AntiFragile EA – EA MetaTrader 4

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 FragilityΒ 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 voilΓ  !

charts.zulutrade.com

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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
Alternative:  The Cronex T Demarker GFC (Color) indicator - indicator MetaTrader 4

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