コペルニクス・ベーシックUSDJPY版
Comments(180)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
849,179JPYProfit Factor
:
1.22Rate of return risk
?
:
2.16Average Profit
:
11,516JPYAverage Loss
:
-27,767JPYBalance
?
:
1,849,179JPYRate of return (all periods)?
:
60.29%Win Rate
:
74.56%
(428/574)
Maximum Position
?
:
1Maximum Drawdown
?
:
17.24%
(392,902JPY)
Maximum Profit
:
40,000JPYMaximum Loss
:
-117,000JPYRecommended Margin
?
:
1,408,380JPYUnrealized P/L
:
0JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
Real Performance (Pips)
※Displays results including swaps and fees
Forward testing (Profit)
Product Statistics
Product Comments
Monthly Statistics
2024
2023
2022
2021
2020
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
Currency Pairs
[USD/JPY]
Trading Style
[Scalping]
Maximum Number Position
2
Maximum Lot
2
Chart Time Frame
M5
Maximum Stop Loss
110
Take Profit
40
Straddle Trading
Yes
Application Type
Metatrader Auto Trading
Other File Usages
No
コペルニクス ～ネーミングの由来～
トレンドフォローEAはレンジ相場に弱く、逆張りEAはトレンド相場に弱い。 EAには必ず得意相場・不得意相場があるのが今までの常識でした。 しかし、今までの歴史が物語っているように、常識は常に覆され、 今まで正しいとされてきた事が間違いで、間違いだとされてきた事が 実は正解だったという出来事はいくつもありました。 …コペルニクスは天文学者で地動説を唱えました。しかしながら世間では天動説が常識でした。 彼の死後、正しいのは地動説だとわかりました… 今回開発したEAは、既存の発想からの脱却をコンセプトに作り上げました。
順張りでも逆張りでもない
通常、EA開発は順張りか逆張りかを決めてから始めるケースが多いのですが、 このコペルニクスは、そもそもその概念がありません。 よって、トレンド相場・レンジ相場共に不得意ではありません。
相場が動いている時にポジションを持たない
相場が大きく動いている時には値幅が取れるからチャンスがあると言われてきました。 しかし、大きく勝つ可能性があるならば、大きく負ける可能性も０ではありません。 リスクが増大しているのです。 現実的に、往復ビンタを喰らった経験はないでしょうか？ このコペルニクスは、発想を変えて、相場が大きく動いている時にはポジションを持ちません。 また、レートが急変する場合にはスプレッドが開き、不利になります。 つまり、バックテストの再現性が低下します。 相場が大きく動かない時にエントリーする利点がそこにあります。
必然的な利食い・損切りの動きに追従する
一般的なトレードは、上がるか下がるかの可能性が高い方へポジションを持ちます。 しかしながら、その予測は極めて難しいではないでしょうか。 下手をするとそれはギャンブルと変わりないものになってしまいます。 しかし、ここで確実に言える事があります。 利益が乗ったら誰もが利食いをする、損失が膨らんだら誰もが損切りをする、です。 このコペルニクスは、その確実に起こる利食い・損切りによって形成される値動きに追従します。
長期間によるバックテスト検証結果
●長期(20年超)、スプレッド設定1.5pips、1.0Lots運用です。 ●PFは1.60と高い数値です。 ●勝率は75%超と高いです。 ●リカバリーファクターは20年で35倍以上です。
Quant Analyzer による検証結果
複利運用によるバックテスト
●初期証拠金：7,500円 ●リスク割合：150(2万円につき3000通貨の割合) ●純益：3億超え
3.0pipsという厳しい条件下でのバックテスト
EA開発者の紹介
元々は裁量トレーダーでした。 全国で10位になった経験があるトレード手法が 長期間で通用するか検証をしたく、EA開発を始めました。
パラメーターの説明
※決済パターンは以下の様になります。 ①内部ロジックによる決済 ②相場に柔軟に対応するための複数種類の固定TP、固定SL ③利益最大化を図るトレイリングストップ ④含み損状態が継続された場合の損失を最小限に抑える為のイグジットポイントの変更 ⑤相場の急変時にポジションをクローズ 以上の決済パターンが複雑に編み込まれております為、 TP値とSL値のパラメーターは、内部に留めユーザー様にてカスタマイズ不可としています (うまく作動しないケースがあるため)。
よくあるQ&A
Q1:どのブローカーでも稼働できますか？ A1:はい。ただし、当EAは稀に両建てになります。 両建て不可の口座での運用テストは未実施ですので、 両建て不可の口座での運用は自己責任でお願い致します。 Q2:どの通貨ペア・時間足でも稼働できますか？ A2:はい。エラーが出ることなく稼働はできます。 ただし、ドル円5分足にてチューニングしていますので、 それ以外での運用は自己責任でお願い致します。 Q3:最低限、証拠金はいくら必要ですか？ A3:過去20年強のバックテストでは0.1Lotsで最大ドローダウンが2.6万円(260pips)でした。 レバレッジ25倍口座ではおよそ1万円で0.01Lotsが目安になります。 Q4:複利パラメーター「リスク割合」について詳しく教えて下さい。 A4:以下の割合になります。 RiskRate=10…余剰証拠金10万円につき0.01Lots RiskRate=50…余剰証拠金10万円につき0.05Lots RiskRate=100…余剰証拠金10万円につき0.1Lots RiskRate=200…余剰証拠金10万円につき0.2Lots Q5:「SurverTimeGMT」は夏時間や冬時間の切り替わりでは手動で変更する必要がありますか？ A5:週末クローズ機能をTrueにする場合のみ、手動での変更が必要です。 お手数をおかけしますがよろしくお願いいたします。
