GapSystem
Comments(7)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
-1,161.00USDProfit Factor
:
0.63Rate of return risk
?
:
-0.87Average Profit
:
43.00USDAverage Loss
:
-34.00USDBalance
?
:
8,839.00USDRate of return (all periods)?
:
-0.58%Win Rate
:
32.85%
(45/137)
Maximum Position
?
:
3Maximum Drawdown
?
:
0.67%
(1,327.00USD)
Maximum Profit
:
70.00USDMaximum Loss
:
-40.00USDRecommended Margin
?
:
198,816.00USDUnrealized P/L
:
-44.00USDDeposit
?
:
10,000.00USDCurrency
:
USD- Account
Operable Brokers
Usable with MT4-adopting brokers.
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
[EUR/JPY]
[USD/JPY]
Trading Style
[Day Trading]
Maximum Number Position
2
Maximum Lot
-
Maximum Stop Loss
40
Take Profit
70
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
【ＥＡ概要】
本ＥＡはＮＹ市場クローズから東京市場オープンまでに開いたＧＡＰの窓埋めを利用したＥＡです。
本ＥＡの代表的な特徴は下記の通りです。
◇ 週開けの月曜日だけにトレードをするのではなく、毎朝定時にトレード
通常、ＧＡＰは金曜日のＮＹ市場クローズから月曜日のシドニー市場オープンで起こる事象ですが、取引量の少ない割りには価格変動が激しいシドニー市場をＧＡＰとして捉え、ほぼ毎日東京市場オープンと同時に逆張りで狙い撃ちします。
◇ スプレッドの広い時間帯にトレードしない
金曜日のＮＹ市場クローズと月曜日のシドニー市場オープンで多少のＧＡＰが開き窓埋め方向にトレンドが動いたとしても、スプレッドの広さは無視できません。この時間で売買してもスプレッド分、他の時間帯にトレードするより儲けが減ってしまうことになります。各ブローカーでばらつきはありますが東京市場オープンと同時にスプレッドが通常に戻りますので、このシドニー時間帯は避けてトレードします。
◇ 夏時間開始・終了時に煩雑な設定が不必要
巷の定時トレードＥＡは、夏時間開始時と終了時にＧＭＴオフセット設定を行わなくてはならないものが殆どです。うっかりこれを忘れてしまうと想定通りのパフォーマンスは得られません。本ＥＡは、夏時間パターンを一度設定してしまえば半永久的に設定変更の必要はありません。
◇ 遅くとも毎日GMT20：00に手仕舞いするため、ホールド期間が短い
自動売買においてポジション保持期間が長い事は致命的です。含み損も増えますし、新たなポジションを持つために多額の資金が必要になります。本ＥＡは、最大でも１８時間しか保持しない為、少ない資金で運用できます。
◇ ナンピンはせず、利乗せにより利益増大
負けている時に損を取り戻すためにポジションを増やす事をナンピンと言いますが、ナンピンをしすぎると破産確率が高くなります。勝っている時にこそポジションを増やして利益を大きくすべきと考えております。
◇ 複数通貨に対応
Ver1.0はドル／円、ユーロ／円の2通貨のみの対応ですが、今後のバージョンアップで他の通貨ペアに対応させる予定です。
◇ 損切り値 ＜ 利食い値なので勝率45%でも資産増大
勝ち９回、負け１回の勝率９０％でも勝ち平均10pips、負け100pipsでは資産はいつか底をつきます。本ＥＡは勝率やプロフィットファクターよりも初期投資資金を少なくすることと利益を多く獲得することに重点をおいて作成しております。
【売買ルール】
＜使用インジケーター＞
・ATR・・・GAPの開き具合をボラティリティで判定しています。
＜エントリー＞
・毎朝9:00(GMT 0:00)にエントリー（NY市場終値と東京市場始値のGAPの開き具合によってはエントリーしません）
・東京市場始値が前日NY市場終値を下回っている ⇒ ロング
・東京市場始値が前日NY市場終値を上回っている ⇒ ショート
・保有ポジションに利益が乗っている時、同ロットで１度だけ利乗せ
・必ずSLとTPが設定されます
＜決済＞
◯利益確定による決済
・テイクプロフィット(TP値)に達したら即時決済
◯損切りによる決済
・ストップロス(SL値)に達したら即時決済
◯時間経過による決済
・損益に関係なくGMT 20:00に決済
【パラメーター】
・MAGIC：マジックナンバー
自由に設定（初期：82803102）
・Lots：取引ロット数
最小単位についてはブローカーにより異なります（初期：0.1）
・DST_pattern：サマータイム適用基準パターン（初期：1）
１：米国基準 標準時間GMT+2 夏時間GMT+3
２：欧州基準 標準時間GMT+2 夏時間GMT+3
３：DSTなし 標準時間GMT0
４：DSTなし 標準時間GMT+9
※付属の取扱説明書でブローカー別の一覧があります。
・StopLoss ：損切り値
通貨ペア毎に推奨値を入力して下さい（初期：400）
・TakeProfit：利食い値
通貨ペア毎に推奨値を入力して下さい（初期：700）
※付属の取扱説明書で通貨ペア別の推奨値一覧があります。
【必要資金の考え方】
ＥＡで重要なのは最初にいくら投資して、いつ、いくらになっているかであります。
本ＥＡではバックテスト終了後、操作履歴タブに下記の内容が表示されます。
これらの計算方法は下記の通りです。
＜必要証拠金＞
100,000 (ﾛｯﾄｻｲｽﾞ) × 0.1 (取引ロット数) × 2 (最大ﾎﾟｼﾞｼｮﾝ) ／ 100 (ﾚﾊﾞﾚｯｼﾞ)
・・・200ﾄﾞﾙ
＜最大ドローダウン額＞
StrategyTesterレポートより
・・・755.31ﾄﾞﾙ
必要初期資金 ＝
200ﾄﾞﾙ (必要証拠金) ＋ 755.31ﾄﾞﾙ (最大ドローダウン額)
・・・955.31ﾄﾞﾙ
＜利益額＞
StrategyTesterレポートより
・・・4,913.03ﾄﾞﾙ
＜利廻り＞
4,913.03ﾄﾞﾙ (利益額)／955.31ﾄﾞﾙ (必要初期資金)
・・・514.29%
＜平均年利＞
514.29% ／約6.42年 (期間2007年1月～2013年5月)
・・・82%
※正確に計算すると80.1%ですが、年間検査日数／262日を1年として計算していますので多少の誤差が生じます。
上記のデータから、
2007年1月に必要初期資金955ドル(約9万円)でスタートしていれば、6年5ヶ月後には5,868.03(約56万円)になってるということがわかります。
これらの計算方法は下記の通りです。
＜必要証拠金＞
100,000 (ﾛｯﾄｻｲｽﾞ) × 0.1 (取引ロット数) × 2 (最大ﾎﾟｼﾞｼｮﾝ) ／ 100 (ﾚﾊﾞﾚｯｼﾞ)
・・・200ﾄﾞﾙ
＜最大ドローダウン額＞
StrategyTesterレポートより
・・・755.31ﾄﾞﾙ
必要初期資金 ＝
200ﾄﾞﾙ (必要証拠金) ＋ 755.31ﾄﾞﾙ (最大ドローダウン額)
・・・955.31ﾄﾞﾙ
＜利益額＞
StrategyTesterレポートより
・・・4,913.03ﾄﾞﾙ
＜利廻り＞
4,913.03ﾄﾞﾙ (利益額)／955.31ﾄﾞﾙ (必要初期資金)
・・・514.29%
＜平均年利＞
514.29% ／約6.42年 (期間2007年1月～2013年5月)
・・・82%
※正確に計算すると80.1%ですが、年間検査日数／262日を1年として計算していますので多少の誤差が生じます。
上記のデータから、
2007年1月に必要初期資金955ドル(約9万円)でスタートしていれば、6年5ヶ月後には5,868.03(約56万円)になってるということがわかります。Sales from
:
10/08/2013 00:58
Purchased: 2times
Price:￥10,080 (taxed)
About 1-Click Order
●Payment
Forward Test
Back Test
Sales from : 10/08/2013 00:58
Purchased: 2times
Price:￥10,080 (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
