TPMIX-USDJPY
Comments(7)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
-33,509JPYProfit Factor
:
0.71Rate of return risk
?
:
-0.74Average Profit
:
1,026JPYAverage Loss
:
-1,583JPYBalance
?
:
966,491JPYRate of return (all periods)?
:
-15.18%Win Rate
:
52.29%
(80/153)
Maximum Position
?
:
2Maximum Drawdown
?
:
20.12%
(45,151JPY)
Maximum Profit
:
4,832JPYMaximum Loss
:
-10,000JPYRecommended Margin
?
:
220,704JPYUnrealized P/L
:
0JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
※EA measurement is stopped
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]
Maximum Number Position
1
Maximum Lot
10
Chart Time Frame
M5
Maximum Stop Loss
80
Take Profit
26
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
*アフィリエイトについての詳細はfxonヘルプをご参照下さい。
開発コンセプト
「長期バックテスト対応」短期間でロジック崩壊させないため
「低ドローダウン」である方が絶対に良い
「スキャルピング」素早く利確してストレスを軽減するため
「短時間決済」スキャルピング手法なのに利益が出るまで長期間塩漬けするのはおかしい
「利益=保有時間」利益とポジ保有時間は正比例するべきである
「最大1ポジ」単品ロジックとすることで優位性を明確にする
「スワップなし」マイナススワップ関係なし。どんなEAでもバックテスト結果でスワップを反映させることは無理
「トレールストップ追加」ストップレベル=50ポイント(5.0pips)を想定。多くのブローカーに対応済み。
「より正確であること」バックテストでは再現できない早朝スプレッドやスワップを排除すること
「未知のエントリーはさせない」MT4はティックデータを保存できないのでティック判定でエントリーさせない
「メジャー通貨であること」流通量があるのでどのブローカーでも取引条件が良い傾向
「フォワード再現性あるバックテスト」フォワードでトレードした内容を後のバックテストで再現確認できることを目指す
*全ティックでバックテストを行うにはM1データの取得が必須となります
バックテストは[正確性][再現確認性]が確保できて[信頼]できるデータとなります。
どんなに良いバックテスト結果でも高いフォワード再現性が無ければバックテストを行う意味はありません。
また逆にどんなに良いフォワード結果でも高いバックテスト再現性が無ければロジックの優位性を正しく確認することは不可能となります。
ご利用ブローカーで異なる[配信レート][取引条件][トレード結果]をバックテストでご確認してからご利用下さい。
より正確なバックテスト結果を得ることで正しく課題を把握し改善につなげる事ができると考えます。
このような点にこだわって開発したのがTPMIXです。
TPMIXは「TP60Minutes」「TP120Minutes」「TP180Minutes」「TP240Minutes」を一本化したEAとなっております。
個別に運用した場合には同じポジションを保有することがあり資金効率が悪かった点を解消したEAです。
いつもどのように開発すれば勝てるEAを作れるのか考え続けています。
私が個人的に「FXトレードで勝ちたい」という至極シンプルな願いを実現しようと試行錯誤したEAです。
ご検討を宜しくお願い致します。
ポジション保有時間について
TP60Minutes =60分~180分(1時間~3時間)
TP120Minutes=120分~240分(2時間~4時間)
TP180Minutes=180分~300分(3時間~5時間)
TP240Minutes=240分~360分(4時間~6時間)
過去14年バックテスト(2004年1月~2018年6月)
これはOANDA Pro口座での利用を想定したバックテストです。
ドル円(100万円スタート,Risk1.0%複利運用)スプレッド=8
ドル円(10万円スタート,0.1ロット固定運用)スプレッド=8
EA仕様
利用上の注意点
*1 ユーザーの皆様は必ず確認/変更して下さい。
「マジックナンバー」は本EA以外と他EAを併用される際にはナンバーが重複しないようにして下さい。
「MaxSpread」はOANDAデモ口座スプレッドを基準に設定しています。
*2 固定ロットで運用したい場合はロット固定モードをご利用下さい。
LimitLots=0.1,Risk=100とするとロット固定モードで常にで0.1ロット発注します。
*3 MINロット発注機能があります。
*4 MT4の口座履歴は全表示にして下さい。
*5 インフォメーションはティック毎に情報を更新します。
*6 本EAは5分足毎(1バー毎)にエントリー判定を行っています。
*7 スプレッドは低いブローカーが有利になります。
パラメータデフォルト(推奨値)
■基本設定
GMTOffset=2
冬時間のGMTをセットして下さい。
バックテストする際にはヒストリカルデータのGMTを入力して下さい。
SummerGMTOffset=3
夏時間のGMTをセットして下さい。
バックテストする際にはヒストリカルデータのGMTを入力して下さい。
MaxSpread=1.8(1.8)
スプレッドフィルターです。MT4スプレッド18以上になるとトレードしません。
