The number of variables and the velocity of their changing values does not allow any individual, even those equipped with super fast quantum computers, to write an algorithm that predicts unerringly future prices.If we cannot find hard evidence that forex prices are predictable (not a random walk ) than we must , by default ,rely on circumstantial evidence. In this area the evidence , although not “hard “, is abundant. One merely has to go to the trades page on this very website and view the records of highly successful traders. The chances of their trades being the result of random entries and exits to the market is nil. Long term profitable traders, by the very fact of their existence at all , is the only evidence we need to prove that markets are not random, but rather a consequence of price actions that have preceded them.