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PI:acos -1f; // Cauchy distribution simulator rcauchy:{[n;loc;scale]loc + scale * tan PI * (n?1.0) - 0.5}; n:20000; // Number of data points // Trade table with Cauchy distributed price series trade:([] time:09:00:00.000+asc 20000?(15:00:00.000-09:00:00.000); sym:`AAA; price:abs 100f + sums rcauchy[20000;0.0;0.001] ); `time xdesc trade
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WIthout desc it goes:
The text was updated successfully, but these errors were encountered: