カスタムの刃
Comments(12)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
166,370JPYProfit Factor
:
1.04Rate of return risk
?
:
0.61Average Profit
:
8,741JPYAverage Loss
:
-8,006JPYBalance
?
:
1,166,370JPYRate of return (all periods)?
:
26.63%Win Rate
:
48.79%
(523/1072)
Maximum Position
?
:
1Maximum Drawdown
?
:
37.34%
(274,029JPY)
Maximum Profit
:
79,310JPYMaximum Loss
:
-17,390JPYRecommended Margin
?
:
624,738JPYUnrealized P/L
:
-3,360JPYDeposit
?
:
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
[Scalping]
[Day Trading]
[Swing Trading]
Maximum Number Position
1
Maximum Lot
99
Chart Time Frame
M30
Maximum Stop Loss
80
Take Profit
1000
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
こんにちは、るなまるです。
普段は統計学とプログラミングによりビッグデータのデータ分析をしています。
いわゆる「データサイエンティスト」という業種ですね。
職業柄データを分析することが得意なため、FXについても様々な角度から検証しています。
商品紹介
テイクプロフィットやストップロスも自由自在！
値動きが緩やかな時はスキャルピング、激しい場合は大きな利益を狙いスイングトレード！といったように、相場の状況に合わせてカスタマイズできるEA、カスタムの刃(やいば)を開発しました。
このカスタマイズ性によりコロナ相場に対応させるなど、常に最新の相場に合わせて最適化を行うことが可能になります。
特徴
通貨ペア：ポンド円推奨
時間足：パラメーターで指定した時間足をもとに、内部ロジックで取引を行います。
トレードスタイル：順張りのスキャル、デイトレ、スイング
ロジック：加重平均、相場の急騰、急落を追随
業者指定：無し
最大ポジション数：1つ
必要資金：1万円から可能
使用方法：MT4にセットするだけで24時間稼働
「ナンピン」「マーチン」のコツコツドカン系ではありません。
１つのポジションしか持たない王道EAであり、SLを固定値で設定しているため相場が想定外の動きをした場合でもしっかりとリスク管理を行えます。
ロジックについて
●相場の急騰、急落を追随するトレンドフォロー型
●データ分析の観点から開発したオリジナルロジックです。
●「２つの時間足」でカスタマイズ可能で、初期パラメーターでは30分足、60分足を指定しています。
●最大ポジション数が1つのため、30分足と60分足で先にエントリー条件を満たしたロジックが適用されます。
●ポジションが決済されると、同じように先にエントリー条件を満たしたロジックでエントリーが行われます。
パラメーター
MAGIC1・・・マジックナンバー。
他のEAと併用する際はマジックナンバーが重複しないようにして下さい
Lots・・・ロット数。
一般的な0.1ロットに設定していますが、適宜変更ください。
StopLoss・・・ストップロス。
デフォルトは80pipsを指定。
TakeProfit・・・テイクプロフィット。
トレーリングストップの数値で利確を行い、デフォルトは最大1000pipsで利確を行う設定にしています。
Slippage・・・許容スリッページ。
Max_Spread・・・指定した数値よりもスプレッドが広がっているとエントリーを行いません。
Logic1_min・・・1つ目のロジックの時間足。1、5、15、30、60、240(4時間足)、1440(日足)が指定可能。
Logic1_parameter・・・1つ目のロジックの取引総数に大きく影響を与える数値。
Logic1_kikan1omomiA・・・1つ目のロジックの期間1に対する重み。
Logic1_kikan2omomiB・・・1つ目のロジックの期間2に対する重み。
Logic2_min・・・2つ目のロジックの時間足。1、5、15、30、60、240(4時間足)、1440(日足)が指定可能。
Logic2_parameter・・・2つ目のロジックの取引総数に大きく影響を与える数値。
Logic2_kikan1omomiA・・・2つ目のロジックの期間1に対する重み。
Logic2_kikan2omomiB・・・2つ目のロジックの期間2に対する重み。
TrailingStopPoint・・・トレーリングストップ。
デフォルトは80pipsを指定しています。
これらのパラメーターを変えることにより多様な取引が可能となります。
※実運用の前にバックテストを行うことをお勧めします。
ロジック詳細
カスタムの刃は過去15年間のポンド円の値動きを基に、データ分析家の観点からオリジナルロジックで構成しています。
ロジックを詳しく知りたい！という方は下記をご覧ください。
ロジック図
ここでは、30分足を使用した場合で解説します。
変数X・・・30分足×20本の直近10時間で、独自ロジックにより上昇の強さを数値化したものです。
変数Y・・・30分足×20本の直近10時間で、独自ロジックにより下降の強さを数値化したものです。
※この2つの変数の抽出方法は非公開ですが、ローソク足が切り替わるたびに数値が変わりトレンドの強さを表します。
期間①・・・30分足×6本の3時間です。
期間②・・・30分足×6本の3時間です。
期間③・・・30分足×8本の4時間です。
重みA・・・期間①の変数X、変数Yに重みを付けます。
重みB・・・期間②の変数X、変数Yに重みを付けます。
パラメーター・・・数値を大きくするとエントリー条件が厳しくなり、取引総数に大きな影響を与えます。
条件式
買いエントリー
(期間A変数Y × 重みA + 期間B変数Y × 重みB + 期間C変数Y) × Logic1_parameter < (期間A変数X × 重みA + 期間B変数X × 重みB + 期間C変数X)
売りエントリー
(期間A変数Y × 重みA + 期間B変数Y × 重みB + 期間C変数Y) > (期間A変数X × 重みA + 期間B変数X × 重みB + 期間C変数X) × Logic1_parameter
上記ロジックを２つの時間足で設定することができます。
基本的な構成
- TP：80pips ～ 1000pips SL：80pips ※パラメーターで変更可能
- フォワードテスト、バックテストは初期パラメーターで行っており、カスタマイズ無しで使うことも可能です。
- 24時間稼働型EAです。
- 複利運用、ピラミッディング、ナンピン、マーチン無しの低リスク運用です。
- トレーリングストップを設定しています。
「カスタムの刃」はボラティリティの大きいポンド円を扱うため、トレーリングストップを採用しています。
バックテスト
取引期間：15年間
通貨ペア：ポンド円
時間足：30分足、60分足(内部ロジックで取引)
その他パラメーターは記載通り
初期パラメーターはデイトレ用にエントリー条件を緩く設定しており、取引数は年200～300回程度です。
最新相場に最適化
直近1年間で最適化を行い、最新相場に合わせたスキャルピングEAとして動かすことも可能です。
直近3年間に最適化
さらに、直近3年間で最適化を行いスイングEAとして動かすことも可能です。
以上になります。
ご覧いただきありがとうございました。
投資家の皆様のお役に立てれば幸いです。
□免責事項
FX取引には高いリスクを伴います。
投資目的やリスクの許容範囲などを十分に考慮して為替取引を行ってください。
EAのバックテスト/フォワードテストは将来における確実な利益を保証するものではありません。
トラブルや損害に対しては一切責任を負いかねますので投資等に関する最終ご判断は、利用者ご自身の責任において行われるようお願いいたします。
Sales from
:
05/13/2021 23:43
Purchased: 7times
Price:￥19,800 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
Sales from : 05/13/2021 23:43
Purchased: 7times
Price:￥19,800 (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
