randomize(int Method, var *Out, var *In, int Length): var

Randomizes a data array by different methods.

Returns:

Last value of the resulting data array; usually the accumulated return.

Parameters:

Method BOOTSTRAP Randomize the data differences by bootstrap with replacement.
  DETREND Detrend the data before randomizing, by subtracting their mean difference.
Out Array to be filled with the randomized data; must be different to In. Can be set to 0 for returning only the last value.
In Array containing the original data.
Length Number of elements of the In and Out arrays.

Remarks:

Example:

var OriginalReturn = EquityCurve[Length-1];
var RandomizedReturn = randomize(BOOTSTRAP,0,EquityCurve,Length);

See also:

Detrend, random

 

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