リバーサルエッジ 日経 225
Comments(0)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
47,690JPYProfit Factor
:
1.05Rate of return risk
?
:
0.14Average Profit
:
47,293JPYAverage Loss
:
-19,442JPYBalance
?
:
1,047,690JPYRate of return (all periods)?
:
6.43%Win Rate
:
30.20%
(45/149)
Maximum Position
?
:
2Maximum Drawdown
?
:
41.14%
(329,010JPY)
Maximum Profit
:
53,900JPYMaximum Loss
:
-24,300JPYRecommended Margin
?
:
741,460JPYUnrealized P/L
:
0JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
Real Performance (Pips)
※Displays results including swaps and fees
※EA measurement is stopped
Forward testing (Profit)
2023/10/06 EZインベストメントMT4終了に伴い計測停止。
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
[JPN225]
Trading Style
[Swing Trading]
Maximum Number Position
1
Maximum Lot
200
Chart Time Frame
M1
Maximum Stop Loss
0
Take Profit
0
Straddle Trading
Yes
Application Type
Metatrader Auto Trading
Other File Usages
No
リバーサルエッジ 日経225
バージョン 1.4
概要
反落を狙うショート と 反発を狙うロング の2つのロジックで構成された日経225の Expert Adviser です。(以降は EA と略します)
三角持ち合いで上下する相場に強く、安定で効率的な運用を目指しました。
エントリー
エントリーの判定は 新しい1分足 の度に行います。チャートの表示足はどの足でも構いません。
小反発を確認してから買う、小反落を確認してから売る、という具合に順張りでエントリーします。
コロナショックのように値動きが激しいときは静観して、適度に穏やかになったところでエントリーします。
反落を狙うショート と 反発を狙うロング の両方のロジックがポジションをとることにより、両建てになることがあります。
ポジションは日跨ぎ、週跨ぎすることがあります。
日経225が34年ぶりに新高値を更新した局面では、反発を狙うロングが得意とするパターンにハマって、このように好調なエントリーが続きました。
エントリー、クローズの詳細はPlus500JP証券での リアルフォワード をご確認下さい。
バックテスト
以下は、Plus500JP 証券の CFD (Japan225)で 期間: 2017 年 1 月～2023 年 9 月 ロット: 0.1 (日経225 先物ミニ 1 枚分) でバックテストした結果です。
本EAは、勝率よりもリターンとシャープレシオを重視して得られたパラメータの値を初期値としています。
お知らせ
デモ口座でのフォワードテストは現在止まっています。 つきましては、リアルフォワードについては出品者自身が Plus500JP証券 REALTRADE 楽天証券CFD REALTRADE で稼働させております運用実績の方をご確認下さい。 なお、2024/3/1時点でのEAの月次の損益と収益力、適正なレバレッジはこのようになっています。
更新履歴
2022/10/19 バージョン 1.2 反落を狙うショートのエントリー時の不具合を修正しました。
2023/05/07 バージョン 1.3 エントリーのパターンを追加しました。
2023/10/1 バージョン 1.4 利益確定時にロジックによりクローズする設定 と エントリーから日数が経過したらクローズする設定 を追加しました。
パラメータ設定
共通のパラメータ
MaxSpread (初期値 17.0)
スプレッドがこの値を超えたときはエントリーを行いません。
Plus500JP 証券の CFD (Japan225)では 17.0(円) 楽天証券の CFD (JP225)では 10.0(円) です。
MaxSlippage (初期値 5)
スリッページがこの値を超えたときはエントリーを行いません。
Plus500JP 証券の CFD (Japan225)では 5 (=5.0 円) 楽天証券の CFD (JP225)では 500 (=5.0 円) です。
SetOrderTakeProfit (初期値 false)
false を指定した場合は、利益確定時にロジックによりクローズします。この設定では値動 きが大きな相場環境で利幅も大きくなる傾向があります。
true を指定した場合は、決済指値(T/P)をセットします。この設定はバージョン 1.3 以前の 設定と同じです。
DaysToClose (初期値 8)
エントリーから指定の日数が経過したらクローズします。
反落を狙うショート のパラメータ
MagicNumber_Reversal_Short (初期値 20191123)
反落を狙うショート による注文を識別するためのマジックナンバーです。
本EAの 反発を狙うロング、および、同じMT4口座上で動く他のEAのマジックナンバーと重複しないように設定して下さい。
Lot_Reversal_Short (初期値 0.1)
売りポジションのロットを設定して下さい。(※1)
日経225 先物ミニ 1 枚分のロットは、 Plus500JP 証券の CFD (Japan225)では 0.1 楽天証券の CFD (JP225)では 10 です。
TakeProfit_Reversal_Short (初期値 1.5)
売値から○％下落したら利益確定します。
例えば、売値が 30,000円 だった場合、1.5％ (450円) の下落で利益確定します。
StopLoss_Reversal_Short (初期値 0.6)
売値から○％上昇したら損切りします。
例えば、売値が 30,000円 だった場合、0.6％ (180円) の上昇で損切りします。
反発を狙うロング のパラメータ
MagicNumber_Reversal_Long (初期値 20191122)
反発を狙うロング による注文を識別するためのマジックナンバーです。
本EAの 反落を狙うショート、および、同じMT4 口座上で動く他のEAのマジックナンバーと重複しないように設定して下さい。
Lot_Reversal_Long (初期値 0.1)
買いポジションのロットを設定して下さい。(※1)
日経225 先物ミニ 1 枚分のロットは、 Plus500JP 証券の CFD (Japan225)では 0.1 (初期値) 楽天証券の CFD (JP225)では 10 です。
TakeProfit_Reversal_Long (初期値 1.6)
買値から○％上昇したら利益確定します。
例えば、買値が 30,000円 だった場合、1.6％ (480円) の上昇で利益確定します。
StopLoss_Reversal_Long (初期値 0.7)
買値から○％下落したら損切りします。
例えば、買値が 30,000円 だった場合、0.7％ (210円) の下落で損切りします。
※1 ロットと必要証拠金について
ロットと必要証拠金については、CFD業者の取引数量を参考にして下さい。
例えば、日経 225 先物ミニ 1 枚分のロットは、 Plus500JP 証券の CFD (Japan225)では 0.1 楽天証券の CFD (JP225)では 10 で、日経 225 が 30,000 円 の場合の必要証拠金は 300,000 円 です。
Sales from
:
02/16/2022 21:34
Purchased: 0times
Price:￥19,800 (taxed)
About 1-click order
●Payment
Forward Test
Back Test
Sales from : 02/16/2022 21:34
Purchased: 0times
Price:￥19,800 (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
