Sazanami-Advance
- 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...
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2015.5.21 アップデートを実施しました
2014年下半期の好調をそのままに2014年上半期ごろのドローダウンを改善させました。
2011.8月~2015.5月までのバックテスト結果です
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改善点の詳細
○ブレイク判定の精度を向上
○他の通貨ペアにも対応できるように、最適化できる項目をすべて解放
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【特徴】
昨今、様々な通貨、相場の動きをコンピュータが分析し状況を判断して自動的に売買する
アルゴリズムトレードやヘッジファンド等が行うストップロスの大規模注文を
狙った強引な売買の影響で相場が一方向に動きやすい傾向があります。
そのようなマーケット環境に対応するため、15分足でトレンドラインを算出しながら
4時間足で長期のトレンド方向を見極めブレイクしたらエントリーする
ラインブレイクトレードを行うEAを開発しました。
【システム概要】
当EAには独立したシステムが2つ稼動しています。
どれを稼動させるか設定が可能です。
どちらもラインブレイクのシステムですが、ラインの算出期間やブレイク判定を
変える事により、エントリーポイントずらし、リスクを分散させてあります。
2段階トレイリングストップ方式を採用し、フォロータイプでありながら勝率の高いシステムになっています。
対応通貨ペア: EURJPY
ポジション数: 最大5ポジション
両建て: 有り
ナンピン: 無し
対応時間枠:15分足
※本システムは国内証券口座を想定し開発されています。
どの証券会社でも動くよう設計しておりますが、EA運用指定会社以外は動作の保障はしません。
【エントリー】
トレンドラインのブレイクにて順張り方向にポジションを取得します。
【決済】
設定した利益(TakeProfit値)または、損益(StopLoss値)に達した時点で決済されます。
また、それ以外にもトレンドの終焉を見定め、自動決済を行います。
【パラメーター】
Use_System2・・・デフォルト true
Use_System3・・・デフォルト true
稼動するシステムを指定できます。どちらかが極端に成績が悪い場合はfalseにすると稼動を停止できます。
MAGIC2・・・デフォルト10002
MAGIC3・・・デフォルト10003
0以外の整数値に設定してください。
UseTP・・・デフォルトtrue
利益確定ポイントの指定の有無
UseSL・・・デフォルトtrue
損益確定ポイントの指定の有無
(エントリーだけEAに任せるならば基本的にはtrue)
Lots・・・デフォルト0.2(2万通貨)
ロット数の指定
AutoLot・・・デフォルトfalse
trueに設定されていると口座残高に応じてロットを調節します。
Leverage・・・デフォルト5
AutoLotをtrueにした場合の、レバレッジ指定です。指定したレバレッジに応じてポジションを取得します
SeigenIjiritu・・・デフォルト120
制限維持率の指定 指定した維持率を下回る新規ポジションは取得しません。
SPDCheck ・・・デフォルトtrue
指定したスプレッド以上ならポジションを取得しません。異常レートでのポジョション取得を回避します。
SPDFilter・・・デフォルト10
スプレッドチェックのスプレッド指定(pips)
MaxPos・・・デフォルト5
最大ポジョション数の指定。色々変えてみてください。
ALERT・・・デフォルトtrue
EAアクション時にアラートでお知らせします
ShowName・・・デフォルトtrue
チャートの右上に稼働状況を示します
以下はご使用者様にて最適化することにより、他の通貨ペアでもご利用いただけます。
デフォルトは、ユーロ円にて最適化しています。
TP・・・デフォルト300
利食い値(pips)
Scale・・・ラインブレイク判定に用いる期間 この値が大きいと、範囲が狭くなります。
FirstTPoint ・・・この値より利益が大きくなると、最低利益を確保するよう逆指値を出します。
TrailingPoint・・・利益がこの値を超えるとトレイリング機能が働きます
MaxLoss・・・ストップロス値
Price:¥30,857 (taxed)
●Payment
Sales from : 12/17/2013 20:53
Price:¥30,857 (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