AntiFragile EA

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Name:
AntiFragile EA
Author: mt-coder (2013.06.20 16:04)
Rating: 7.5
Downloaded: 8123
Download:
AntiFragile EA 1
 AntiFragile EA_v1.0.mq4 (7.0 Kb) View
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.

Strategy:

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 !

charts.zulutrade.com

 

Strategy Tester Report:

 

AntiFragile EA
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
Initial deposit 1000000.00
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

 AntiFragile EA 2

12 comments: 1 2   To post a new comment, please log in or register

Another one I'm going to add it to this Best Forex Robot Competition on a demo account.
01.10.2013 03:44 forexfbi

Very good idea for your EA.

I tested it for two consecutive days ....I got good results.

but I faced one problem: if you decrease the Number of trades from 50 (default) to 1 or two or three, the EA keeps generating trades without stopping,

canyou check this error and correct it .

this is version 1.0 ....I look forward to see higher version

Bravo

Bache

 

 

 

 

01.09.2013 06:43 bache

Something to check out.

They show traders stops too

http://forex.asolutions.eeStops

29.08.2013 23:15 tarmo1979

this is configurater and all i have to do is install and run
26.08.2013 23:28 1235037

mt-coder:
alzirabatanete:
>Hello

I like this EA, can you put TP on this EA i think that will be good.?

 

The idea can be put in two points:
* Controlable losses (use of SL)
* Unlimited profits (no use of TP)

hi give me ea and indicator details

 

31.07.2013 08:27 suraj01

An other martingal system like Forexhacked....
18.07.2013 21:37 Joon

Antifragile is one that benefits from volatility, it is possible ( at least theortically) to find settings in order to benefit on the short term.

😉

MT-CØDER

04.07.2013 21:05 mt-coder

alzirabatanete:
>Hello

I like this EA, can you put TP on this EA i think that will be good.?

 

The idea can be put in two points:
* Controlable losses (use of SL)
* Unlimited profits (no use of TP)

29.06.2013 13:36 mt-coder

willgart:
so a basic martingale system?

Not as simple as it may seem, this is just one interpretation of Antifragility

29.06.2013 13:34 mt-coder

>Hello

I like this EA, can you put TP on this EA i think that will be good.?

 

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