WRN CHFJPY
Comments(0)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
80,220JPYProfit Factor
:
1.17Rate of return risk
?
:
0.2Average Profit
:
5,644JPYAverage Loss
:
-23,649JPYBalance
?
:
1,080,220JPYRate of return (all periods)?
:
3.58%Win Rate
:
83.07%
(260/313)
Maximum Position
?
:
2Maximum Drawdown
?
:
15.79%
(410,830JPY)
Maximum Profit
:
12,400JPYMaximum Loss
:
-85,800JPYRecommended Margin
?
:
2,239,610JPYUnrealized 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
[CHF/JPY]
Trading Style
[Scalping]
Maximum Number Position
2
Maximum Lot
2
Chart Time Frame
M5
Maximum Stop Loss
130
Take Profit
10
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
■ 概要
長期的な順張り・短期的な逆張りエントリーのスキャルピングEA。 1日の時間帯によって、2段階の最適なフィルターに切り替わる、可変ロジック方式。 週末等の持ち越しを除き、1トレード平均約1時間台、最大でも12時間以内に完結します。 主に深夜から朝方にかけてトレードを行います。 週末・年末年始のデフォルトは、持ち越さない設定です。 また、パラメータ内で各ロジックの稼働切り替えが可能です。 各設定はチャート画面に表示され、確認ができます。
■ 推奨口座
推奨は、下記の条件を、より多く満たした口座です。
- 日足5本 ※ロジック内で日足を参照しているため、日足5本以外ではパフォーマンスが低下します。
- リクォート・オフクォート無し
- スワップの、マイナス影響が少ない ※ロールオーバー前にポジションを持ち、翌日へ持ち越すことが多くなるため、スワップのマイナス影響が小さい方が望ましいです。
- 低スプレッド ※特に、1時台と23時台のスプレッドがパフォーマンスに影響します。
■ アップデート バージョン2.1【2023/1/24】
- 複利の計算方法に、残高方式を追加
- チャート上のコメント表記を変更
- パラメータのデフォルト値変更（スリッページ：10、リスク％：1.0％）
- エントリーと同時にTPSLが入るように処理変更
- エントリー・決済共に始値稼働に変更
※PDFマニュアル更新無しにつき、以降のバージョンでは商品ページをご参照ください。
■ 仕様
- ナンピン・マーチン ｜ なし
- 週末・年末年始12/24～1/3の持ち越し有無 ｜ 選択可
- TP/SL（変更不可）｜ ロジック1：10/130 ロジック2：10/60 ※TP/SLに関わらず、主に内部ロジックで決済。
■ パラメータ
- ロット ｜ 単利運用時。デフォルトは推奨値ではありません。
- 複利機能 ｜ マネーマネジメント機能。3つから選択可能です。各番号は、チャートコメント表記の番号に該当します。 ０：単利／固定 ｜ ロット固定で運用の場合は、こちらの「単利」をお選びください。 １：複利／余剰証拠金 ｜ 「余剰証拠金」に対して最大損失の％を設定してロット計算する方式です。前バージョン1.0（1.00）の複利は、自動的にこちらの方式で計算します。 ２：複利／残高 ｜ 「残高」に対して最大損失の％を設定してロット計算する方式です。 ※各複利のバックテストでは、仮計算で値を読み込みますので、実際の運用とはロット計算がずれる場合があります。
- リスク％ ｜ 「余剰証拠金」または「残高」に対する、StopLoss設定値の損失の割合です。 【ロット計算例】 設定「余剰証拠金」：余剰証拠金100万円、SL60、リスク10％設定で、1.66ロット 設定「残高」：残高100万円、SL130、リスク10％設定で、0.76ロット
- 許容スプレッド ｜ 単位はPipsです。
- 許容スリッページ ｜ 単位はPoint（1Point=0.1Pips）です。
- 稼働スイッチ ｜ 「false」にすると、そのロジックは稼働しません。 【稼働時間帯（冬GMT＋2、サーバー時間）】 ロジック1 ｜ 23時、0時 ロジック2 ｜ 1時、21、22時
- 週末クローズ ｜ 「true」にすると、週末決済が有効になり、日本時間で土曜の午前5時に決済が行われます。デフォルトは「true」。 ただし、休場などで決済時刻にサーバーが動いていない場合は、正常に決済が行われません。
