Openai/6949baf9-0228-8004-9150-b42592f186a8


This conversation was exported from ChatGPT[1]

gpt-5-2 edit

User: Why does my price always gets smaller? edit

Why does my price always gets smaller?

import math import random import time

Startpreis edit

Preis = 1

50% Chance für Aufwärts- oder Abwärtsbewegung edit

if random.random() < 0.5:

   marktrichtung = "UP"

else:

   marktrichtung = "DOWN"

print("\n" * 10) print("Marktrichtung: ", marktrichtung)

Preis steigt edit

if marktrichtung == "UP":

   x = 1 + (-math.log(1 - random.random())) * 0.1
   print("X = ", x) 

Preis fällt edit

else:

   x = -1 + (-math.log(1 - random.random())) * 0.1
   if x < 0:
       x *= -1
   print("X = ", x)

Neuer Preis edit

Aktueller_Preis = Preis * x

print("\n" * 1) print("Neuer Preis: ", Aktueller_Preis) print("\n" * 1)

Endlosschleife edit

while True:

   response = input("Drücke Enter um den nächsten Preis zu generieren")
   if response == "":

Preis aktualisieren edit

       Preis = Aktueller_Preis
       

Höhere Wahrscheinlichkeit für gleiche Marktrichtung edit

       if marktrichtung == "UP":
           if random.random() < 0.65:
               marktrichtung = "UP"
           else:
               marktrichtung = "DOWN"
       else:
           if random.random() < 0.65:
               marktrichtung = "DOWN"
           else:
               marktrichtung = "UP"
       print("\n" * 10)
       print("Marktrichtung: ", marktrichtung)
       # Preis steigt
       if marktrichtung == "UP":
           x = 1 + (-math.log(1 - random.random())) * 0.1
           print("X = ", x)
       # Preis fällt
       else:
           x = -1 + (-math.log(1 - random.random())) * 0.1
           if x < 0:
               x *= -1
           print("X = ", x)
       # Neuer Preis
       print("\n" * 1)
       print("Alter Preis: ", Preis)
       Aktueller_Preis = Preis * x
       print("Neuer Preis: ", Aktueller_Preis)
       print("\n" * 1)

Assistant: Short answer: your “DOWN” factor is almost always less than 1, so every down move shrinks the price, and the math makes… edit

Short answer: your “DOWN” factor is almost always less than 1, so every down move shrinks the price, and the math makes shrinking dominate over time.

Let’s zoom in on the core issue.

The real problem: your DOWN logic edit

x = -1 + (-math.log(1 - random.random())) * 0.1
if x < 0:
    x *= -1
What this actually produces edit
  • -math.log(1 - random.random()) is always ≥ 0
  • Multiplying by 0.1 makes it small (usually < 0.5)
  • So this part is usually much smaller than 1

Then you do:

x = -1 + small_number

That gives something close to -1, for example -0.85

Then you flip the sign:

x = 0.85
Final result edit

Your DOWN multiplier x is almost always between 0 and 1 That means:

Preis = Preis * x   # guaranteed shrink

Even worse:

  • UP moves multiply by values slightly above 1
  • DOWN moves multiply by values well below 1

This creates negative drift. Over time, the price collapses toward zero.

Why it feels like a bug even though it isn’t edit

Even with:

  • 50/50 start chance
  • 65% trend persistence

Multiplicative processes care about log returns, not direction count.

Shrinking by 20% hurts more than growing by 20% helps.

Example:

1.0 '' 1.2 '' 0.8 = 0.96  # net loss

You are mathematically biased downward.

Minimal fix (keep your idea) edit

If you want symmetric behavior, make DOWN the inverse of UP:

# UP
x = 1 + (-math.log(1 - random.random())) * 0.1

=== DOWN ===
x = 1 / (1 + (-math.log(1 - random.random())) * 0.1)

Now:

  • UP multiplies by > 1
  • DOWN multiplies by a matching reciprocal
  • No built-in decay

Cleaner and more realistic approach edit

Use log returns:

r = (-math.log(1 - random.random())) * 0.1

if marktrichtung == "DOWN":
    r = -r

Preis *= math.exp(r)

This:

  • Avoids asymmetry
  • Models price movement correctly
  • Prevents silent price death

TL;DR edit

Your price always gets smaller because:

  • DOWN moves multiply by values far below 1
  • UP moves are too weak to compensate
  • Multiplication + asymmetry = inevitable decay

If you want, I can help you design:

  • a drift-free market
  • volatility control
  • trend regimes
  • or a realistic price simulator

Just say the word.

References edit

  1. "New chat". ChatGPT. Retrieved 2025-12-23.