為替が大暴落した日のトレード模様
※赤矢印は売りエントリー、青矢印は買いエントリー 2008年10月24日(リーマンショック絡み)
2015年8月24日(チャイナショック絡み)
2016年6月24日(イギリスのブレクジット)
為替が大暴騰した日のトレード模様
※赤矢印は売りエントリー、青矢印は買いエントリー 2013年4月4日(日銀量的質的金融緩和発表)
2014年10月31日(日銀追加緩和発表)
Sales from
:
11/12/2018 07:35
Purchased: 699times
Price:￥30,000 (taxed)
About 1-click order
●Payment
Forward Test
Back Test
Sales from : 11/12/2018 07:35
Purchased: 699times
Price:￥30,000 (taxed)
About 1-click order
●Payment
About Forex Automated Trading
What is Forex Automated Trading (MT4 EA)?
Forex Automated Trading refers to trading that is automated through programming, incorporating predetermined trading and settlement rules. There are various methods to conduct automated trading, but at GogoJungle, we deal with Experts Advisors (hereinafter referred to as EA) that operate on a trading platform called MT4.
Trading Types of Forex Automated Trading
There are various types of EAs (Expert Advisors) for different trading types that can be used on MT4.
Just like discretionary trading, there are those that decide trading and settlement timings by combining indicators, those that repeatedly buy or sell at certain price (pips) intervals, and trading methods that utilize market anomalies or temporal features. The variety is as rich as the methods in discretionary trading.
To categorize simply,
・Scalping (Type where trades are completed within a few minutes to a few hours),
・Day Trading (Type where trades are completed within several hours to about a day),
・Swing Trading (Type where trades are conducted over a relatively long period of about 1 day to 1 week)
・Grid/Martingale Trading (Holding multiple positions at equal or unequal intervals and settling all once a profit is made. Those that gradually increase the lot number are called Martingale.)
・Anomaly EA (Mid-price trading, early morning scalping)
Just like discretionary trading, there are those that decide trading and settlement timings by combining indicators, those that repeatedly buy or sell at certain price (pips) intervals, and trading methods that utilize market anomalies or temporal features. The variety is as rich as the methods in discretionary trading.
To categorize simply,
・Scalping (Type where trades are completed within a few minutes to a few hours),
・Day Trading (Type where trades are completed within several hours to about a day),
・Swing Trading (Type where trades are conducted over a relatively long period of about 1 day to 1 week)
・Grid/Martingale Trading (Holding multiple positions at equal or unequal intervals and settling all once a profit is made. Those that gradually increase the lot number are called Martingale.)
・Anomaly EA (Mid-price trading, early morning scalping)
Risks, Advantages, and Disadvantages of Forex Automated Trading
When engaging in Forex, there are risks in automated trading just as there are in discretionary trading.
