Welcome, fellow traders! Today, I want to introduce you to an innovative trading strategy that’s turning heads in our community: the AntiFragile EA. This system is inspired by the concept of Antifragility, a term coined by the brilliant Nassim Nicholas Taleb. In simple terms, it’s all about thriving in chaos and capitalizing on market disorder.
If you’re curious to dive deeper into Taleb's thoughts, I highly recommend checking out his book, Antifragile: Things That Gain from Disorder. It’s packed with insights that can change the way you approach trading.
Taleb is also the mind behind other bestsellers like The Black Swan and Fooled by Randomness. His work is essential reading for anyone serious about understanding market mechanics.
How Does the AntiFragile EA Work?
The concept is actually pretty straightforward. The market only has two directions: up or down. And when it moves in one direction, it’s bound to reverse eventually. That’s where the AntiFragile EA comes into play!
With this EA, you’ll set a series of sell limit orders and buy limit orders with increasing lot sizes each time. Then, all you have to do is sit back and wait for the market to turn around. And voilà! You’re in the game!
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 (for Expert Advisors that 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 | £1,000,000.00 | ||||
| Total net profit | £5,073,443.28 | Gross profit | £14,295,328.07 | Gross loss | -£9,221,884.79 |
| Profit factor | 1.55 | Expected payoff | £104.18 | ||
| Absolute drawdown | £542,746.21 | Maximal drawdown | £1,834,631.03 (23.66%) | Relative drawdown | 60.58% (£702,756.80) |
| Total trades | 48,700 | Short positions (won %) | 24,731 (17.89%) | Long positions (won %) | 23,969 (18.48%) |
| Profit trades (% of total) | 8,853 (18.18%) | Loss trades (% of total) | 39,847 (81.82%) | ||
| Largest | profit trade | £84,591.89 | loss trade | -£717.25 | |
| Average | profit trade | £1,614.74 | loss trade | -£231.43 | |
| Maximum | consecutive wins (profit in money) | 12 (£14,294.86) | consecutive losses (loss in money) | 146 (-£37,163.29) | |
| Maximal | consecutive profit (count of wins) | £302,887.96 (4) | consecutive loss (count of losses) | -£37,163.29 (146) | |
| Average | consecutive wins | 2 | consecutive losses | 8 |
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