Tribonacci_RF
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Forward testing (Profit)
Monthly Statistics
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
EAの詳細は下記サイトでも解説していますので、ご参考ください。
FX自動売買活用ブログ
トリボナッチEA(Tribonacci_RF)は、フィボナッチの拡張版、【トリボナッチ】を利用したEAになります。
本EAは特定のエントリー条件を満たし、価格がトリボナッチリトレースメントの主要ラインにタッチした時にエントリーを行います。
④78.6％：0.618の平方根
フィボナッチ数から連続した4つの数字を取り出して計算してみます。 (a) 144 (b) 233 (c) 377 (d) 610 ①23.6%：144 / 610 = 0.23606… ②38.2%：144 / 377 = 0.38196… ③61.8%：144 / 233 = 0.61802…
④78.6％：0.618の平方根
フィボナッチ比率に近い数字を求める事ができました。 連続する4つの数字の値が大きければ大きいほど、フィボナッチ比率に収束していきます。 【トリボナッチ比率とは】 それでは、トリボナッチ比率を算出してみましょう。 トリボナッチ数列とは、「初項と第2項の数を1と定めて、前の3つの項の和を並べた数列」になります。 トリボナッチ数を具体的に列挙すると「 1, 1, 2, 4, 7, 13, 24, 44, 81, 149, 274, 504, 927, 1705, 3136, 5768, 10609, 19513, 35890, 66012…」となります。 トリボナッチ数から連続した4つの数字を取り出し、一番小さい数字から順にa,b,c,dとします。 この4つの数字を使うことでトリボナッチ比率を算出することができます。 ①16.0%：a / d ②29.5%：a / c ③54.3%：a / b
④73.6％：0.543の平方根 トリボナッチ数から連続した4つの数字を取り出して計算してみます。 (a) 927 (b) 1705 (c) 3136 (d) 5768 ①16.0%：927 / 5768 = 0.16071… ②29.5%：927 / 3136 = 0.29559… ③54.3%：927 / 1705 = 0.54369…
④73.6％：0.543の平方根 トリボナッチ比率を求める事ができました。 また、トリボナッチ数列の隣接2項間の商はトリボナッチ定数(1.839286…)に収束します。 このトリボナッチ比率①16.0% ②29.5% ③54.3% ④73.6％ トリボナッチ定数の⑤83.9%を使用したのが本EAとなります。 ＜トレードルール＞ 本EAの特徴として、ただ単に価格がトリボナッチラインにタッチした時にエントリーするのではなく、下記に記載した3つのエントリー条件クリア後にポジションを持ちます。 [エントリー条件1:設定参照バー数によって形成されたトリボナッチラインにタッチした時] 設定した参照バー数内での最高値、最安値を基準にトリボナッチラインが自動で形成されます。 形成されたトリボナッチラインの①16.0% ②29.5% ③54.3% ④73.6％ トリボナッチ定数の⑤83.9%に価格が触れた時に、買いエントリーもしくは売りエントリーをします。 [エントリー条件2:トリボナッチ0％ラインから50％ラインの距離が一定以上ある時] 2つ目のエントリー条件は「トリボナッチ0％ラインから50％ラインの距離がどのくらいあるか」に注目します。 0％から50％の距離が一定pips以上ある場合は、トリボナッチラインの信頼性が高いと判断します。 過去の相場を分析した結果を基に、指定したpips以上離れていない場合はエントリーしません。 [エントリー条件3:ストキャスティクスの下限、上限の値がいくつか] (1)買いエントリーの場合 ストキャスティクス:30%以下で買いエントリーの条件をクリアします。 (2)売りエントリーの場合 ストキャスティクス:70%以上で売りエントリーの条件をクリアします。 <利益、損失確定条件> [利益確定条件] 本EAはトレイリングストップ機能を実装しています。エントリーしてからのトレイル開始目安は9pipsです。エントリーしてから価格が9pips順行した段階で、幅1pipsの間隔を空けながら利益を追います。 幅を空けないと微益で終わることが多いですが、1pipsの間隔を空けながらトレイリングすることでより利益を追求することができます。 [損失確定条件] エントリー時から、30pips逆行した位置が損失確定ポイントになります。 ＜パラメータ設定＞ (1)マジックナンバー、許容スプレッド、許容スリッページ、取引ロット数 Ratio1_Lot：比率16.0％ Ratio2_Lot：比率29.5％ Ratio3_Lot：比率54.3％ Ratio4_Lot：比率73.6％
Ratio5_Lot：比率83.9％
(2)損切pips 【※当EAはトレイリングストップ幅を1pipsとしている為、ストップレベルの設定されている口座では正常に動作しません。運用可能会社以外で取引される方はご留意ください】
[バックテスト]
EURUSDの場合
USDJPYの場合
Price:￥19,800 (taxed)
●Payment
Sales from : 04/06/2020 05:15
Price:￥19,800 (taxed)
●Payment
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)
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.
・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.
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.
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.
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.
→ Items to Check When EA is Not Operating
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.
・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)
・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