However, a substantial advantage of automated trading is its ability to limit and predict risks beforehand.
[Risk]
Inherent to forex trading are the trading risks that undeniably exist in automated trading as well.
・Lot Size Risk
Increasing the lot size forcibly due to a high winning rate can, in rare instances, depending on the EA, lead to substantial Pips loss when a loss occurs. It is crucial to verify the SL Pips and the number of positions held before operating with an appropriate lot.
・Rapid Market Fluctuation Risk
There are instances where market prices fluctuate rapidly due to index announcements or unforeseen news. System trading does not account for such unpredictable market movements, rendering it incapable of making decisions on whether to settle in advance or abstain from trading. As a countermeasure, utilizing tools that halt the EA based on indicator announcements or the VIX (fear index) is also possible.
[Benefits]
・Operates 24 hours a day
If there is an opportunity, system trading will execute trades on your behalf consistently. It proves to be an extremely convenient tool for those unable to allocate time to trading.
・Trades dispassionately without being swayed by emotions
There is an absence of self-serving rule modifications, a common human tendency, such as increasing the lot size after consecutive losses in discretionary trading or, conversely, hastily securing profits with minimal gains.
・Accessible for beginners
To engage in Forex trading, there is no prerequisite to study; anyone using system trading will achieve the same results.
[Disadvantages]
・Cannot increase trading frequency at will
Since system trading operates based on pre-programmed conditions, depending on the type of EA, it might only execute trades a few times a month.
・Suitability may vary with market conditions
Depending on the trading type of the EA, there are periods more suited to trend trading and periods more suited to contrarian trading, making consistent results across all periods unlikely. While the previous year might have yielded good results, this year's performance might not be as promising, necessitating some level of discretion in determining whether it is an opportune time to operate.
However, a substantial advantage of automated trading is its ability to limit and predict risks beforehand.
[Risk]
Inherent to forex trading are the trading risks that undeniably exist in automated trading as well.
・Lot Size Risk
Increasing the lot size forcibly due to a high winning rate can, in rare instances, depending on the EA, lead to substantial Pips loss when a loss occurs. It is crucial to verify the SL Pips and the number of positions held before operating with an appropriate lot.
・Rapid Market Fluctuation Risk
There are instances where market prices fluctuate rapidly due to index announcements or unforeseen news. System trading does not account for such unpredictable market movements, rendering it incapable of making decisions on whether to settle in advance or abstain from trading. As a countermeasure, utilizing tools that halt the EA based on indicator announcements or the VIX (fear index) is also possible.
[Benefits]
・Operates 24 hours a day
If there is an opportunity, system trading will execute trades on your behalf consistently. It proves to be an extremely convenient tool for those unable to allocate time to trading.
・Trades dispassionately without being swayed by emotions
There is an absence of self-serving rule modifications, a common human tendency, such as increasing the lot size after consecutive losses in discretionary trading or, conversely, hastily securing profits with minimal gains.
・Accessible for beginners
To engage in Forex trading, there is no prerequisite to study; anyone using system trading will achieve the same results.
[Disadvantages]
・Cannot increase trading frequency at will
Since system trading operates based on pre-programmed conditions, depending on the type of EA, it might only execute trades a few times a month.
・Suitability may vary with market conditions
Depending on the trading type of the EA, there are periods more suited to trend trading and periods more suited to contrarian trading, making consistent results across all periods unlikely. While the previous year might have yielded good results, this year's performance might not be as promising, necessitating some level of discretion in determining whether it is an opportune time to operate.
Equipment and Environment Needed for Automated Trading Operation
The requirements for operating automated trading (EA) on MT4 are as follows:
・MT4 (MetaTrader 4. An account needs to be opened with a Forex company that offers MT4.)
・EA (A program for automated trading)
・The operating deposit required to run the EA
・A PC that can run 24 hours or a VPS (Virtual Private Server), where a virtual PC is hosted on a cloud server to run MT4.
・MT4 (MetaTrader 4. An account needs to be opened with a Forex company that offers MT4.)
