あさぽん｜木里ゆうの裁量手法をEA化
Comments(51)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
-15,482JPYProfit Factor
:
1.00Rate of return risk
?
:
-0.05Average Profit
:
9,004JPYAverage Loss
:
-5,997JPYBalance
?
:
984,518JPYRate of return (all periods)?
:
-2.35%Win Rate
:
39.97%
(259/648)
Maximum Position
?
:
1Maximum Drawdown
?
:
35.08%
(289,892JPY)
Maximum Profit
:
9,300JPYMaximum Loss
:
-6,180JPYRecommended Margin
?
:
659,200JPYUnrealized P/L
:
0JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
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
[GBP/JPY]
Trading Style
[Day Trading]
Maximum Number Position
1
Maximum Lot
10
Chart Time Frame
H1
Maximum Stop Loss
60
Take Profit
90
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
兼業トレーダーの木里ゆうが、GogoJungle内投資ナビ＋の週刊連載でトレード結果をレポートしている、ポンド円の手法をEA化しました！
このEAで、国内証券会社FOREX EXCHANGE主催の公式大会「第1回EA-1グランプリ（2020年1～4月）」に参戦させていただき、まさかの優勝を果たしました！思ってもみなかった結果になり、なにより本人がびっくりです。
EAの概要。あさぽんはこういう自動売買です
GogoJungleの連載で毎週取引結果を報告している、ポンド円の手法をEA化したものです。
⇒木里ゆうの楽々FXトレード検証生活
◆2019年12月16日～2020年12月11日の成績→51勝61敗 ＋930pips
毎日同じタイミング、同じルールでポンド円を売買し、2つ以上ポジションを持たないため、非常に安定感があります。トレンドが弱いと判断してエントリーを見送ることもありますが、頻度は低いため、エントリー時間にポジションを持っていなければ、だいたいトレードが発生すると考えてOKです。
また、相場の流れを追いかけない、トレンドに乗ろうとしないマイペースなシストレ型なので、2020年春のコロナ相場ような荒れ相場でも大崩れすることなく、淡々とトレードを繰り返すのみ。
あさぽんはどれくらい勝てるの？バックテスト結果を検証
18年間で口座資金は185倍に！想定年間利回り約1000％！
| あさぽんバックテスト（2002年～2020年） | ||
| 通貨ペア | ポンド円（GBPJPY） | |
| スプレッド | 1.5pips | |
| 取引ロット数 | 1.0（10万通貨） | |
| 運用開始日 | 2002/06/03 | |
| 集計日 | 2020/04/19 | |
| ドル計算 | 円計算 | |
| 入金額 | $1,000.00 | 107,565円 |
| 口座残高 | $172,687.56 | 18,575,137円 |
| 損益 | $171,687.56 | 18,467,572円 |
| ここまでの利回り | 17168.76% | |
| 経過日数 | 6530 | |
| 1日あたりの損益 | $26.29 | 2,828円 |
| 予想年間損益 | $9,596.62 | 1,032,261円 |
| 1日あたりの利回り | 2.63% | |
| 予想年間利回り | 959.66% | |
| PF | 1.16 | |
| 最大ドローダウン | $17,740.47 | 1,908,254円 |
| 合計取引回数 | 3296 | |
| 勝ちトレード数 | 1444 | |
| 負けトレード数 | 1852 | |
| 勝率 | 43.81% | |
| 最大連勝数 | 9 | |
| 最大連敗数 | 14 | |
| 総利益 | $1,218,774.42 | 131,097,470円 |
| 総損失 | $1,047,086.86 | 112,629,898円 |
| リスクリワードレシオ | 1.49 | |
| 米ドル円計算レート | 107.565 | |
直近7年間に絞り込むと年間170万円の利益！
| あさぽんバックテスト（2013年～2020年） | ||
| 通貨ペア | ポンド円（GBPJPY） | |
| スプレッド | 1.5pips | |
| 取引ロット数 | 1.0（10万通貨） | |
| 運用開始日 | 2013/01/02 | |
| 集計日 | 2020/04/19 | |
| ドル計算 | 円計算 | |
| 入金額 | $1,000.00 | 107,565円 |
| 口座残高 | $117,525.13 | 12,641,591円 |
| 損益 | $116,525.13 | 12,534,026円 |
| ここまでの利回り | 11652.51% | |
| 経過日数 | 2664 | |
| 1日あたりの損益 | $43.74 | 4,705円 |
| 予想年間損益 | $15,965.34 | 1,717,312円 |
| 1日あたりの利回り | 4.37% | |
| 予想年間利回り | 1596.53% | |
| PF | 1.32 | |
