Mountains and waters are clear and beautiful ~SANSI-SUIMEI~
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Real Performance
※Displays results including swaps and fees
Forward testing (Profit)
Monthly Statistics
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
(Version 1.4 "SanshiSuimei4" added a parameter to increase trade frequency. Version 1.5 "SanshiSuimei5" added a choice of calculating compound interest lots on a surplus margin basis or a balance basis. Version 1.6 "SanshiSuimei6" added a spread filter for settlement. Version 1.7 "SanshiSuimei7" fixed an error in entry time calculation when SeasonTime is false. Version 1.8 "SanshiSuimei8" modified to enter only on specific days of the week. If you do not use this feature, you do not need to update the EA.
Using MT4's standard technical indicators, this is a simple buy/sell method in which the trend direction of the upper time axis is checked and entry is made when the oscillator indicator moves in the opposite direction of the trend direction. The risk-return ratio is high ---> 20 Risk-return ratio = Total profit/loss (25,946) ÷ Maximum drawdown (1,140) ② The optimization by the strategy tester is confirmed not to be curve fitting by pseudo forward test. (iii) Profit is increased by using trailing stops. ④ The asset curve is growing linearly. ⑤ The stop-loss value is not larger than the gain value. (6) The logic is validated by the good results obtained in the back test with USDJPY without changing any internal constants, etc. Simple buy/sell method using RSI, moving averages, Bolivan, and MACD. Weekend Settlement I close positions on weekends so as not to carry over positions from one week to the next. The comment of EA is "SanshiSuimei" for both buy and sell. After optimizing the first 10 years out of the last 12 years by using the strategy tester, we checked the performance of the other 2 years with the same parameters by using the strategy tester and confirmed that there was almost no decline. Note: Entry and settlement are made at the opening price of the candlestick, so the following data is slightly different from the results of all tick data because the model was measured at the opening price of the Strategy Tester. <10-year backtest> - Period: 2006.10.01 - 2016.10.01 - Spread: 2.0 pips - Lot size: 0.16 - Maximum number of positions: 4 - Net profit: 21,512 - Maximum drawdown: 948 - Profit factor: 2.46 - Win rate: 80.79% - Total trades Number: 2051 <2-year forward test> - Period: 10.01.2006 - 10.01.2016 - Spread: 2.0 pips - Lot size: 0.16 - Maximum number of positions: 4 - Net profit: 1,824 - Maximum drawdown: 919 - Profit factor 1.75 - Win rate 74. 46% ・Total number of trades: 325
■ USDJPY backtest Backtest with USDJPY without changing any internal constants, etc. - Period: 2006.10.01 - 2016.10.01 - Spread: 1.5 pips - Lot size: 0.16 - Max positions: 4 - Net profit: 9,185 - Max drawdown: 1,082 ・Profit factor: 1.72 ・Winning rate: 74.66% ・Total number of trades: 1701
■ Each value when changing the maximum number of positions (MaxPos) Which one would you choose in the chart below? I recommend 4, which has the highest risk-return ratio.
■ Numbers of positions when changing the number of lots See the figure below. You can see that the higher the number of lots, the higher the annual return rate and the larger the maximum drawdown. However, what remains the same is the PF, win rate, and risk-return ratio.
■ How to decide the number of lots If your initial margin is 10000$ and you choose MaxPos=4, the maximum drawdown is 590$ with lot 0.1. If the maximum drawdown of 3000$ is acceptable, then 0.1 x 3000 ÷ 590 = 0.5 is sufficient. Parameter Description and Initial Values ・MagicNumber = 151991 Magic number, the magic number of this EA. EntryMaxSpread = 4.0 Maximum allowable spread at entry (pips) ・CloseMaxSpread = 4.0 Maximum allowable spread at close (pips) ・Lots = 0.16 Number of lots The minimum number of lots and the range of lot changes differ depending on the broker. If the lot change range is 0.1, please set the number of lots in units of 0.1. You can find these values immediately by using the "MT4 Market Information Display Indicator" (free of charge) that I have on display. https://www.gogojungle.co.jp/tools/indicators/15545 ・MaxPos = 4 maximum number of positions ・TakeProfit = 120 profit (pips) ・StopLoss = 130 loss (pips) ・SeasonTime = true Set this value to true if you are using a broker that uses summer time GMT+3 or winter time GMT+2. The exception is false. ServerGMT = 0 Enter the time zone of the server when SeasonTime is false. For example, GMT+9 is 9. StartTime = 21.4 Trade start time ・EndTime = 2.5 Trade end time Notes on the above two parameters (1) Multiply the decimal point by 60 to get the minute. (2) If EndTime is less than StartTime, it is considered to be the next day. (3) Time is the server time when SeasonTime is true. (4) It is recommended to use the default values. (4) It is recommended to use the default values. - MoneyManage = false True for compound interest calculation, false for fixed lot - RiskRate = 20 When compound interest calculation is used, the number of lots is determined so that the RiskRate% of the excess margin is equal to the margin requirement. When MoneyCalcMode = FreeMargin, the calculation is based on excess margin; when MoneyCalcMode = Blance, the calculation is based on balance. Increasing this value increases PF and decreases drawdown.
