Eye_Cloud
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Real Performance (Pips)
※Displays results including swaps and fees
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...
一目均衡表を使ったシンプルEA
この度は、自動売買ソフト(EA)【Eye_Cloud】に興味を持っていただきありがとうございます。
EA作者のGecko(ゲコー)と申します。
Eye_Cloudは、一目均衡表でトレンド判断を行い、移動平均線のクロスでエントリー/決済判断を行うシンプル設計のEAです。
バージョンアップ情報
2024年5月 バージョン3.00に更新
更新内容:内部パラメータの調整、週末クローズ機能および複利運用機能追加しました
2022年8月 バージョン2.00に更新
更新内容:直近5年間の相場状況に合わせて、内部パラメータ、SL/TPを最適化しました
一目均衡表とは
一目均衡表とは、「いちもくきんこうひょう」と呼びMT4に標準搭載されている「Ichimoku」というインジケーターのことです。
一目山人という(ペンネーム)日本人が開発したチャート分析方法を、それこそひと目で分かるようにチャート上に描画させたツールです。
一目均衡表には、代表的な5つの線があり、それらを分析することによって相場の流れの判断をしていくことになります。
一目均衡表には代表的な5つの線があります。
- 転換線:ローソク足過去9本分の最高値と最安値の平均
- 基準線:ローソク足過去26本分の最高値と最安値の平均
- 遅行スパン:ローソク足26本前の終値
- 先行スパンA:転換線と基準線の平均をローソク足26本分前方にシフト描画したもの
- 先行スパンB:ローソク足52本分の最高値と最安値の平均をローソク足26本分前方にシフト描画したもの
先行スパンにおいては、AとBで挟まれた範囲のことを「雲」といいます。
一目均衡表を使った代表的なロジックに「三役好転(逆転)」というものがあります。
三役好転
三役逆転
三役好転(逆転)は」とても有効的なロジックに思えますが、残念ながらトレード回数が極端に少なく、自動化できるものではありませんでした。
一目均衡表をフィルターとして活用する
しかしながら、トレンド判断としての一目均衡表はとても優秀です。
そこで私は、一目均衡表のある部分を上位足のフィルターとして活用し、トレンド状況を判断する目安にしました。
そして移動平均線のクロスでエントリー/決済の判断を行います。
それが「Eye_Cloud」です。
「Eye_Cloud」は、次のようなトレードを行います。
Eye_Cloudのバックテスト
- USDJPY15分足でのバックテスト
- テスト期間 2012年1月~2024年5月
- TDS変動スプレッド(0.1~1.5ピプス幅)使用
- 初期証拠金100万円、0.18ロット固定でテスト
- 純益:1,308,016円
- 最大ドローダウン:99,718円
バックテストデータから算出される【0.1ロット】運用の場合の最低限必要な資金は以下の通りです。
(最低限必要な資金 = 必要証拠金 + 最大ドローダウン)
*1USD = 155JPY、レバレッジ25倍で計算
0.1ロット当たりの最大ドローダウン = 99,718 ÷ 0.18 = 55,399円
必要証拠金 = 0.1 × 10万通貨 × 155 ÷ レバレッジ = 62,000円
合計 117,399円(最低限必要な資金)
*あくまでも目安です
Quant Analyzer分析
パラメータについて
(詳細はマニュアルに記載しています)
参考:複利運用でのバックテスト
- USDJPY15分足でのバックテスト
- テスト期間 2012年1月~2024年5月
- TDS変動スプレッド(0.1~1.5ピプス幅)使用
- 初期証拠金10万円、運用リスク(証拠金に対して)10%でテスト
- 純益:21,889,445円
- 最大ドローダウン:5,539,921円
オマケがついています
Eye_Cloudには、半裁量でトレードができるEAをオマケとしてつけています。
一目均衡表でトレンド判断を行い、移動平均線のクロスでエントリーを行うところまでは自動でおこないます(エントリー後にメールで通知することもできます)。
そのあとの決済は、指値/逆指値のみの設定でも構いませんし、トレーダー度軸の裁量で行うこともできます。
そのようなオープンパラメータの半裁量EA「Eye_Cloud_Open」がもれなくついてきます。
当EAをポートフォリオのひとつとして加えていただけると幸いです。
免責事項
本ページに記載されている内容はあくまでもバックテストによるものです。
将来にわたって同様の結果を保証するものではありません。
投資にはリスクが伴うことを理解したうえで、ご自身の責任のもと運用の判断をされてください。
Price:¥19,800 (taxed)
●Payment
Sales from : 01/17/2022 20:27
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