| 最大ドローダウン | $11,206.89 | 1,205,469円 |
| 合計取引回数 | 1222 | |
| 勝ちトレード数 | 575 | |
| 負けトレード数 | 647 | |
| 勝率 | 47.05% | |
| 最大連勝数 | 9 | |
| 最大連敗数 | 9 | |
| 総利益 | $480,282.02 | 51,661,535円 |
| 総損失 | $363,756.89 | 39,127,510円 |
| リスクリワードレシオ | 1.49 | |
| 米ドル円計算レート | 107.565 | |
あさぽんというEAの強みを考えてみます
きわめてシンプルなロジックなので、相場の傾向変化に強く、長く機能し続ける期待大
文章にしたら2～3行で全部書けるほど超簡単なロジックなので、いろいろな相場に対応できる幅の広さがあります。 一般的にロジックが複雑なほど、マッチしている相場と、マッチしていない相場での成績の落差が大きくなりますが、あさぽんにはこの心配はありません。テクニカル指標を使っていないので大相場でも崩れにくい
カーブフィッティングができない
最大ポジション数1なので資金効率が最大化される
設定項目が少ないので初心者でも簡単に始められる
あさぽんはスプレッド耐性が強いので、口座選びは迷わなくてOK
スプレッドが3pipsの場合⇒「余裕」
PF：1.25
純益：91597.84ドル
ちょっとグラフの形が悪くなりましたが、依然として明らかに勝っています。
スプレッドが5pipsの場合⇒「全然いける」
PF：1.18
純益：68727.45ドル
けっこうギザギザしてきましたが、まだまだ大きなプラス収支です。
スプレッドが8pipsの場合⇒「勝ってはいる」
PF：1.09
純益：68727.45ドル
さすがにこのスプレッドではやりたくないですが、依然としてプラス収支をキープ。
スプレッド耐性が高いメリット
バックテストとリアル運用の乖離が少ない
⇒リアル運用では、ボラティリティや流動性の影響により、バックテストには現れない厳しいレートがありますが、そういったものの影響が少なくなり、結果としてバックテストに近しい結果が出ます。口座選びに神経質にならなくても良い
⇒スプレッドが少しくらい広い口座でも勝敗がひっくり返ることはありません。もともと自分が持っている口座をそのまま使いたいなど、口座選びの選択肢が広いことを意味します。とはいえ、スプレッドは狭いに越したことはありません
あさぽんの運用設定
EAあさぽんへの疑問・質問に洗いざらい答えます！
どういう相場が得意ですか？また、苦手は相場はありますか？
どういうロジックですか？
自動売買初心者でも大丈夫ですか？
資金が50万円の場合、ロット数はどれくらいがいいですか？
通貨ペアは何ですか？
どのMT4口座がオススメですか？
パソコンの電源を切ったらだめですか？
資金はどれくらいから始めればいいですか？
必ず毎日トレードをしますか？
MT4の使い方が分かりません！
どうすれば勝てますか
絶対勝てますか？
値幅設定はどうすればいいですか？
放置できますか？
FXライターの鹿内武蔵様より推薦コメントをいただきました！
FXライターの鹿内武蔵です。月刊誌FX攻略.com時代には、木里さんの担当編集でした。
このEAの最大の特徴は、実際に木里さん本人が毎日手動で運用している手法を、純粋にEA化した点です。裁量でも問題なくできて、なおかつ利益が出ている自然なやり方を、ただそのままMT4で自動化しただけなので、自動売買にありがちな正体不明感がかなり少ないのでは？
実際に僕も運用させてもらっていますが、非常に安定しています。1日に1回のトレードなので、今日は勝った、今日は負けたという感じに、気楽に売買結果を毎日楽しみにしています。
このEAの最大のポイントは、王道のシステムトレードであることです。システムトレードとは、相場の上げ下げを読むのではなく、事前に決められたルール通りに淡々と売買を繰り返すもの。今のトレンドについていく思想ではありません。
自分が見ている限り、けっこうな割合のEAは移動平均線やボリンジャーバンドといった、ボラティリティで形が大きく変わり、機能するパラメーターも違ってくるものを使って、環境認識をしているように見えます。こういったタイプのEAは、つまるところ、「相場の流れを読むトレード手法をブラックボックス化しただけ」ではないかと思っています。もちろん全部そうではないでしょうが、そういったものも多いと感じます（中身は見えないので想像ですけど）。
あさぽんはシストレだからこそ、こういった主流のEAとは違うタイプであります。今までEA運用がどうにもしっくりこなかった人には、ぜひ一度試してもらいたいと思います。
最後に木里ゆうから皆さんにメッセージ
今まで、木里ロジックをEA化しないの？という質問やご要望は、色々なところでいただいてきました。
実際にコラムの読者の方でも、仕事の関係で、毎日同じ時間にエントリーは難しいという方が多いです。また、エントリー自体は短時間でできても、毎日時間を取られるのが面倒だなぁという声も…。
そこで今回、木里初のEA販売をできる運びとなりました！
安定性に優れたロジックでハラハラドキドキとは無縁。メンタルを相場に持っていかれないのでw兼業の方にも向いていると思います！
あさぽんで、時間の拘束なし、気持ちもラクに、効率的な資産運用をしていきましょー♪
Sales from
:
05/29/2020 06:10
Purchased: 60times
Price:￥29,800 (taxed)
About 1-click order
●Payment
Forward Test
Back Test
Sales from : 05/29/2020 06:10
Purchased: 60times
Price:￥29,800 (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
