More random,the better.
The more random it is, within a given boundaries, the better it is I think.
How about adding randomness to Tp, Sl and RandomEntry period?
The user still sets these parameters, but random no generator would allow to generate a value within +- 30pips of the value?
E.g. Tp = 600 pips, random generator within +-30pips range = -21,
hence Tp this time will be 579pips.
Also have a look at this comment from:
http://forum.mql4.com/36418/page2#387446
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I use random entry/exit strategy EA's to capture a lot of information regarding the market dynamics. It speaks to entitlement, and the data itself are useful when applying statistical analysis of the market.
In my case I use "time" as my indicator. A position is taken at a random time, held open for a random amount of time, and then closed at a random time. The resultant P/L as well as MAE/MFE are tallied. Rinse and repeat on years of historical data. It's all MonteCarlo driven, then I do it a few thousands of times, pool the results, apply statistics.
With those results in hand I then have a benchmark by which I can assess the performance of any EA strategy I might consider entertaining. If it can't outperform the random strategy (and P/L is not the metric to optimize for in backtesting) then its worthless.
Oh and one lesson learned in the creation of my random entry/exit EA is that one person's idea of "random" is another person's definition of "biased". You should have some expectation of what a truly random strategy ought to produce in terms of results.
In my case the results set me back because of their true simplicity: