Grid and Lot are the heart of EA—the reasons to keep increasing the lot size and the reasons to widen the spacing
Nampin EA Verification Notes: Gold Counter-Trend Nampin EA"Senju -SENJU-"Development and Verification Series.
Product page is here
An "incremental" EA that increases lots as the number of steps grows, and I got burnt by it.
At first it seems fine, but later it becomes heavy.
In nampin, what most determines performance and risk are the追加間隔 (Grid) and the way the lots accumulate.
Targeting these makes backtests look good quickly. At the same time, the shape of deep positions also changes quickly.
Gold reverse-nampin"Senju -SENJU-"How it was built here, and the thinking behind it, written together with the specification numbers.
In this article, we will cover four things.
What happened when trying the same intervals for all levelsand the reason to widen the interval for deeper levels
Lot sequence:Design that does not continuously increase at a doubling pace
Slow Grindand its limitations
Even after release, a promise not to touch it casually..
Grid is not only about faster recovery when narrow
Initially, I tested all levels with the same interval. However, there is a path to losses where you cannot recover and the position stays open too long.
When intervals are narrow, the average price tends to move closer, but if the market moves in one direction for a while, the number of steps and total lots tend to expand.
Therefore, I designed wider intervals for deeper levels.
| Number of steps | Additional interval |
|---|---|
| 2–6 steps | 3 ATR |
| 7–10 steps | 4 ATR |
| 11 steps onward | 5 ATR |
In the same basket, per one M5 bar, nampin is limited to once.
As a guideline, assuming ATR remains constant, distances from the first entry become the following.
Up to 10 levels:About 31 ATR (if all levels have the same interval, about 27 ATR)
Up to 20 levels:About 81 ATR (if all levels have the same interval, about 57 ATR)
The deeper the level, the wider the tolerance to adverse moves. Note: ATR varies with market conditions, so this is only an estimate.
Lot sequence should not be doubling
With a base lot of 0.01, the lot size changes as follows.
0.01 → 0.01 → 0.02 → 0.02 → 0.03 → thereafter 0.01
This is not a Martingale that keeps doubling. The 0.03 lot at the 5th level serves to pull the average price and recover.
As a result, even as levels deepen, total lot size increases only gradually.
| Number of steps | Total lot (base 0.01 lot) |
|---|---|
| 5 steps | 0.09 lot |
| 10 steps | 0.14 lot |
| 20 steps | 0.24 lot |
For reference, if it doubled (0.01 → 0.02 → 0.04…) the 10th level would beabout 10.2 lots.
The incremental-type I experienced was different here.Lots do not keep increasing.
This lot sequence and the nampin interval specifications are published on the product page for"Senju -SENJU-".
Details of the specifications are here
We also tested lowering the mid-position lots. Some years looked calm, but in other years the path deepened, so we did not adopt it. It cannot be relied on as “always small lots = safety.”
Slow Grind and its limits
When you reach 10 steps, if more than 48 hours have passed since the first entry, a mechanism widens levels 11 and beyond to 6 ATR.
It was created from long-term backtests to avoid treating short-term spikes and multi-day slow moves the same.
However, Slow Grind reduces the number of steps, but does not rescue a sustained trend of hundreds of dollars.Even in long-term tests, Slow Grind activated in some cases with deeper draws.
The more you tweak, the more years break
Grid and lot are interdependent: fixing one point changes another path. A DD-reducing appearance in one year sometimes led to deeper levels in another year.
Therefore, instead of a large redesign, we fix the proven shapes and view them forward.
We promise. Even after release, we will not touch this lightly.Changing frequently reduces accountability and the meaning of forward testing.
For users, simply increasing the lot size also has the same effect: placing larger lots increases both potential drawdown and required margin. The method of funding is described in the article “If you reduce funds, the same EA approaches total loss.”
Summary
Grid and lot are the engine of profitability,and the parts that shape the tail
Interval should bewider for deeper levels(3ATR → 4ATR → 5ATR)
Lot should benot double. not continuously increase
Slow Grind reduces steps, butdoes not rescue a sustained trend
Even after release, do not touch it lightly
This design gave rise to
“Senju -SENJU-”
The Senju product page publicly lists nampin specifications in numbers.
・A design where lots do not keep increasing:No doubling. For base lot 0.01, 0.01 → 0.01 → 0.02 → 0.02 → 0.03 → thereafter 0.01
・Wider intervals as levels deepen:3ATR / 4ATR / 5ATR, Slow Grind
・Verification data also published:Distributions of maximum drawdown, annual results, risk explanations
Next time
Next,A story where the EA is stopped before the indicator, and you still got caught.
The danger lies not in the moment of the indicator release, but in the subsequent one-way movement.