Anshin EURJPY
Comments(0)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
-91,741JPYProfit Factor
:
0.97Rate of return risk
?
:
-0.27Average Profit
:
2,901JPYAverage Loss
:
-3,159JPYBalance
?
:
908,259JPYRate of return (all periods)?
:
-12.52%Win Rate
:
51.27%
(1030/2009)
Maximum Position
?
:
1Maximum Drawdown
?
:
35.71%
(334,350JPY)
Maximum Profit
:
32,230JPYMaximum Loss
:
-17,810JPYRecommended Margin
?
:
732,617JPYUnrealized P/L
:
0JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
Forward testing (Profit)
Product Statistics
Product Comments
Monthly Statistics
2025
2024
2023
2022
2021
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
No Data
Calendar for Months
About EA's Strategy
Currency Pairs
[EUR/JPY]
Trading Style
[Day Trading]
Maximum Number Position
1
Maximum Lot
10
Chart Time Frame
M30
Maximum Stop Loss
100
Take Profit
140
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
【概要】
ストレスが小さく、小予算から安心して使える信頼性の高いEAを開発しました。
トレードロジックが効かなくなるのを事前にチェックして、判定基準を変更します。
一気に資産は増えませんが、毎日こつこつと利益を積み上げていくタイプのEAです。
【特長.1】 1日1回だけ必ず売りか買いかエントリがあります。
エントリは深夜、クローズは朝方です。
<メリット>
(1) 普通のサラリーマンでも日本時間の深夜エントリを確認して、朝方状況が確認出来る。
(2) ポジションは買いか売りの１ポジションのみなので小予算から始められる。
資金に余裕がある時はロットを増やすことが出来る。
(3) 重大経済指標発表時等で市場の動きが激しい日はEAを止めて休むことが出来る。
(4) 損切りが小さく、含み損によるストレスを抱えることがない。
初期値は損切(100pips), 利確(140pips)
(5) 1日1回、いつエントリし、いつまでにクローズする判っているので、ストレスが小さい。
【特長.2】 疑似フォワードテストによりEAの信頼性の向上をはかりました。
多くのEAはバックテストは良いがフォワードになると調子が悪くなる傾向
があります。そこで、10年間のヒストリカルデータの中で、最初の9年間のデータだけを使って、最適化し
EAを作成し、そのEAを残りの直近の1年のヒストリカルデータで疑似フォワードテストをする
ことにしました。 バックテストの結果が良くかつ疑似フォワードテストの良いものを採用するという方法です。
使ったテクニカル指標は187個です。
<メリット>
(1) パラメータの最適化がカーブフィッティングでないことの確認が出来る。
(2) 多くのテクニカル指標でシミュレーションして分析しているので、信頼性が高く、パラメータの設定が容易である。
(3) 定期的に疑似フォワードテストをすれば、EAのロジックが通用しなくなっているかの確認が出来き、最適のパラメータ
設定が出来る。
【疑似フォワードテストの内容】
今回のEAは1日1回の買いか売りかと判断するだけなので、判断基準を187個に絞り込み、EXCEL VBA
を使ってシミュレーションしました。
主なものは判断基準となるテクニカル指標は
(1) 移動平均(SMA, EMA, SMMA, LWT, HULL, Original】
(2) ボリバン2σ、3σ
(3) CCI
(4) RSI
(5) 一目均衡表
で、期間と時間軸を変えて全部で187個です。
貨幣ペア：EURJPY
時間軸：M30
ヒストリカルデータ：(2005.10.7～2015.10.6) 10年間
スプレッド：15
10年間の中、最初の9年間のデータを使って、9年、5年、4年、3年、2年、1年
で、各判断基準(187個)で買いか売りかの判断をして、バックテストしました。
求めたのはPF(プロフィット・ファクタ）とProfit(利益:US$)です。
PF7, Profit7が直近1年の疑似フォワードテストの結果です。
すべての期間で、PFが1を超えてその値が大きいこと、PFの値の変動が少ないものから
最初のEAのリリースv1は基準ID:139の判断基準を使うことにしました。
【作成EAのバックテスト結果】
上記の最初にリリースするEAの10年間のバックテスト結果は
(1) 利益:12,918(US$)
(2) PF:1.30
(3) トレード回数:2,593(買い：1827, 売り：766)
(4) 勝率:53.5%
(5) 最大ドローダウン:958（US$)
【パラメータの説明と初期値】
・ Lots = 0.1
ロット数
・ TakeProfit = 140
リミット値(pips)
・ StopLoss =100
ロスカット値(pips)
・ EntryHalfhour = 0
エントリ時間（日本時間で、30分単位です。）
(例. 0と入力すると0時、15と入力すると1時半が設定されます。)
・ CloseHalfhour = 90
クローズ時間（日本時間で、30分単位です。）
(例. 90と入力すると9時、75と入力すると7時半が設定されます。)
・ AutoTimeSet ：true
バックテストをされる時はこの値をfalseにして、TimeDiffereceの値を入力して
