Hydrangea
Comments(16)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
100,322JPYProfit Factor
:
1.24Rate of return risk
?
:
3.18Average Profit
:
1,818JPYAverage Loss
:
-1,952JPYBalance
?
:
1,100,322JPYRate of return (all periods)?
:
80.29%Win Rate
:
57.05%
(271/475)
Maximum Position
?
:
1Maximum Drawdown
?
:
14.64%
(31,515JPY)
Maximum Profit
:
13,910JPYMaximum Loss
:
-3,410JPYRecommended Margin
?
:
124,945JPYUnrealized P/L
:
0JPYDeposit
?
:
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
[USD/JPY]
Trading Style
[Day Trading]
[Scalping]
Maximum Number Position
1
Maximum Lot
100
Chart Time Frame
M5
Maximum Stop Loss
30
Take Profit
1000
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
【はじめに】
▽アノマリー系EAでは珍しいSL30設定
私のロット設定は最大SL（損切り）が来た場合に損失が資金の1～3％内に収まるようにしています。このようなロット管理をしている方は多いと思いますが、SLが100等の広いEA（市販EAでは多い）は必然的のロットを落とさざるを得ません。100万円で2％のリスクを取る場合、SL100だと0.2ロット運用、SL30だと0.66ロットでの運用となります。この差が収益力の差に直結します。
EA作成をかじった方なら分かるかと思いますが、低めのSLで高性能のEAを作成するのは至難の業です。一般的な市販EAのSLが100近くで設定されていることからも、SLを深めにした方がバックテストの結果が良く見えます（PFや総収益額など）。
しかし実際の運用を考えた場合、ロットを増やせるメリットがあるので多少バックテストの見栄えが悪くなったとしてもSLが低いEAを運用したい、と考えています。低SLかつ適度に損切りを行うので市販のコツドカEAの様に稼働タイミングが悪く、稼働開始から早い段階でDDを引くと数か月、数年と回復できないといった様な悲惨な状況に陥ることがないのもメリットの一つです。
以上、本EAは見栄えよりも実益を重視しました。
『売るために作った商用EAではなく、自分が稼ぐために作ったEAです！』
【アノマリーEAとは？】
厳密な意味のアノマリーと異なるかもしれませんが、私の定義では需給に応じた特定通貨ペアの特定時間帯における特徴的な値動きを狙ったEAのことです。方向感に法則性がでるため、その流れに沿って仕掛けると勝率が良いですね。また、実需による値動きなので優位性が薄れにくい特徴があります。
【アノマリーEAの弱点とは？】
上記の特徴から、再現性が非常に高く、仲値をはじめとして以前から沢山あります。しかしアノマリーEAは時間帯による方向性を狙いにいくので「指定時刻でのエントリー」および「指定時間での決済」が多い傾向にあります。こうした仕様の場合、「エントリータイミングや決済タイミングが雑になる」といった難点があります。
その為、本EA「Hydrangea」では
➀指定時間にならなくてもテクニカル的に優位な状況になったらエントリーする
②指定時間になってもテクニカル的に厳しい状況であればエントリーを見送る
③時間決済、TP決済、テクニカル決済と複数の要因で決済していく
といった解決策を立てました。これによりアノマリーEAの強みを最大限に発揮するように努めました。さらに仲値やゴトウビのアノマリーに週や月での需給要素を絡めていくことで収益性が格段にあがりました！
【スペックについて】
本EA「Hydrangea」はSL30という低い値にも関わらず、勝率65％、リスクリワード1、PF1.84等あらゆる面で優れています！
個人的な感覚でもあるのですが、勝率リスクリワードのバランスが安定したEAは寿命が長いと感じています。私がEAの性能を判定する際に見ている数値としてリターン/DDレシオというものがあります。これは簡単に言うと総獲得PIPSを最大DDで割った数値になります。この数値が高ければ高いほど、ドローダウン期間が短く、収益率が高く、またリカバリーが速いEAということになります。
Hydrangeaは１ポジEAではなかなか叩き出せない24.32という数値で出しています。これは最大DDの24.32倍の収益を出しているということです。トレード数は年間110回程、月で割ると8回なので、週間では２回程の取引となります。最大ドローダウンは8年超えのバックテストで185PIPSとかなり低い水準になっており、安心感をもって運用できるEAだと考えます。
年間単位の負けもなく、月単位でのマイナスも少なくなっています。マイナスの月が多くなると精神的に参ってしまい、稼働を停止したくなってしまいます。Hydrangeaは2012年～2020年5月までの100か月中83か月がプラスで終わる結果となっています。
【2003年からの長期バックテストでもハイスコア】
「環境が違いすぎる昔の相場にフィットさせる意味はない」と考えて2012年以降で最適化をかけていますが、2003年からのバックテストでも通用するパフォーマンスになっています。このロジックが普遍的に通用するものである一つの証明になると考えています。
【抜群のスプレッド体制！】
【スプレッド5】
【スプレッド10】
【スプレッド15】
【スプレッド20】
【スプレッド30】
【変動スプレッド】
30pointのスプレッドでも耐えうるスプレッド耐性！
ブローカー問わず結果がでる仕様だと思います！
【その他仲値EAとの相関】
決して低いという数値ではないですが、並行して走らせても問題ないレベルかと思います。
以上、ご検討お願い致します！
個人的な感覚でもあるのですが、勝率リスクリワードのバランスが安定したEAは寿命が長いと感じています。私がEAの性能を判定する際に見ている数値としてリターン/DDレシオというものがあります。これは簡単に言うと総獲得PIPSを最大DDで割った数値になります。この数値が高ければ高いほど、ドローダウン期間が短く、収益率が高く、またリカバリーが速いEAということになります。
Hydrangeaは１ポジEAではなかなか叩き出せない24.32という数値で出しています。これは最大DDの24.32倍の収益を出しているということです。トレード数は年間110回程、月で割ると8回なので、週間では２回程の取引となります。最大ドローダウンは8年超えのバックテストで185PIPSとかなり低い水準になっており、安心感をもって運用できるEAだと考えます。
年間単位の負けもなく、月単位でのマイナスも少なくなっています。マイナスの月が多くなると精神的に参ってしまい、稼働を停止したくなってしまいます。Hydrangeaは2012年～2020年5月までの100か月中83か月がプラスで終わる結果となっています。
【2003年からの長期バックテストでもハイスコア】
「環境が違いすぎる昔の相場にフィットさせる意味はない」と考えて2012年以降で最適化をかけていますが、2003年からのバックテストでも通用するパフォーマンスになっています。このロジックが普遍的に通用するものである一つの証明になると考えています。
【抜群のスプレッド体制！】
【スプレッド5】
【スプレッド10】
【スプレッド15】
【スプレッド20】
【スプレッド30】
【変動スプレッド】
30pointのスプレッドでも耐えうるスプレッド耐性！
ブローカー問わず結果がでる仕様だと思います！
【その他仲値EAとの相関】
決して低いという数値ではないですが、並行して走らせても問題ないレベルかと思います。
以上、ご検討お願い致します！
￥2,700 coupon eligible products.
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Sales from
:
07/19/2021 22:15
Purchased: 447times
Price:￥28,000 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
￥2,700 coupon eligible products.
×
Sales from : 07/19/2021 22:15
Purchased: 447times
Price:￥28,000 (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
