These deposits got sediment from the erosion of the Caledonian Mountain chain . This was built by the collision of the former continents to make the Old Red Sandstone Continent . These deposits are closely associated with the erosion of the Caledonian Mountain chain which was thrown up by the collision of the former continents of Avalonia , Baltica and Laurentia to form the Old Red Sandstone Continent - an event known as the Caledonian Orogeny .