【Verification Week 1】The Result of Running the Trending "BIGBANG" for 24 Hours and the Importance of Time Window
The indicator that is making waves, 'BIGBANG's true potential will be laid bare, as I publicly disclose the real first-week forward test results of my completely dotten EA “Loop-Turnaround_EA.”
Furthermore, I will also share a small preview of the halfway progress of “Week 2,” planned to be released this weekend.
■ Test Environment and Rules
- Account: Rakuten Securities MT4 demo account
- Virtual collateral: approximately 8.59 million yen starting
- Lot size: fluctuating around about 170 lots due to EA's fund management function
- Operating conditions: 24-hour full operation (no time restrictions)
■ Forward Test Results for Week 1
- Closed P/L: -86,193 yen
- Floating P/L: +247,237 yen (2 positions held)
- Equity: 8,840,387 yen (approx. +145,000 yen vs initial)
- Win rate: 50.00% (4 wins, 4 losses / 8 trades)
- Profit Factor (PF): 0.74
- Maximum Drawdown: 306,366 yen (3.52%)
■ Hellish Drawdown and the Early-Week Surge
From my impressions after Week 1, this tool is a “wild stallion with tremendous explosive power.”
In the Week 1 range market, it took a hit with a perfect back-and-forth swing, recording a maximum drawdown of -306,366 yen at one point.
However, continuing operation into this week (Week 2) when a clear trend appeared, it exploded, posting a realized profit of +335,134 yen, showing a magnificent rebound.
(Note: The final results for Week 2 will be announced again this weekend!)
■ Analysis Tool ‘Core’ Price Range Analysis and Next Developments
Last week, BIGBANG offered the analysis tool ‘Core’ to buyers for one day.
Therefore, this time I used the analysis tool ‘Core’ to analyze the pure volatility (price range) of the Nikkei 225.
(1) The “Golden Time” when activity should run
The price range was extremely large around 09:00 (4692 pips) just after the Tokyo market opened, and around 10:00 (3377 pips).
Also, the 22:00 (2771 pips) and 23:00 (2715 pips) hours on the NY market were very strong.
During these times, trends tend to emerge and back-and-forth hits are avoided.
(2) The “ Evil Time Zone” to stop
From 11:00 to 20:00, price ranges were in the 1000–2000 pips range.
Particularly, the 18:00 hour (1435 pips) and 19:00 hour (1208 pips) were the worst range conditions.
(3) EA parameter settings for the coming weeks
Using Loop-Turnaround_EA’s time restriction feature, I will test a setting that targets only the most promising “Tokyo morning” window.
- UseTimeFilter=true
- StartTime=09:00
- EndTime=11:00
■ Starting Week 2 Phase (Time-Band Restriction) from next week
No matter how excellent the tool is, you cannot avoid traps during real-time thin markets.
Therefore, from next week, after updating BIGBANG to the latest version, I will run my EA with the high-expected-value time window (shortly after the Tokyo market opens) identified by ‘Core,’ completely stopping the “evil time zone” in Phase 2.
Will the shield of time restriction allow the wild stallion to be ridden perfectly? Please look forward to next week’s results!