・EA (A program for automated trading)
・The operating deposit required to run the EA
・A PC that can run 24 hours or a VPS (Virtual Private Server), where a virtual PC is hosted on a cloud server to run MT4.
Installation of MT4 and Account Login
If you open an account with a forex broker that supports MT4, you can use MT4 as provided by that forex broker. MT4 is a stand-alone type of software that needs to be installed on your computer, so you download the program file from the website of the FX company where you opened the account and install it on your computer.
Additionally, there are both demo and real accounts available. You can experience trading with virtual money by applying for a demo account. After opening a real account, you select the connection server assigned by the Forex broker, enter the password, and log in to the account.
When you deposit money into your account using the method specified by the forex broker, the funds will be reflected in your MT4 account, and you can trade.
Additionally, there are both demo and real accounts available. You can experience trading with virtual money by applying for a demo account. After opening a real account, you select the connection server assigned by the Forex broker, enter the password, and log in to the account.
When you deposit money into your account using the method specified by the forex broker, the funds will be reflected in your MT4 account, and you can trade.
How to Install EA on MT4
To set up an EA when you purchase it through GogoJungle, follow the steps below:
Firstly, download the purchased EA file from your My Page on GogoJungle. You will download a zip (compressed) file, so right-click to extract it and retrieve the file named ‘◯◯◯ (EA name)_A19GAw09 (any 8 alphanumeric characters).ex4’ from inside.
Next, launch MT4 and navigate to ‘File’ → ‘Open Data Folder’ → ‘MQL4’ → ‘Experts’ folder, and place the ex4 file inside. Once done, close MT4 and restart it. Then, go to the upper menu ‘Tools’ → ‘Options’, and under ‘Expert Advisors’, ensure ‘Allow automated trading’ and ‘Allow DLL imports’ are checked, then press OK to close.
The necessary currency pair and time frame for the correct operation of the EA are specified on the EA sales page. Refer to this information and open the chart of the correct currency pair time frame (e.g., USDJPY5M for a USD/Yen 5-minute chart).
Within the menu navigator, under ‘Expert Advisors’, you will find the EA file name you placed earlier. Click to select it, then drag & drop it directly onto the chart to load the EA. Alternatively, you can double-click the EA name to load it onto the selected chart.
If ‘Authentication Success’ appears in the upper left of the chart, the authentication has been successful. To operate the EA, you need to keep your PC running 24 hours. Therefore, either disable the automatic sleep function or host MT4 on a VPS and operate the EA.
Firstly, download the purchased EA file from your My Page on GogoJungle. You will download a zip (compressed) file, so right-click to extract it and retrieve the file named ‘◯◯◯ (EA name)_A19GAw09 (any 8 alphanumeric characters).ex4’ from inside.
Next, launch MT4 and navigate to ‘File’ → ‘Open Data Folder’ → ‘MQL4’ → ‘Experts’ folder, and place the ex4 file inside. Once done, close MT4 and restart it. Then, go to the upper menu ‘Tools’ → ‘Options’, and under ‘Expert Advisors’, ensure ‘Allow automated trading’ and ‘Allow DLL imports’ are checked, then press OK to close.
The necessary currency pair and time frame for the correct operation of the EA are specified on the EA sales page. Refer to this information and open the chart of the correct currency pair time frame (e.g., USDJPY5M for a USD/Yen 5-minute chart).
Within the menu navigator, under ‘Expert Advisors’, you will find the EA file name you placed earlier. Click to select it, then drag & drop it directly onto the chart to load the EA. Alternatively, you can double-click the EA name to load it onto the selected chart.
If ‘Authentication Success’ appears in the upper left of the chart, the authentication has been successful. To operate the EA, you need to keep your PC running 24 hours. Therefore, either disable the automatic sleep function or host MT4 on a VPS and operate the EA.
In Case You Want to Change the Account in Use
EAs from GogoJungle can be used with one real account and one demo account per EA.
If you want to use it with an account other than the authenticated one, you need to reset the registered account.
To reset the account, close the MT4 where the Web authentication is registered, then go to My Page on GogoJungle > Use > Digital Contents > the relevant EA > press the ‘Reset’ button for the registration number, and the registered account will be released.
When the account is in a reset state, using the EA with another MT4 account will register a new account.
