Simplicity is key

I am a trader since 2007. Last year I got tired of staring on the screen the whole day. So I moved to automation. First partly, then full automated.

The trigger is always the same, a price action pattern. Every market, every timeframe, same pattern. Coding an algorithm to recognize that pattern wasn't hard.

The most time-consuming part was getting some sort of market context. I tried many things and came up with something satisfying. But 2 days ago something happened that blew my mind. I was tired and "played" with my strategies. Altering some parts and see what happens. Just for fun and out of boredom. And then it happened: I changed the context-recognition-algorithm to a one-liner. It gave better results all along! A one-liner! Unbelievable...

 

Yep, unbelievable.

 

I believe in KISS, we spend many years testing when simple works better.

 

I can believe a one-liner can beat complexity (pattern + background). I also believe you can build on simplicity. What you shouldn't do however, is build on complexity. This is a main flaw of most developers, thinking their minds superior and above all that.

 

Good for you.

But what's the bottom line,

...What is your average % return per trade, over what period of time. and/or money returns,

Performance and money speaks in this business -- everything else is just noise and nonsense and bs,

 

Could it be just randomness since you have not tried this over a long enough period?

 

"Everything should be made as simple as possible, but not simpler." (A. E.)

 

On FDAX and NQ, average trade is around 40 ticks for the last 2 years. About 80 trades a year.

What do you gain from this information?

 

Backtested it on 10+ markets for 2 years. I don't think there is randomness in play.

 

I love simplicity. I give up easily some profits for simplification. The simpler it gets, the more I feel in control and the easier I can adapt.