Methods to Improve EA Performance Using Excel Data Analysis – Part 1 (Background)
Performance enhancement methods for EAs using Excel data analysis
Part 1 (Background)
• Recently, wonderful tools like Gogojan-sama's "EA Creator" have been developed, making it easy for anyone to create an EA.
Now it has become possible for anyone to create an EA easily.
However, even if you can make an EA, it still feels difficult to create one with high PF and high profits.
• I used to put various indicators on the chart, and by combining some indicators,
I would find entry points and exit points and create an EA that incorporated them. Every day, every day,
I would spend hours glued to the chart, thinking about the EA's logic.
However, in the short term it would be profitable, but it was difficult to maintain long-term stable profits.
• Therefore, I thought that if we processed data more statistically and considered the EA logic statistically, we could create a better
EA with better performance.
• However, MT4 has almost no functions to analyze data.
• But Excel has many data analysis tools, and large amounts of data can be compared relatively
in a short time.
• Therefore, by collecting data in MT4, transferring that data to Excel, and processing the data,
it has become possible to create high-performance EAs.
Results
Backtest results of USDJPY M5 from 2007-09-29 to 2019-10-01, 12 years.
① Before applying the filter,
Net profit: 4,839 PF: 1.13 Number of trades: 7,656 Maximum drawdown: 928 (6.69%) Win rate: 70.56%
② After applying the filter,
Net profit: 6,205 PF: 1.38 Number of trades: 3,415 Maximum drawdown: 460 (3.05%) Win rate: 72.24%
All of my EAs were created using this method, and since sales began, most have shown solid profit growth.
■ EA Sales Sites
“Senji Ban-kou” https://www.gogojungle.co.jp/systemtrade/fx/14944
“Yamashi Suimei” https://www.gogojungle.co.jp/systemtrade/fx/15576
“Kafun Ryuko” https://www.gogojungle.co.jp/systemtrade/fx/17258
“Fuurin Kasan” https://www.gogojungle.co.jp/systemtrade/fx/21039https:
■ Sales site for tools to brush up EAs using this method
“EA Profit Maximization Tool by Excel VBA”
www.gogojungle.co.jp/tools/indicators/6351
End.
