OPEN-SOURCE SCRIPT
Pseudo RNG_GB_4x4
Pseudo random numbers are need to simulate "random walks" and other stochastic/markoc processes.
The code is *not* a simulation. It produces a PRNG (using LCG algo) that can drive the rest of your script / simulation
Notes:
/////////////////////////////////////////////////////////////////////////////
//
// Generates a pseudo RNG uniformly distributed between your upper and lower bound.
// Please drop me a note if you use the code in original or modified form.
// Inspiration and support from 4X4good .... check out his scripts
//
// Specs:
// Implementation of LCG, using "Numerical Recipes" parameter set (m,a,c)
// as described in wiki article (09/2018):
// https://en.wikipedia.org/wiki/Linear_congruential_generator
//
// Disclaimer:
// The PRNG is provided "as-is" for educational purposes. The LCG algo passes tests for randomness.
// This implementation/script has *not* been tested. Use at your own risk.
//
/////////////////////////////////////////////////////////////////////////////
The code is *not* a simulation. It produces a PRNG (using LCG algo) that can drive the rest of your script / simulation
Notes:
/////////////////////////////////////////////////////////////////////////////
//
// Generates a pseudo RNG uniformly distributed between your upper and lower bound.
// Please drop me a note if you use the code in original or modified form.
// Inspiration and support from 4X4good .... check out his scripts
//
// Specs:
// Implementation of LCG, using "Numerical Recipes" parameter set (m,a,c)
// as described in wiki article (09/2018):
// https://en.wikipedia.org/wiki/Linear_congruential_generator
//
// Disclaimer:
// The PRNG is provided "as-is" for educational purposes. The LCG algo passes tests for randomness.
// This implementation/script has *not* been tested. Use at your own risk.
//
/////////////////////////////////////////////////////////////////////////////
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.