トレンディワン・レガート
- 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...
V1.06で行った機能アップ
V1.06で、金曜日サイン発生抑止ができるようにしました。また、金曜日にポジションを
強制決済できるようにしました。
レガートは、現時点(2015年7月4日)で、44勝3敗ですが、2敗目は、ギリシヤ問題があった週末を超えてポジションを保有し
月曜日の窓空けで、ストップロスを超える損切りをしたためです。本来このような出動は裁量で止めるべきです。
金曜日サイン抑止機能で、これを自動で避けることができたわけです。
それで、7月3日に起きた3回目の負けですが、これは、金曜日に保有していたポジションを土曜日の朝5時に強制決済し、
3pipsほどの損失で済ませることができました。これも新機能の効果でした。週末をまたぐリスクを避けています。
新機能により、レガートはより安全に運用できるようになりました。
1.概要
(1) ユーロドルのFXシステムトレード(自動売買)です。
(2) 月当り平均5~6回のトレード数、月当り期待利益約70pips。
(3) 最大ドローダウン 245pips。
(4) 最大1個のポジションしかもちません。
(5) 無期限で使用できます。取引ロット数の制限なし。
(6) ナンピン、マーチンゲールはいたしません。
2.運用可能な証券会社
とくに制限はありません。
FXCMジャパン、Alpari Japan、OANDA Japan、FOREX.com Japanなど。
3.成績の概略 (期間 2011/7/1 ~ 2014/12/20)
勝率: 93.75%
PF: 3.26
最大ドローダウン: 245pips
トレード数: 平均 約5.7回/月
シミュレーションによるフォワードテストを行っています。
下記の黄色の部分は、データを最適化に使っていないフォワードテスト期間です。
4.ファイル構成
EA: TrendyOne_Legato.ex4
説明書: 使用説明書.pdf
5.パラメータ
(1) LoginMailAddress : ログイン・メールアドレス
(2) LoginPassword : ログイン・パスワード
(3) MAGIC: マジックコード
(4) Lots : 取引ロット数 (デフォルト: 0.1)
(5) AutoMoneyManage : Trueとすれば、自動複利を使えます。
(6) DrawDown : 1万通貨あたりのドローダウンの大きさを指定します(単位:万円)。
(7) Syoukokin : 1万通貨当りの必要証拠金を指定します。(単位:万円)
(8) SikinRatio : このEAに割り当てる資金の割合を%で指定します。
設定できるパラメータは上記だけです。
6.注意事項
<ロスカット幅・利食い幅>
ロスカット幅の初期値は、110 pips です。
利食い幅は、56pips です。
含み益が、16pipsになると、トレーリング・ストップが発動します。
7.設置方法
EAを、expertsフォルダにコピーしてください。
9.使用許諾契約
以下の使用許諾契約書を購入申込前にお読みいただき、同意できる場合のみ購入してください。
http://mmt-mlab.com/html/ULA.html
10.更新履歴
2014-12-29 : V1.0 新規登録
2015-2-28 : V1.02 FXCMジャパンのデモ口座にて、ストップロスが設定されないことがあるのでModifyコマンドのリトライを強化しました。
2015-4-6 : V1.03 パラメータ Email を追加しました。Email=true とすれば、サインメールを送信します。
以上
Price:¥32,800 (taxed)
●Payment
Sales from : 02/19/2015 04:31
Price:¥32,800 (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