千紫万紅～SENSI-BANKOU～
Comments(60)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
891,761JPYProfit Factor
:
1.18Rate of return risk
?
:
1.41Average Profit
:
6,962JPYAverage Loss
:
-12,734JPYBalance
?
:
1,891,761JPYRate of return (all periods)?
:
25.22%Win Rate
:
68.33%
(1191/1743)
Maximum Position
?
:
4Maximum Drawdown
?
:
12.83%
(633,247JPY)
Maximum Profit
:
90,100JPYMaximum Loss
:
-93,800JPYRecommended Margin
?
:
3,535,710JPYUnrealized 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
[USD/JPY]
Trading Style
[Scalping]
[Day Trading]
Maximum Number Position
2
Maximum Lot
40
Chart Time Frame
M5
Maximum Stop Loss
90
Take Profit
90
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
■ 特長
① 年平均収益率が非常に高い---> 91%
② 最大ドローダウン率が非常に低い---> 4.1%
③ ①と②によりリスクリターン率が高い---> 23
リスクリターン率 ＝ 通算損益(25,946)÷最大ドローダウン(1,140)
④ 疑似フォワードテストにより、ストラテジテスタにより最適化が
カーブフィッティングでないことを確認。
■ バージョンアップ情報
V1.0: 初期バージョン
V1.1: 金曜日エントリ不可時間指定、金曜日決済時間指定のパラメータ追加
注文のコメントを「Senshibanko」に変更
V1.2: SeasonTime がfalseの時の誤差を修正
V1.3: 複数ポジションでもマジック番号を1つ固定
V1.4: 利確(TakeProfit)と損切(StopLoss)をユーザで変更できるようにしました。
V1.5: 最大許容スプレッドがエントリだけでなく、決済時にも適用するようにしました。
V1.6:トレード頻度を上げるパラメータBBLevelを追加しました。
この値を下げるとトレード頻度が上がります。
15に設定すれば、Version.1.5と全く同じ動作をします。
V1.7: エントリ時のスプレッドが最大許容スプレッドより大きい時、５回リトライするようにしました。
V1.8: 特定の曜日のみエントリーするように修正しました。この機能を使わない場合はEAを更新する必要はありません。
■ トレードロジック
4本の移動平均線、ボリバン、ストキャスを利用した
シンプルな押し目買い・戻し売り手法
■ 疑似フォワードテスト
過去12年のうち最初の10年でストラテジテスタにより最適化後、
同じパラメータであとの2年をストラテジテスタにより性能確認し、
カーブフィッティングしてないことを確認しました。
<10年間のバックテスト>
期間：2006.08.01 - 2016.08.01
純益 96342
最大ドローダウン 3692
プロフィットファクタ 2.04
期待利得 34.51
勝率 73.50%
総取引数 2792(273回/年)
<2年間のフォワードテスト>
期間：2016.08.01 - 2018.08.01
純益 13014
最大ドローダウン 3388
プロフィットファクタ 1.77
期待利得 25.42
勝率 70.90%
総取引数 512(256回/年)
■ 最大ポジション数(MaxPos)を変えた時の結果データ表
■ ロット数を変えた時の変えた時の結果データデータ表
■ パラメータの説明と初期値
・MagicNumber = 12432
マジック番号
・Lots = 0.1
ロット数、
・MaxPos = 2
最大ポジション数
・TakeProfit = 90
利確(pips)
・StopLoss = 90
損切(pips)
・BBLevel = 15
感度、この値を下げるとトレード回数が増えます。
この値を上げるとPFが増え、ドローダウンが小さくなります。
・SeasonTime = true
夏時間GMT+3、冬時間GMT+2の時間を採用されているブローカで使われる時は
この値をtrueにしてください。それ例外はfalseです。
・ServerGMT = 0
SeasonTimeがfalseの時のサーバの時間帯を入れてください。
例.GMT+9の場合は9となります。
・EntryMaxSpread = 3.0
エントリ時の最大許容スプレッド(pips)
・CloseMaxSpread = 4.0
決済時の最大許容スプレッド(pips)
・MoneyManage = false
複利計算をする場合はtrue、固定ロットの場合はfalse
・RiskRate = 20
複利計算をする時、余剰証拠金のRiskRate%が必要証拠金になるようロット数
を決めます。
・UseFridayClose = false
・FridayCloseTime = "03:30" （日本時間）
UseFridayCloseをtrueに設定すると日本時間で土曜日のFridayCloseTimeにポジションをもっていた時は決済されます。
