Quote Originally Posted by ;
I just wanna get some fake price information (H1 data, or M5 data...) that is generated by computer and follows the random walk, therefore no egy will work with that data.
We can compare it to the true price data, and get the difference, and produce a egy.
Generating the data is very simple, but I wonder how you are going to use this to develop and examine egies?

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