain't bad!

No projections are involved here. This random number generator provides a trend-oriented random walk. It basically takes a mean (base number) and goes from there in a positive or negative direction. The screenshots in the original post show it while it prevents the results from going negative, since that wouldn't be realistic for something like a stock price or wind speed. But that's just how I coded the result to display. It can produce negatives if needed for a particular application.

Last Edited by BoatyMcBoatface on 10/20/2020 10:38 PM

your mean is based on current market.. eg. it is a base to calculate on?

From your opening paragraph:


How can nothing (0) be a staring point?


And assuming you meant starting point, again, how can nothing or nowhere EVER be a valid starting point for anything?

0 means nothing
0 also means nowhere

it is why you cannot divide by 0

isnt that required first years software programming?

It works by providing a random seed of 32 bytes per iteration, then gets two random numbers between 0 and 1 based on that seed. If two numbers already exist when it iterates, it first uses the first number produced first, then uses the second number produced second, thus the random walk based on a "trend".

I plan to add more controls over the distribution by normalizing it based on mean, scale and shape. That way a user could specify various parameters for his given application.

Last Edited by BoatyMcBoatface on 10/20/2020 10:46 PM

sorry very bad algo trading thing

very big drawdown

No. I'm not going to ask you a question. Because you won't tell us anything useful.

Because 0 is the mean, the random walk number result produced is added to it. And then added to the last produced random walk number. Thus the trend-orientation.

Yes. And after I add a normal transform for skew, users will have even greater control over what kind of walk it produces.

okay some calculators can random numbers in that range.

do you use a multiplier to get realistic market values based on the random number generated?

In what way? This tool will give algo traders a way to "paper trade" test their theories. BTW, there's the hater.

Last Edited by BoatyMcBoatface on 10/20/2020 10:59 PM

I did originally, but changed my code since. I'm going to add new code to do that using a skew-normal transform.

Last Edited by BoatyMcBoatface on 10/20/2020 11:02 PM

Actually I would, if you asked me a question. This will be a publicly available NPM module in a day or two.

What are you selling, op?

Generator says what for BTC 01/2021?

Ugh you whiten bro? I’d be happy with the single side power spectrum ;)

Nothing bro.. I'm just celebrating because I worked on this for over a week and finally got it working!

All the other algorithms for a "random walk" particularly for javascript produce an array of results. Mine produces a stream of results. That is why it's innovative. I'm going to use what I just built to test various trading indicators my bro and I have built. What anyone else wants to use it for is up to them.

How about some short term predictions to see if that thing works?

Nothing now, but according to my research a random walk can be used to predict future asset prices...

why do you think algo is going anywhere.>? its max is 70 cents..?

if you have large capital..you could double your money..

but what about it makes it more than seventy cents..

if you got a couple hundred thousand its easy to double your money on lots of crypto if you know what your are doing..

but algo looks kind of dumb to me