AntiFragile EA is an innovative trading strategy built on the idea of Antifragility professes by Nassim Nicholas Taleb. The general idea is to gain from disorder.
The book of Nassim Taleb is Antifragile: Things That Gain from Disorder.
Nassim Taleb is also the author of the besteller The Black Swan: The Impact of the Highly Improbable Fragility and also Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets.
The idea is very simple. What we know about the market is that either goes up or down, if up it must reverse and vice versa.
So we place a number of sell limit orders and buy limit orders with increasing lots each time, and we wait for market reversal, et voilà !
Strategy Tester Report:
Tripleafx-FX-Demo (Build 468)
|Symbol||EURUSD (Euro vs US Dollar)|
|Period||1 Minute (M1) 1971.05.25 22:00 - 2013.02.21 16:41|
|Model||Open prices only (only for Expert Advisors that explicitly control bar opening)|
|Parameters||StartingLot=0.1; IncreasePercentage=100; SpaceBetweenTrades=50; NumberOfTrades=50; StopLoss=100; TrailingStop=200; TradeLong=true; TradeShort=true; Magic=2157;|
|Bars in test||4627786||Ticks modelled||9049847||Modelling quality||n/a|
|Mismatched charts errors||0|
|Total net profit||5073443.28||Gross profit||14295328.07||Gross loss||-9221884.79|
|Profit factor||1.55||Expected payoff||104.18|
|Absolute drawdown||542746.21||Maximal drawdown||1834631.03 (23.66%)||Relative drawdown||60.58% (702756.80)|
|Total trades||48700||Short positions (won %)||24731 (17.89%)||Long positions (won %)||23969 (18.48%)|
|Profit trades (% of total)||8853 (18.18%)||Loss trades (% of total)||39847 (81.82%)|
|Largest||profit trade||84591.89||loss trade||-717.25|
|Average||profit trade||1614.74||loss trade||-231.43|
|Maximum||consecutive wins (profit in money)||12 (14294.86)||consecutive losses (loss in money)||146 (-37163.29)|
|Maximal||consecutive profit (count of wins)||302887.96 (4)||consecutive loss (count of losses)||-37163.29 (146)|
|Average||consecutive wins||2||consecutive losses||8
This Expert Advisor trades Parabolic Sar (PSAR) trend changes and applies a fast exit strategy. The parabolic SAR is a technical indicator developed by J. Wells Wilder. Basically, if the stock is trading below the parabolic SAR you should sell. If the stoStretch Breakout Channel
The Stretch is a Toby Crabel price pattern which represents the minimum average price movement/deviation from the open price during a period of time, and is used to calculate two breakout levels for every single trading day.