【一念通天】AUDCAD 実検証済みロジック 損切り有 Bid/Ask・低レバ対応EA
Comments(17)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
86,973JPYProfit Factor
:
1.46Rate of return risk
?
:
0.61Average Profit
:
533JPYAverage Loss
:
-778JPYBalance
?
:
1,086,973JPYRate of return (all periods)?
:
22.19%Win Rate
:
68.02%
(521/766)
Maximum Position
?
:
9Maximum Drawdown
?
:
30.43%
(141,732JPY)
Maximum Profit
:
22,991JPYMaximum Loss
:
-25,717JPYRecommended Margin
?
:
392,033JPYUnrealized P/L
:
-161JPYDeposit
?
:
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
[AUD/CAD]
Trading Style
[Scalping]
[Day Trading]
[Swing Trading]
[Position Trading]
Maximum Number Position
10
Maximum Lot
1.98
Chart Time Frame
M15
Maximum Stop Loss
0
Take Profit
0
Straddle Trading
Yes
Application Type
Metatrader Auto Trading
Other File Usages
No
わいぞーと申します。
約9か月ぶりに新作EAです。
名前は「一念通天」，意味は「強い信念をもってたゆまず努力を続けていけば、必ず成し遂げられるということ」だそうです。
長らくEA開発・システムトレードをやってきましたが，まだまだ道半ばです。
市場参加者の増加やAI等の技術革新により，投資難易度は上がっていくと思っているので，
退場せずにずっと検証・改善し続けていれば，それだけで成功と言えるステージに行けるのではと考えています。
この気持ちを忘れないようにとEA名に込めました。
（毎日使う予定なので忘れないはず。。もともと自分で使う用にEA作っているので。）
EA概要は以下です。
【通貨ペア】AUDCAD
【時間足】M15
プロフィットファクター：1.82
リカバリーファクター：16.38
勝ちトレード数/負けトレード数：2.05 (勝率67.2%)
最大ドローダウン：101956円 (相対9.32%)
平均利益：8068円/月
SQNスコア：11.13
バックテスト結果 スプレッド23
国内口座のBid/Askを想定して，スプレッドは23に設定。
ヒストリカルデータはTDSのDucascopyのティックデータを利用。
始値稼働のEAなのでこちらの結果が，国内稼働において一番信憑性があると考えています。
リスク・利率について
ポジション取り，Lot管理が特徴的です。
デフォルトでは，最大ポジション数は買い5つ・売り10つまでで，
2ポジション目から1.8倍の切捨てLotで注文します。ポジション数とLotの関係は以下です。
最大で10ポジション目で1.98Lotの注文をします。合計で4.41Lotです。
損切りについて，
バックテストで直近のDDは2016年6月に発生しています。
損切撤退のロジックは様々いれておりますが，
最大の損切りは，合計含み損Pips＝10000です。（パラメータで設定可能）
上図の12558番注文からは損切りで，デフォルト0.01Lotであれば約100000円の含み損になった時点で損切りされます。
合計含み損益Pipsは，参考までにチャート表示されます。
利率について，
2016.06.23の損切り後，2016.12.28に再び残高￥2,036,528に回復しており，
およそ半年でリカバリーするようなイメージです。
年間+￥200,000ほどのペースでトレードします。
レバレッジ25倍で合計4.41Lot持つには，証拠金￥1,532,157ほど必要なので，
最大限ケアするなら，証拠金￥1,700,000ほどが理想です。
よって利率は，
年利￥200,000/￥1,700,000≒+11.8% ほどになるかと思います。
（レバレッジあれば証拠金もっと少なくても。。ｺﾞﾆｮｺﾞﾆｮ）
バックテスト結果 全ティック・変動スプレッド
変動スプレッドはDucascopyのBid/Askティックを使っていてスプレッド広めのはずなので，結果が変わります。ご覧のようにBid/Ask環境だと少し結果が悪くなります。
ただ，この手のEAは少しスプレッド環境が変わると，
損切りが連続するなど破綻しやすいのですが，本EAでは安定していると言えます。
（別の自作EAにて実弾検証済みの堅牢ロジックを使っているので。）
バックテスト結果 スプレッド50
バックテスト結果 スプレッド18
スプレッドが小さくなる（国内口座など）分には，
特に売買タイミングが大きく変わることなく，成績が向上することを確認しました。
最大でも10万円ほどで損切りするEAで堅牢な右肩上がりが期待できます。
年利11.8%程のペースで利益蓄積しますが，損切り発生時は約半年リカバリーにかかります。（デフォルト設定）
スプレッド環境変化で売買タイミングが大きく変わることはなく，
国内口座のようにスプレッドが狭い環境で真価を発揮するEA。
個人利用のために作ったEAですが，備忘録もかねて出品しておこうと思います。
ーーーーーーーーーーーーーーーーーーーーーーー
【購入はお早めに！】
本EAは優位性，サポート品質確保のため， 以下の通り、順次値上げしていく方針です。 ■価格改定基準
50本〜 ￥34,800
55本〜 ￥39,800
60本〜 ￥44,800
…
何卒ご理解の程お願い致します。
以上
＜開発者について＞
EA開発歴9年，わいぞーと申します。m(_ _)m
全ての人に情熱と誠実さをもって，有益商品を提供して参ります。
--- ver 1.01 --- 2023年04月 ・GMTオフセット，サマータイム変更に対応 --- ver 1.02 --- 2024年04月 ・損益コメント表記を改善 ・一部取引所、MT4バージョンにてポジション間隔が狭くなる問題を修正
＜注意事項＞ [1] ご利用にあたっては，口座残高・レバレッジ・稼働中他EA等を加味して，十分にバックテストで無理のない設定であることを検証し，リスクを想定した上でご利用ください。 [2] 細心の注意を払ってプログラム作成しておりますが，使用環境によってエラー発生する可能性がございます。質問フォーム等にご報告いただければ幸いです。 [3] 投資は投資者自身の判断と責任において行ってください。如何なる損害に対して開発者は保証を致しかねることをご理解ください。 [4] 実績等により予告なく価格の変更，販売停止を行う可能性がございます。予めご了承ください。
￥3,000 coupon eligible products.
×
Sales from
:
04/09/2023 23:19
Purchased: 52times
Price:￥34,800 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
￥3,000 coupon eligible products.
×
Sales from : 04/09/2023 23:19
Purchased: 52times
Price:￥34,800 (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