ください。夏時間はGMT+3,冬時間はGMT+2のように夏と冬によって、日本時間と
の差が違うヒストリカルデータでのバックテストには対応してません。
通常のデモ、リアルトレードの時は必ずtrueにしてください。
・ TimeDifference ：6
日本時間（GMT+9）とヒストリカルデータに記録されたサーバ時間の差です。
・ MaxSpread = 4.0
スプレッドがこの値以上の時はトレードしません。
・ Slippage = 3.0
スリッページの値
・ MagicNumber = 51115102
マジック番号 他の注文と混在しないように必ずユニークな値を設定ください。
TakeProfit, StopLoss, EntryHalfhour, CloseHalfhourは大きく変更しないで、出来るだけ
初期値でお使いください。
【今後】
ロジック（判断基準）が通用しなくなる時期が必ずくるので、１か月毎を目処に上記疑似
フォワードテストの再計算し、基準を変える必要がある時は、EAのバージョンアップで対応し
て行こうと思っています。
求めたのはPF(プロフィット・ファクタ）とProfit(利益:US$)です。
PF7, Profit7が直近1年の疑似フォワードテストの結果です。
すべての期間で、PFが1を超えてその値が大きいこと、PFの値の変動が少ないものから
最初のEAのリリースv1は基準ID:139の判断基準を使うことにしました。
【作成EAのバックテスト結果】
上記の最初にリリースするEAの10年間のバックテスト結果は
(1) 利益:12,918(US$)
(2) PF:1.30
(3) トレード回数:2,593(買い：1827, 売り：766)
(4) 勝率:53.5%
(5) 最大ドローダウン:958（US$)
【パラメータの説明と初期値】
・ Lots = 0.1
ロット数
・ TakeProfit = 140
リミット値(pips)
・ StopLoss =100
ロスカット値(pips)
・ EntryHalfhour = 0
エントリ時間（日本時間で、30分単位です。）
(例. 0と入力すると0時、15と入力すると1時半が設定されます。)
・ CloseHalfhour = 90
クローズ時間（日本時間で、30分単位です。）
(例. 90と入力すると9時、75と入力すると7時半が設定されます。)
・ AutoTimeSet ：true
バックテストをされる時はこの値をfalseにして、TimeDiffereceの値を入力して
ください。夏時間はGMT+3,冬時間はGMT+2のように夏と冬によって、日本時間と
の差が違うヒストリカルデータでのバックテストには対応してません。
通常のデモ、リアルトレードの時は必ずtrueにしてください。
・ TimeDifference ：6
日本時間（GMT+9）とヒストリカルデータに記録されたサーバ時間の差です。
・ MaxSpread = 4.0
スプレッドがこの値以上の時はトレードしません。
・ Slippage = 3.0
スリッページの値
・ MagicNumber = 51115102
マジック番号 他の注文と混在しないように必ずユニークな値を設定ください。
TakeProfit, StopLoss, EntryHalfhour, CloseHalfhourは大きく変更しないで、出来るだけ
初期値でお使いください。
【今後】
ロジック（判断基準）が通用しなくなる時期が必ずくるので、１か月毎を目処に上記疑似
フォワードテストの再計算し、基準を変える必要がある時は、EAのバージョンアップで対応し
て行こうと思っています。￥1,000 coupon applicable.
The coupon expires today.
The coupon expires today.
×
Sales from
:
11/29/2015 22:06
Purchased: 1times
Price:￥29,800 (taxed)
About 1-Click Order
Purchase confirmation
-
Seller：
-
Quantity
￥0
Payment method
For credit card payments, you will be redirected to the card information input screen without confirming the order.
Regular price
￥0
●Payment
Forward Test
Back Test
Forward Test
Gaitame Finest Demo Account(Actual results may vary depending on circumstances, such as broker/customer's operating environment)
Open Date | Symbol | Buy/Sell | Open Price | S/L | T/P | Close Date | Close Price | Lots | Commission | Taxes | Swap | Net Profit | Profit/Loss |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Data is unavailable | |||||||||||||
￥1,000 coupon applicable.
The coupon expires today.
The coupon expires today.
×
Sales from : 11/29/2015 22:06
Purchased: 1times
Price:￥29,800 (taxed)
About 1-Click Order
Purchase confirmation
-
Seller：
-
Quantity
￥0
Payment method
For credit card payments, you will be redirected to the card information input screen without confirming the order.
Regular price
￥0
●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