Only days of the week that are true in Japan time will be entered. UseMonday = true; - UseTuesday = true; - UseWednesday = true; - UseThursday = true; - UseFriday = true; - UseStaurday = true;
Since we do not make many entries when volatility is low, we have added a parameter for adjusting sensitivity (RSILevel). In the previous EA, this value was fixed at 24.5, but in the upgraded EA "SanshiSuimei4", RSILevel can be changed in the range of 10 to 25. The number of trades increases dramatically when this value is reduced. The back-test results show that even when the RSILevel is lowered and the frequency of trades is increased, a high win rate, PF, and asset curve trend (rightward) is maintained. The backtest results for different RSILevels ・Differences in asset curves for different RSILevels * When RSILevel=25
* When RSILevel=20
* When RSILevel=15
* When RSILevel=10
That's all.
The coupon will expire in 4 days.
Price: $146.11 (taxed)
¥23,000(taxed)
●Payment
Sales from : 11/15/2018 07:46
Price: $146.11 (taxed)
¥23,000(taxed)
●Payment
Just like discretionary trading, there are those that decide trading and settlement timings by combining indicators, those that repeatedly buy or sell at certain price (pips) intervals, and trading methods that utilize market anomalies or temporal features. The variety is as rich as the methods in discretionary trading.
To categorize simply,
・Scalping (Type where trades are completed within a few minutes to a few hours),
・Day Trading (Type where trades are completed within several hours to about a day),
・Swing Trading (Type where trades are conducted over a relatively long period of about 1 day to 1 week)
・Grid/Martingale Trading (Holding multiple positions at equal or unequal intervals and settling all once a profit is made. Those that gradually increase the lot number are called Martingale.)
・Anomaly EA (Mid-price trading, early morning scalping)
However, a substantial advantage of automated trading is its ability to limit and predict risks beforehand.
[Risk]
Inherent to forex trading are the trading risks that undeniably exist in automated trading as well.
・Lot Size Risk
Increasing the lot size forcibly due to a high winning rate can, in rare instances, depending on the EA, lead to substantial Pips loss when a loss occurs. It is crucial to verify the SL Pips and the number of positions held before operating with an appropriate lot.
・Rapid Market Fluctuation Risk
There are instances where market prices fluctuate rapidly due to index announcements or unforeseen news. System trading does not account for such unpredictable market movements, rendering it incapable of making decisions on whether to settle in advance or abstain from trading. As a countermeasure, utilizing tools that halt the EA based on indicator announcements or the VIX (fear index) is also possible.
[Benefits]
・Operates 24 hours a day
If there is an opportunity, system trading will execute trades on your behalf consistently. It proves to be an extremely convenient tool for those unable to allocate time to trading.
・Trades dispassionately without being swayed by emotions
There is an absence of self-serving rule modifications, a common human tendency, such as increasing the lot size after consecutive losses in discretionary trading or, conversely, hastily securing profits with minimal gains.
・Accessible for beginners
To engage in Forex trading, there is no prerequisite to study; anyone using system trading will achieve the same results.
[Disadvantages]
・Cannot increase trading frequency at will
Since system trading operates based on pre-programmed conditions, depending on the type of EA, it might only execute trades a few times a month.
