I think you are "close enough" for this exercise. For your reference, here is a quickie on brownian movement. http://davis.wpi.edu/~matt/courses/fractals/brownian.html Do a search on Google with this query string: +"brownian motion" +"random walk" And you'll get lots of references. I like this 3D graph here, which represents probability on the Z-axis. This URL talkes about options pricing and how the stdev is expected mean diviation of value, but I really like the chart: http://finance.wat.ch/cbt/Options/00003720.htm
I've been trading and studying charts for 5 years and I won't even hazard a guess. Maybe if I could take the data and put it into my charting program and really look closely. But just glancing through them...it's tough. gs
I have posted raw data as well as candlestick charts to the website... So go ahead and check it out: http://users.rcn.com/jmcgraw/index.htm -
c5.txt gives me http 404 not found. I'll go ahead and run my quickie analysis method and see what results we get.
just for fun.. 1) random 2) random 3) real 4) real 5) real 6) random 7) random 8) random 9) real 10) random method: just looking at them experience: about 3-4 years
In that case I will say: 1) real 2) real 3) random 4) random 5) random 6) real 7) real 8) real 9) random 10) real Experience: only about 2-3 years, but enough to know to fade GG.
Go here: http://users.rcn.com/jmcgraw/ Click on "Raw Data", and then download the tab-deliminated text files. You can then load the data right into your charting program and zoom in and out all you like.