TRAVELER GBPJPY M5 MM
- 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...
<開発コンセプト>
●FXの教科書には、トレードの基本は、利大損小の期待値が1より大きいトレードとあります。
●しかし、自動売買(EA)では、利大損小の優良なEAはあまり目にしません。リピート系や利小損大のEAが大半です。
●この理由は、きれいな右肩上がりになりづらい、つまり、ドローダウンが大きくなる、勝率が悪くなる、からであろうと推測します。このようなEAは、あまり見栄えが悪くいい印象を持ちません。
●今回、比較的トレンドが見えやすいGBPJPY通貨ペアで、以下の概念でEA作成を実現しました。
●利大損小、1ポジション、低ドローダウン、そこそこのエントリー回数をキーワードとして開発を進めてきました。
●極力、不利なレンジ相場でのエントリーを抑え、トレンドをキャッチし、タイミングが合えば、爆益を狙うEAへと仕上げました。
<特徴>
●4時間足でトレンド発生を見極め、5分足で最適なタイミングを模索しエントリーします。
●調子が良ければ、300pipsを狙いに行きます。一方、不調の場合は120pipsでSL。
●大きなトレンドが発生しなければ、内部ロジックで決済します。
●トレーリングストップ機能を使用し、爆益を狙いに行きます。(300pips以上)
●複利機能もございます。
●TP300、SL120なので、スプレッドの影響は小さいと推測します。また、重要指標発表も恐れることはございません。
①マジックナンバー:任意で設定変更可能
②スリッページ:任意で設定変更可能
③MAXスプレッド:任意で設定変更可能
④エントリー可能開始時間
⑤エントリー可能終了時間
⑥週末強制クローズ:0/週末ポジション持越し、5/土曜日早朝強制決済あり
⑦ポジション数:デフォルトを推奨
⑧ロット数:任意で設定変更可能
⑨トレーリングストップ機能:デフォルトを推奨/300
⑩TP:デフォルトを推奨/290
この場合、300pipsに達したら、トレーリングストップ機能開始する。
最低でも290pipsの利益を確保する。
実足が勢いよく伸びれば、利益も伸びる。
⑪SL:デフォルトを推奨
⑫複利機能ON/OFF:trueはON、falseはOFF
⑬複利機能設定:デフォルトを推奨
⑭複利機能設定:デフォルトを推奨
口座残高から適正ロットを算出する。
複利機能の場合、⑤の設定値は関係なくなる。
デモ口座で動きを確認した後、使用すること推奨します。
<バックテスト> ロット0.1/ポジション1/スプレッド20
期間 2009.01.01~2022.12.31
エントリー回数 1,477
利益 13,397
PF 1.40
DD 727(4.4%)
勝率 39.2%
期待利益 9.07
利大損小のEAの割には、ドローダウンも小さく、きれいな右肩上がりの利益曲線を描いております。
2009年以降でありますが、年間ベースではすべてプラスの利益を上げております。
Price:¥14,500 (taxed)
●Payment
Sales from : 04/29/2023 02:47
Price:¥14,500 (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