ALFA1

ALFA1 Auto Trading
Comments(5)
Expert Advisors
MetaTrader 4
Last Updated At
5/8/2023
Version
2.01
My Profile
Kite
  • Whole period
  • 2 years
  • 1 year
  • 6 months
  • 3 months
  • 1 month
Profit
112,335JPY
Profit Factor
1.09
Rate of return risk  ?
0.36
Average Profit
25,373JPY
Average Loss
-21,988JPY
Balance  ?
1,112,335JPY
Rate of return (all periods)?
13.13%
Win Rate
48.65% (54/111)
Maximum Position  ?
1
Maximum Drawdown  ?
29.03% (312,681JPY)
Maximum Profit
146,520JPY
Maximum Loss
-51,000JPY
Recommended Margin  ?
855,421JPY
Unrealized P/L
0JPY
Deposit  ?
1,000,000JPY
Currency
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
[Swing Trading]
Maximum Number Position
1
Maximum Lot
1
Chart Time Frame
M30
Maximum Stop Loss
170
Take Profit
0
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No

■ALFA1 GBPJPY の紹介

公式ブログにてフォワードテスト含めた詳細を公開しております。

GBP/JPYの30分足専用スイングトレードとなります。

エントリーロジックは順張りトレンドフォローでエントリーを行います。

過剰カーブフィット抑制のため、使用テクニカルは、

2本の移動平均線のゴールデンクロス・デッドクロス、 1本の移動平均線のエントリーフィルターのみ、 設定期間も一般的な値としています。

これに様々な決済ロジック採用により利益を残せるよう工夫しております。


■バックテスト結果から見るその他の特徴




  • バックテスト期間:2010/1/1~2022/12/30 (13年間) 0.3Lot固定、100万円スタートで742万円となっております(※)。  
  • 資産曲線や「PL in money by year」から見て取れますように、 フラットな期間およびドローダウン期間がありますが、 全ての年で負け無しとなっております。     
  • 1ヶ月に3回~、平均5回程度の取引となります。 高頻度な取引がお好きな方にはお勧め致しません。

  • 「Trades by duration」から見て取れるように、 ポジションの平均保有時間は44時間程度となります。 ポジションの長期保有が嫌いな方にはお勧め致しません。

  • エントリーおよび決済はローソク足確定後の動作でバックテストの再現性を重視。 (SL決済は常時動作となります)

  • 勝率は50%となります。 低勝率や連敗にストレスを感じる方にはお勧め致しません。     
  • 相場状況とボラティリティに応じてストップロスを算出・セットしますが、 最大値(最大ストップロス)を170pipsに限定しております。    (円口座0.1Lotにて運用をした場合、17,000円の損失となります)         
  • ナンピン、マーチンゲールなし
※将来に渡って成績が一致することを保証してるデータではございません。 さらに状況によってはマイナスや投資金以上の損失が発生する場合もございます。  

■運用ロットの考え方

運用ロットの考え方はユーザー様各位により千差万別となりますが一番重要なのは


「資金が何%減るところまで我慢できるか?」


となります。


この考え方を参考に運用ロットをご判断頂きますよう宜しくお願い致します。

当EAのバックテストは、100万円に対して0.3ロットです。

これは投資資金100万円でスタートした場合、 ドローダウンにより資金が『30万円まで減る可能性がある』運用となり、 やや高めのリスク設定となっております。

ローリスクローリターン設定とされる場合はロット数を小さくして下さい。 

例えば「資金が10%減るところまで(10万まで)にしたい」場合は、 0.1ロット以下での運用Lotsにするなどご判断頂ければと思います。    0.1Lotの運用でバックテスト期間における最大ドローダウンは96,000円です。   

■パラメータ設定

  • MagicNumber :マジックナンバー 初期値「230224」

     同一口座で他EAと同時使用の際は重複しないよう設定して下さい。

  •  Lots :取引ロット数 初期値「0.3」

     許容リスクをもとに設定して下さい。

  •  MaxSpread :最大スプレッド 初期値「5.0(5.0pips)」

  • Slippage :スリッページ 初期値「10(10pips)」

  • GMT :各FX会社のGMT 初期値「2」

     FX会社のGMTがGMT+2/夏+3の場合は「2」、GMT+9の場合は「9」、GMT+0の場合は「0」を入力して下さい。後述のロールオーバー時に注文を遅らせる機能に使用します。

  • Summertime :サマータイム補正 初期値「1」

     米国式は「1」、英国式は「2」、サマータイムが無いFX会社は「0」を入力して下さい。

  • EntryNG_EndofYear :年末年始稼働制限 初期値「false」

     「true」で年末年始(12月16日~1月5日)の稼働を制限します。

  • Rollover_DelayTime :ロールオーバー時のエントリー遅延時間 初期値「10」

     多くのFX会社ではロールオーバー時間に、注文を受け付けません。

    また、注文を受け付けるFX会社においてもスプレッドが急激に開くことにより成績悪化が懸念されます。

    その対策としてロールオーバー時間のみ注文を遅らせる機能を実装しました。※

    例えば10(分)と入力した場合、0時の注文は0:10となります。
    (日本時間7:10(米国東部夏時間の場合6:10))

    これにより0時の注文が通らないことによる機会損失を減らすことができます。

    なおバックテストは初期値の10(分)で行っております。

    ※ロールオーバー時にレート配信(tick更新)が行われるFX会社でのみ機能致します。


ver2.00より追加

  • 複利機能を使用するか:初期値「false」

複利機能を利用する場合は「true」に設定して下さい。

「false」にすると単利での動作となり「Lots」で指定した固定ロットに設定されます。


  • 余剰証拠金のうち何%を使用するか:初期値「1.7」

余剰証拠金のうち何%を使用するかを設定して下さい。

この値が許容リスクとなります。StopLoss にかかった時にその許容リスク額となるようにロット設定します。

例えば投資資金100万円でスタート、許容リスクを1.7%にするとリスク額は17,000円となります。

当EAのStopLossは170pipsとなりますので、ロットは0.1ロットに設定されます。

 

※国内・海外どのFX会社でもMT4で対象通貨ペアの取引ができればご使用頂けます。

※一度設定後はサマータイム切り替わり時期にGMT設定を変更する必要はございません。

Sales from :  03/15/2023 23:55
Purchased: 1times

Price:¥18,000 (taxed)

Payment

Forward Test
Back Test

Sales from :  03/15/2023 23:55
Purchased: 1times

Price:¥18,000 (taxed)

Payment

About Forex Automated Trading
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.
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)

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.
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.
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.
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.
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 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
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.
・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)
GogoJungle Corporation
Registration Number for Financial Instruments Business: No. 1960 - Kanto Finance Bureau (Gold Trading)
A member of General Incorporated Association and Japan Investment Advisers Association
GogoJungle Corporation
Registration Number for Financial Instruments Business:
No. 1960 - Kanto Finance Bureau (Gold Trading)
A member of General Incorporated Association
Japan Investment Advisers Association
Financial Services AgencyJapan Investment Advisers AssociationFinancial Instruments Mediation Assistance CenterSecurities and Exchange Surveillance Commission

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