A multi-position EA that takes advantage of AUDNZD's characteristics『Prospect_FX_AUDNZD』
Rare AUDNZD EA!
A counter-trend, multi-position EA designed for box-range markets
“Prospect_FX_AUDNZD”
Currency pair: [AUD/NZD]
Trading style: [Day trading][Swing trading]
Maximum number of positions: 10
Position size: 1 lot
Timeframe used: M15
Max stop loss: 80; others: vary by Buy/Sell.
Take profit: 37; others: trailing stop. Varies by Buy/Sell.
Because it enters in 10 positions,
the profit when captured is large.
In the most recent forward test, it earned over 1000 pips in two weeks.
Let's look at the maximum drawdown and operational cautions.
■Backtest Analysis
Since the official backtest only goes back to 2015, I conducted a long-term backtest.
We ran it
2008.01.01-2018.06.31
Spread 2.0
Fixed at 0.1 lot (maximum 10 positions)
Net profit: +1,870,000 JPY
Maximum drawdown: -330,000 JPY
Win rate: 77%
Total trades: 8,428
Average gain: 1,812 JPY
Average loss: -5,253 JPY
That was the result.
The recommended margin derived from the maximum drawdown is,
with leverage 25x
(3.2×10) + (33×2) = 98
Approximately 1,000,000 yen margin is advisable for 0.1 lot.It would be.
In terms of approach, instead of entering at 1.0, to optimize profits
it's like splitting into 10 parts.
【Entry Example】
In a box-range market, it tends to counter-trend at the upper bound.
In trending markets, counter-trend entries are placed in several steps.
With multiple positions, hitting the maximum SL (buy -60, sell -80) can cause substantial damage.
Profits can be large when they occur, but you should anticipate losses to some extent; emotionally, it may be tough.
【Backtest Detailed Analysis】
Let's examine backtest results in more detail by year, month, etc.
Looking at annual results, performance after 2015 is good.
By month, red is quite noticeable.
August and September show more losses, so it may be wise to reduce the lot size or use other adjustments.
When viewed on an annual basis, the recent performance is actually good because AUD/NZD has been trading in a box-range market for several years.
Thus, this EA fits the price ranges of the box-range market that began around 2014–2015.
Unless there are extreme trends, or extreme drops in volatility, it should be able to profit steadily.
It is an EA that can do so.
It is not a logic that wins in every market, but
I think it is a strategic EA that focuses on the characteristics of the currency pair.
In terms of annual yield, in the last three years it is around 25–48%.
Because there are many positions, be mindful of the recommended margin when operating.
