OPEN-SOURCE SCRIPT

Random Walk Generator PRNG

1 481

/////////////////////////////////////////////////////////////////////////////
//
// Generates a random walk driven by a pseudo RNG that generates *returns* that are
// 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):
// en.wikipedia.org/wiki/Linear_congruential_generator
//
// The "Skew" parameter raises the random return to the specified power
//
// Disclaimer:
// The PRNG is provided "as-is" and this specific implementation has not undergone
// any testing. Use at your own risk.
//
/////////////////////////////////////////////////////////////////////////////

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