・Suitability may vary with market conditions
Depending on the trading type of the EA, there are periods more suited to trend trading and periods more suited to contrarian trading, making consistent results across all periods unlikely. While the previous year might have yielded good results, this year's performance might not be as promising, necessitating some level of discretion in determining whether it is an opportune time to operate.
・MT4 (MetaTrader 4. An account needs to be opened with a Forex company that offers MT4.)
・EA (A program for automated trading)
・The operating deposit required to run the EA
・A PC that can run 24 hours or a VPS (Virtual Private Server), where a virtual PC is hosted on a cloud server to run MT4.
Additionally, there are both demo and real accounts available. You can experience trading with virtual money by applying for a demo account. After opening a real account, you select the connection server assigned by the Forex broker, enter the password, and log in to the account.
When you deposit money into your account using the method specified by the forex broker, the funds will be reflected in your MT4 account, and you can trade.
Firstly, download the purchased EA file from your My Page on GogoJungle. You will download a zip (compressed) file, so right-click to extract it and retrieve the file named ‘◯◯◯ (EA name)_A19GAw09 (any 8 alphanumeric characters).ex4’ from inside.
Next, launch MT4 and navigate to ‘File’ → ‘Open Data Folder’ → ‘MQL4’ → ‘Experts’ folder, and place the ex4 file inside. Once done, close MT4 and restart it. Then, go to the upper menu ‘Tools’ → ‘Options’, and under ‘Expert Advisors’, ensure ‘Allow automated trading’ and ‘Allow DLL imports’ are checked, then press OK to close.
The necessary currency pair and time frame for the correct operation of the EA are specified on the EA sales page. Refer to this information and open the chart of the correct currency pair time frame (e.g., USDJPY5M for a USD/Yen 5-minute chart).
Within the menu navigator, under ‘Expert Advisors’, you will find the EA file name you placed earlier. Click to select it, then drag & drop it directly onto the chart to load the EA. Alternatively, you can double-click the EA name to load it onto the selected chart.
If ‘Authentication Success’ appears in the upper left of the chart, the authentication has been successful. To operate the EA, you need to keep your PC running 24 hours. Therefore, either disable the automatic sleep function or host MT4 on a VPS and operate the EA.
If you want to use it with an account other than the authenticated one, you need to reset the registered account.
To reset the account, close the MT4 where the Web authentication is registered, then go to My Page on GogoJungle > Use > Digital Contents > the relevant EA > press the ‘Reset’ button for the registration number, and the registered account will be released.
When the account is in a reset state, using the EA with another MT4 account will register a new account.
Also, you can reset the account an unlimited number of times.
→ Items to Check When EA is Not Operating
1 lot = 100,000 currency units
0.1 lot = 10,000 currency units
0.01 lot = 1,000 currency units
For USD/JPY, 1 lot would mean holding 100,000 dollars.
The margin required to hold lots is determined by the leverage set by the Forex broker.
If the leverage is 25 times, the margin required to hold 10,000 currency units of USD/JPY would be:
10000*109 (※ at a rate of 109 yen per dollar) ÷ 25 = 43,600 yen.
・Risk-Return Ratio: Total Profit and Loss during the period ÷ Maximum Drawdown
・Maximum Drawdown: The largest unrealized loss during the operation period
・Maximum Position Number: This is the maximum number of positions that the EA can theoretically hold at the same time
・TP (Take Profit): The set profit-taking Pips (or specified amount, etc.) in the EA's settings
・SL (Stop Loss): The set maximum loss pips (or specified amount, etc.) in the EA's settings
・Trailing Stop: Instead of settling at a specified Pips, once a certain profit is made, the settlement SL is raised at a certain interval (towards the profit), maximizing the profit. It is a method of settlement.
・Risk-Reward Ratio (Payoff Ratio): Average Profit ÷ Average Loss
・Hedging: Holding both buy and sell positions simultaneously (Some FX companies also have types where hedging is not allowed)
・MT4 Beginner's Guide
・Understanding System Trading Performance (Forward and Backtesting)
・Choosing Your First EA! Calculating Recommended Margin for EAs
・Comparing MT4 Accounts Based on Spread, Swap, and Execution Speed
・What is Web Authentication?
・Checklist for When Your EA Isn't Working
