12/06/2019 01:28

Release： 12/06/2019 01:28

Update： 04/08/2021 02:35

Series

Enhancement methods for EA performance using data analysis in EXCEL

■EA Performance Enhancement Method Using Excel Data Analysis■ ・Recently, wonderful tools such as Mr. Gogo-JAN's "EA Tool" have been developed, making it easy for anyone to create EAs. However, even if you can create an EA, it still feels difficult to make high-performing and highly profitable EAs with consistently high P&L. ・I used to place various indicators on the chart and find entry and exit points by combining several indicators, then create an EA that incorporated them. Every day, every day, I glued myself to the chart for hours, thinking about the EA logic. However, in the short term, profits came, but it was difficult to maintain stable profits in the long term. ・Therefore, I thought that if we process the data statistically and think about the EA logic statistically, we could create a better, higher-performance EA. ・However, MT4 has hardly any functions to analyze data. On the other hand, Excel contains many data analysis tools and can process large amounts of data relatively quickly. ・This method moves MT4 data to Excel, analyzes it in Excel, and aims to improve the performance of the EA. ・It will be explained in a series of about four to five installments.

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Performance improvement method of EA using Excel data analysis, Part 3 (VBA program)

Third Session (VBA Program)

1. What is VBA

・A software for automating repetitive tasks built into Microsoft Office, a program that automatically handles numerous manual operations.

2. Created VBA

・I will introduce VBA programs I created that are frequently used.

① AUTO_HAN

・Divide the maximum and minimum values of each filter evenly, use those values as thresholds,

and when filter values > threshold, calculate profit, PF, and number of trades, and write to the MAX sheet

・Divide the maximum and minimum values of each filter evenly, use those values as thresholds,

and when filter values < threshold, calculate profit, PF, and number of trades, and write to the MIN sheet

② SELECTPFNUM

・Count how many combinations have PF greater than a specified value and number of trades greater than a specified value.

・In the figure below, it shows that there are 37 combinations with PF > 1.45 and number of trades > 3000.

③ SELECTPFNUM1

・Display details of combinations with PF greater than a specified value and number of trades greater than a specified value.

④ HANEnHlafHourN

・Divide entry times into 30-minute intervals

00:00–00:30

00:30–01:00

:

23:50–24:00

Calculate and display profit, PF, and number of trades in each time period.

④ HANOthers

・Calculate and display profit, PF, and number of trades by day of week, week, day, month, and seasons.

・All of my EAs are built using this method, and since sales began, they have shown strong profits.

“Senji Banbow” https://www.gogojungle.co.jp/systemtrade/fx/14944

“Sanji Suimei” https://www.gogojungle.co.jp/systemtrade/fx/15576

“Hana Kurenai Ryu Ryok” https://www.gogojungle.co.jp/systemtrade/fx/17258

“Fuurin Kashizan” https://www.gogojungle.co.jp/systemtrade/fx/21039

“Tool for High Profitability of EAs Using Excel VBA”

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