- 12/24～1/3クローズ ｜ 「true」にすると、年末年始12/24～1/3の間は新規エントリーを行いません。決済のみ行います。デフォルトは「true」。
- マジックナンバー ｜ 他EAと違う値を設定してください。
- GMT／サマータイム ｜ ご利用のブローカー様のサイト等でご確認ください。
- 通知用コメント ｜ オーダー時の通知に挿入されるコメントです。
■ チャートコメント
- ”5826322 5826323” ｜ マジックナンバー
- Lots ｜ 現在のロット（複利時のみリスク％）※複利時は、こちらのロット表示が変動します。
- MM ｜ パラメータで選択した複利機能の設定番号を表示
- Sp ｜ 許容スプレッド
- MaxTP/SL ｜ 最大TakeProfitとStopLoss
- L1/L2 ｜ ロジック1,2稼働スイッチの設定を表示
- WC/YC ｜ 週末・年末クローズの設定を表示
■ バックテスト解析
- バックテスト期間：19年0ヶ月
- スプレッド：4.0pips
以下、解析ツールで0時台のトレードを除いた解析です。 解析ツールは、含み損を考慮しないため、ドローダウン計算が甘くなります。
【集計データ】
- 獲得pips 期間獲得合計 ｜ 4161.7pips 年間平均 ｜ 219.0pips 月間平均 ｜ 18.25pips
- 取引回数月間平均 ｜ 7.9回
- トレード時間平均 ｜ 2時間32分
- 50pipsを越える損失回数年間平均 ｜ 1.1回
- リカバリーファクター TRF（期間総計）｜ 26.0 YRF（年換算）｜ 1.4
【損益グラフ】
最大停滞日数：408日
※最下部に表示されている青ラインは、VIX指数です。
【月別損益】
年間平均約3ヶ月間が損失
【年別損益】
2014年以外年間勝ち越し
■ 参考バックテスト
【変動スプレッド】
多少0時台のトレードが減少していますが、実際にはこれよりも減ることが想定されます。
変動設定は画像のようになります。スリッページなどは無しで設定しています。
【複利（スプレッド4.0pips固定）】
複利のバックテストは、単利に比べてパフォーマンスや計測値の振れ幅が大きく、実際の運用と誤差が大きくなりますので、ご参考までにお願いします。
■ よくある質問
Q1．ブローカーごとに挙動が違うのはなぜですか？
ブローカーごとに配信レートが異なるため、必ず、挙動の違いは発生します。 一方でエントリーしたのに、一方でエントリーしないという症状です。 当EAは、テクニカル判定も行っておりますので、配信レートやスプレッドによって、各シグナルが点灯する場合としない場合のような誤差が発生します。
Q2．エントリーしません
チャート右上の顔がスマイルになっていなければ、設定を見直してください。 スマイルになっているなら、当EAの平均取引数に関わらず、月間でエントリーしない月がバックテスト上2度ございましたので、2ヶ月ほどは様子見いただけるとよろしいかと存じます。
Q3．MT4の最大バー数はいくら以上でセットすればいいですか？
当方の運用では、ヒストリー内とチャートそれぞれ、1000ずつで稼働確認できております。したがって1000以上での設定を推奨いたします。
■ トレード事例
赤：売り、青：買い。
縦の境界線が日付の切り替わりになります。日付の境目にトレードが多くなります。
【5分足】
【1時間足に範囲拡大】
【日足に範囲拡大】
■ 開発・商品説明ポリシー
当方では、開発や商品説明表記において、より公正に判断いただくため、独自基準を設けております。
- バックテストは2007年以前から計測
- 計測時のスプレッドは、CHFJPYで2.5pips固定（当EAは4.0pips固定で開発）
- ヒストリカルデータは、TDSを採用
- 1EAにつき取引数1000回以上（ポジション数１で）
- 1シグナル1ポジション
- 総合リカバリーファクター（純益÷最大ドローダウン）10以上
- ナンピン・マーチンゲール無し
- TP/SL設置
- 複利・同時複数ポジション・スマホ画面の歯抜け履歴などで、成績のカムフラージュは行わない
￥1,700 coupon eligible products.
×
Sales from
:
11/01/2021 21:08
Purchased: 27times
Price:￥19,800 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
￥1,700 coupon eligible products.
×
Sales from : 11/01/2021 21:08
Purchased: 27times
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
