Generating the data is very simple, but I wonder how you are going to use this to develop and examine egies?Originally Posted by ;
If you are seriously interested in this, you might benefit from studying David Aronson's Evidence-Based Technical Analysis.
Http://www.amazon.co.uk/Evidence-Bas...98126160sr=8-1
Along with your premise that no egies can earn money from a random market isn't right. Claude Shannon, the data theory pioneer, found what has been called volatility pumping, which will be a egy to make money from a random market. Developments of this idea are also in use for life trading egies. See the following link for a taster.
http://www.castrader.com/2006/11/universal_portf.html