18=トレードします。 19=トレードしません。
お使いのブローカーに合わせて調整して下さい。
*厳しくし過ぎると「バックテストではトレードするが、フォワードではトレードしなかった」ということが発生しますのでご了承下さい。
フォワード価格乖離NG(1pips=1.0)=2.0(1.0~2.0)
価格乖離フィルターです。
本来欲しい価格から2pips以上乖離している場合はエントリーしません。
1分間だけ再エントリーの機会を狙い続けます。
*小さすぎるとフォワードの値動きについていけず発注ロスを起こす可能性があります。
大きすぎるとフォワードの値動き次第で想定外の価格で約定する可能性が高まります。
またTPSL値においても乖離した価格=現在約定できる価格基準で算出されます。
その分、バックテストとの実績に差が発生する要因となります。
Slippage=2(2)
スリッページフィルターです。2ポイント以上スリップするとトレードしません。
カウントダウン方式のブローカーでは制御できません。
ストリーミング方式のブローカーのみ適用です。
LimitLots=10.0
ロット数は自動的に決まりますが上限を設定することが可能です。
ロット数が多くなることに不安を感じる場合にご利用下さい。
ただし低くし過ぎると調整幅がなくなりEA本来の狙い通りにトレードできなくなる場合も考えられます。
ロット固定の場合はこのパラメータに固定運用されたい「ロット数」を入力して下さい。
Risk(%)1ポジあたり=1.0(0.5~2.0)
Sinkaが1ポジ保有した場合の最大損失額を決める値です。
Risk2.0の場合は1ポジあたり余剰証拠金の2%相当で損失管理します。
資金100万円の場合は1ポジあたり1取引の最大損失を2万円で管理します。
リスクを高くすると運用ロット数が増えます。
*他EAや他通貨ペアでポジションを保有し使える余剰証拠金が減った場合には減った状態を100%としてロット計算しますのでご了承下さい。
Risk=100以上でロット固定モードになります。
ロット数はLimitLotsを参照して固定運用をします。
ロット固定の場合は損失1%管理は適用されません。
InfoColor=0
黒背景用=0 (白文字)
白背景用=1 (黒文字)
エントリー制限時はグレイ文字となります。
[毎日トレード終了][週末トレード終了]になったらグレイ文字となります。
EAComment=TPMIX
トレード時にコメントを付与できます。
識別にご利用下さい。
■資金管理設定
初回稼動MinLotセーフティー=false
各マジックごとにトレード1~2回まで最小ロットスタートになります。
true=最小ロットスタート false=実弾トレードスタート
OANDAや口座履歴が消えるMT4をご利用の際には必ずfalseでご使用下さい。
SecurityLevel=0
指定した%でTPMIXが使える余剰証拠金を減らします。
資金100万円に対して10%の場合は資金90万円としてロット数を計算します。
主に他EAを併用される際に資金割当として活用してください。
*他EAや他通貨ペアでポジションを保有し使える余剰証拠金が減った場合には減った状態を100%としてそこから設定値%を引き算しますのでご了承下さい。
■マジックナンバー管理
・TP60Minutes
Magic1=1012017
Magic2=1022017
Magic3=1032017
Magic4=1042017
・TP120Minutes(メガSinka)
Magic5=2012017
Magic6=2022017
Magic7=2032017
Magic8=2042017
・TP180Minutes
Magic9=3012017
Magic10=3022017
Magic11=3032017
Magic12=3042017
・TP240Minutes
Magic13=4012017
Magic14=4022017
Magic15=4032017
Magic16=4042017
他EAを併用される際には必ず同一番号でないことを確認してください。
番号は数字であればOKです。特に制限はありません。
マジックナンバーは「通貨ペア+マジックナンバー」にて識別しておりますので3通貨ペアとも同じマジックナンバーでOKです。
取引スタイル | トレンドフォロースタイル | |
対応口座 | 円建て口座、ドル建て口座 | |
エントリー時間 (日本時間) | 冬AM8:05~翌AM4:29 夏AM7:05~翌AM3:29 | *ロールオーバー前に決済できるようエントリーします。 |
エントリー制限時間 (日本時間) | 冬AM4:30~AM8:04 夏AM3:30~AM7:04 | *ポジション保有中のナンピンは例外的にエントリーします *エントリー制限時間になるとインフォメーションはグレイ文字になります。 |
月曜トレード開始時間 (日本時間) | 冬AM10:05~ 夏AM10:05~ | *週明けは特にスプレッド変動が大きいため落ち着くのを待ちます。 |
金曜トレード終了時間 (日本時間) | 冬PM14:00まで 夏PM14:00まで | *エントリー制限時間になるとインフォメーションはグレイ文字になります。 |
EA休日設定 | 12/24~1/5 イースター直前金曜日 | *Xmasから年末年始は取引停止します。 *イースター直前金曜日はスプレッド拡大しトレードできる環境ではないため |
¥1,700 coupon eligible products.
×
Sales from
:
10/24/2017 23:51
Purchased: 7times
Price:¥19,800 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
¥1,700 coupon eligible products.
×
Sales from : 10/24/2017 23:51
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