纯随机买卖决策。终极基准。如果你的策略无法打败随机,就没有优势。
Random Benchmark策略受Reddit r/algotrading上的热门帖子启发。纯随机买卖决策,作为终极基准。
Every 12 ticks (~24 min), flips a coin: 35% chance to buy (if flat), 40% chance to sell (if in position). Uses 30% of capital per trade with a 5% stop loss.
No technical signals. Purely random decisions with a fixed seed for reproducibility.
中等
Perfect benchmark to evaluate if a strategy has a real edge. Impossible to overfit. Completely unbiased.
No intelligence whatsoever. No statistical edge. Expected performance: slightly negative (trading fees).
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