Simulation / forecasting

[faffyswap]

• How to generate random prices / volumes to use in simulations ?
• How to generate prices / volumes patterns (uptrend, downtrends etc.) to use in simulations ?

[Kyjaque]

Right now what we have is the prices generated using brownian motion, plus 1 minute trade data from kraken.
So far we dont use volume, we get that by calculating how much of the pool to buy/sell to move the price like in the simulated price series.