FridayCloseTimeが12:00より大きい時は日本時間で金曜日のFridayCloseTimeにポジションをもっていた時は決済されます。
・UseFridayNotEntry = false
・FridayNotEntryTime = "03:30" （日本時間）
UseFridayNotEntryをtrueに設定すると日本時間で土曜日のFridayNotEntryTime以降はエントリしません。
FridayNotEntryTimeが12:00より大きい時は金曜日のFridayNotEntryTime以降はエントリしません。
日本時間で、trueの曜日のみエントリします。
・UseMonday = true
・UseTuesday = true
・UseWednesday = true
・UseThursday = true
・UseFriday = true
・UseStaurday = true
(バージョンアップ情報)
Version.1.8 「SenshiBanko8」
■ 感度調整用パラメータ追加
感度調整用パラメータ(BBLevel）を追加しました。
この値を下げるとトレード頻度を上がります。
バックテスト結果では、BBLevelを下げてトレード頻度を上げても、高い勝率や
PF、資産曲線の傾向(右上がり)を維持してます。
・BBLevelを変えた時のバックテスト結果
・BBLevelを変えた時の資産曲線の違い
＊BBLevel=16の時
＊BBLevel=12の時
＊BBLevel=6の時
以上。
<2年間のフォワードテスト>
期間：2016.08.01 - 2018.08.01
純益 13014
最大ドローダウン 3388
プロフィットファクタ 1.77
期待利得 25.42
勝率 70.90%
総取引数 512(256回/年)
■ 最大ポジション数(MaxPos)を変えた時の結果データ表
■ ロット数を変えた時の変えた時の結果データデータ表
■ パラメータの説明と初期値
・MagicNumber = 12432
マジック番号
・Lots = 0.1
ロット数、
・MaxPos = 2
最大ポジション数
・TakeProfit = 90
利確(pips)
・StopLoss = 90
損切(pips)
・BBLevel = 15
感度、この値を下げるとトレード回数が増えます。
この値を上げるとPFが増え、ドローダウンが小さくなります。
・SeasonTime = true
夏時間GMT+3、冬時間GMT+2の時間を採用されているブローカで使われる時は
この値をtrueにしてください。それ例外はfalseです。
・ServerGMT = 0
SeasonTimeがfalseの時のサーバの時間帯を入れてください。
例.GMT+9の場合は9となります。
・EntryMaxSpread = 3.0
エントリ時の最大許容スプレッド(pips)
・CloseMaxSpread = 4.0
決済時の最大許容スプレッド(pips)
・MoneyManage = false
複利計算をする場合はtrue、固定ロットの場合はfalse
・RiskRate = 20
複利計算をする時、余剰証拠金のRiskRate%が必要証拠金になるようロット数
を決めます。
・UseFridayClose = false
・FridayCloseTime = "03:30" （日本時間）
UseFridayCloseをtrueに設定すると日本時間で土曜日のFridayCloseTimeにポジションをもっていた時は決済されます。
FridayCloseTimeが12:00より大きい時は日本時間で金曜日のFridayCloseTimeにポジションをもっていた時は決済されます。
・UseFridayNotEntry = false
・FridayNotEntryTime = "03:30" （日本時間）
UseFridayNotEntryをtrueに設定すると日本時間で土曜日のFridayNotEntryTime以降はエントリしません。
FridayNotEntryTimeが12:00より大きい時は金曜日のFridayNotEntryTime以降はエントリしません。
日本時間で、trueの曜日のみエントリします。
・UseMonday = true
・UseTuesday = true
・UseWednesday = true
・UseThursday = true
・UseFriday = true
・UseStaurday = true
(バージョンアップ情報)
Version.1.8 「SenshiBanko8」
■ 感度調整用パラメータ追加
感度調整用パラメータ(BBLevel）を追加しました。
この値を下げるとトレード頻度を上がります。
バックテスト結果では、BBLevelを下げてトレード頻度を上げても、高い勝率や
PF、資産曲線の傾向(右上がり)を維持してます。
・BBLevelを変えた時のバックテスト結果
・BBLevelを変えた時の資産曲線の違い
＊BBLevel=16の時
＊BBLevel=12の時
＊BBLevel=6の時
以上。￥2,000 coupon eligible products.
×
Sales from
:
09/15/2018 09:49
Purchased: 125times
Price:￥23,000 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
￥2,000 coupon eligible products.
×
Sales from : 09/15/2018 09:49
Purchased: 125times
Price:￥23,000 (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