Also, you can reset the account an unlimited number of times.
If you want to use it with an account other than the authenticated one, you need to reset the registered account.
To reset the account, close the MT4 where the Web authentication is registered, then go to My Page on GogoJungle > Use > Digital Contents > the relevant EA > press the ‘Reset’ button for the registration number, and the registered account will be released.
When the account is in a reset state, using the EA with another MT4 account will register a new account.
Also, you can reset the account an unlimited number of times.
Solutions for Errors During Web Authentication or Non-Functional Account Trading
If you encounter an error with Web authentication, or if the EA is trading on GogoJungle's forward performance page but not on your own account, there could be various reasons. For more details, please refer to the following link:
→ Items to Check When EA is Not Operating
→ Items to Check When EA is Not Operating
About the Size of Trading Lots
In Forex trading, the size of a lot is usually:
1 lot = 100,000 currency units
0.1 lot = 10,000 currency units
0.01 lot = 1,000 currency units
For USD/JPY, 1 lot would mean holding 100,000 dollars.
The margin required to hold lots is determined by the leverage set by the Forex broker.
If the leverage is 25 times, the margin required to hold 10,000 currency units of USD/JPY would be:
10000*109 (※ at a rate of 109 yen per dollar) ÷ 25 = 43,600 yen.
1 lot = 100,000 currency units
0.1 lot = 10,000 currency units
0.01 lot = 1,000 currency units
For USD/JPY, 1 lot would mean holding 100,000 dollars.
The margin required to hold lots is determined by the leverage set by the Forex broker.
If the leverage is 25 times, the margin required to hold 10,000 currency units of USD/JPY would be:
10000*109 (※ at a rate of 109 yen per dollar) ÷ 25 = 43,600 yen.
Glossary of Automated Trading
・Profit Factor: Total Profit ÷ Total Loss
・Risk-Return Ratio: Total Profit and Loss during the period ÷ Maximum Drawdown
・Maximum Drawdown: The largest unrealized loss during the operation period
・Maximum Position Number: This is the maximum number of positions that the EA can theoretically hold at the same time
・TP (Take Profit): The set profit-taking Pips (or specified amount, etc.) in the EA's settings
・SL (Stop Loss): The set maximum loss pips (or specified amount, etc.) in the EA's settings
・Trailing Stop: Instead of settling at a specified Pips, once a certain profit is made, the settlement SL is raised at a certain interval (towards the profit), maximizing the profit. It is a method of settlement.
・Risk-Reward Ratio (Payoff Ratio): Average Profit ÷ Average Loss
・Hedging: Holding both buy and sell positions simultaneously (Some FX companies also have types where hedging is not allowed)
・Risk-Return Ratio: Total Profit and Loss during the period ÷ Maximum Drawdown
・Maximum Drawdown: The largest unrealized loss during the operation period
・Maximum Position Number: This is the maximum number of positions that the EA can theoretically hold at the same time
・TP (Take Profit): The set profit-taking Pips (or specified amount, etc.) in the EA's settings
・SL (Stop Loss): The set maximum loss pips (or specified amount, etc.) in the EA's settings
・Trailing Stop: Instead of settling at a specified Pips, once a certain profit is made, the settlement SL is raised at a certain interval (towards the profit), maximizing the profit. It is a method of settlement.
・Risk-Reward Ratio (Payoff Ratio): Average Profit ÷ Average Loss
・Hedging: Holding both buy and sell positions simultaneously (Some FX companies also have types where hedging is not allowed)
Useful related pages
・How to Install MT4 EA (Expert Advisor) and Indicators
・MT4 Beginner's Guide
・Understanding System Trading Performance (Forward and Backtesting)
・Choosing Your First EA! Calculating Recommended Margin for EAs
・Comparing MT4 Accounts Based on Spread, Swap, and Execution Speed
・What is Web Authentication?
・Checklist for When Your EA Isn't Working
・MT4 Beginner's Guide
・Understanding System Trading Performance (Forward and Backtesting)
・Choosing Your First EA! Calculating Recommended Margin for EAs
・Comparing MT4 Accounts Based on Spread, Swap, and Execution Speed
・What is Web Authentication?
・Checklist for When Your EA Isn't Working
