Worik,

See bootstrap() and generateSample() in the ttrTests package.  If you have a
real price series these functions create a randomly resampled series.
Bootstrapping using the 'block' method has many desirable statistical
properties, given minimal assumptions on the underlying process that
generated the original price data.

If you don't have a real price series you're trying to mimic, then you're on
your own picking a distribution and hoping that a sample from that
distribution resembles a stock price series!

Best,
-David

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