煉獄
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Forward testing (Profit)
Monthly Statistics
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
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Calendar for Months
About EA's Strategy
Translating...
■■ About Corona Market ■■ ■■ Information There was no trading activity between 2/20/2020 and 4/12/2020 in the forward test. However, due to the Corona shock, the market has been showing quite exceptional movements. This caused the market to not hit the entry conditions. Please be assured that the EA is processing as expected. ■■ News ■■
Investment Navi+: Forward Strong Forward Forward Small Loss Large 1-Position EA/Indicator "Purgatory
Investment Navigator+: Forward-Looking Small Losses, Large Gains, 1 Positive EA/Indicator "Purgatory
EA version update information ■■■ Purgatory ■■ Purgatory
None
Purgatory ■■ Purgatory ■■ Purgatory
This is a one-position EA of the small-loss, large-profit type that trades sequentially in USDJPY.
Purgatory Indicator It is an EA version of the same trading logic as
The features are as follows
It is for USD/JPY 4-hourly.
Shallow stop loss
Forward trade.
Uses trailing stops based on proprietary logic
Small profit and small loss.
■■ Purgatory ■■ Purgatory
A meeting stroke on 1/8/2020 - 1/10/2020! Strong at the onset of a trend!
■■ Forward and Back Test Comparison ■■ ■■ Forward and Back Test Comparison ■■ ■■
Comparing the forward and back tests over the period of 10/28/2018 to 7/11/2021, we can confirm that the correlation has been achieved.
*Forward test
Back Test
Backtest Conditions
*Spread = 5 Simple interest mode: 1 lot yen-denominated
Account balance: 1,000,000 yen ⇒ 7,780,000 yen
As you can see, the EA "Purgatory" has a 42% win rate, an average winning trade of 41,200 yen, and an average losing trade of 199,000 yen.
The average winning trade is 41,200,000 yen and the average losing trade is 199,000 yen.
The PF (Profit Factor) is 1.51, which is excellent enough.
Spread = 5 Compound interest mode: 10x Yen-denominated
Changes in account balance: 1,000,000 yen ⇒ 217,850,000 yen
Spread = 5 Compound mode: 20x Yen-denominated
Account balance: 1,000,000 yen ⇒ 468,280,000 yen
Annual profit/loss
Let's look at the annual profit/loss for the backtest results. (The unit is displayed in $, but the unit is ¥. (The units are in $ for the convenience of the tool.)
Except for 2011, all other years are positive. The most recent year was 844,000 yen in 2017, and in 2018 (as of October), it was 583,000 yen, which confirms that we are still able to match the market.
■■Monthly profit/loss ■■Monthly profit/loss ■■Monthly profit/loss
Let's look at the monthly profit/loss. (Units are in yen)
*If you trade in Lot 1
Although there are some months in the red, we can confirm that there are more months in the black; there are a few scattered months with a profit of around 200,000 yen. When we manually calculate the average monthly profit/loss, we find that the average profit for profitable months is 83,500 yen, and the average loss for lossy months is 63,200 yen. Since the number of profitable months is larger and the average monthly profit is larger, we are able to ensure a total surplus.
■■Parameter settings ■■Parameter settings ■■Parameter settings
Please consider the risks involved when setting the "compound interest function," "leverage [times]," "number of lots," and so on.
Please set the "Compound Interest Function," "Leverage [times]," "Number of Lots," etc. after careful consideration of the risks involved.
Compound interest function" default: false
false: simple interest mode
true: Compound interest mode
Leverage] default: 10
(This parameter is ignored if the compounding function is set to false.)
This is the setting for how many times the account balance should be used to open a position.
Please check the maximum leverage limit of each broker and set it after careful consideration of the risks involved.
The number of lots is calculated by the following formula.
Compound lot calculation formula
Number of lots = Account balance ÷ Price per lot × Leverage
It is recommended that you confirm in advance by back-testing whether the value you set will be the expected number of lots.
Number of lots] default: 1.0
(This parameter is ignored if the compounding function is set to true.)
This parameter specifies the number of lots.
Allowable Spread [points]" default: 40
Specifies the allowable spread for entry.
If the specified spread is exceeded, entry will not be made.
The unit is points.
A point is the minimum unit of variation of the quote rate displayed by each broker.
For example, if the quoted rate for USD/JPY is 120.025 yen, it will be displayed to the third decimal place, so 0.001 yen = 1 point.
Allowable Slippage [points]" default: 30
This is a specification of acceptable slippage.
The unit is points.
For more information on points, please refer to the explanation of "Allowable Spreads".
Magic Number" default: 129305232
This is the identification number of the EA.
This number is used to identify the EA from other EAs, so please enter an integer number that does not overlap with the magic numbers of other EAs.
If you run multiple EAs in the same account, you need to change the magic number for each of them.
If you are not running other EAs, there is no need to change the number as it is set by default.
Time Filter] default: 1/1/0000/0200;1/5/2200/2400;1/6/0000/2400;1/0/0000/2400;
Stop new entries for the specified period. If you have a position, you can choose whether to force close it or not.
The time must be specified in the broker's server time. (This is the time displayed on the MT4 chart).
The default value is set to close on weekends based on GMT+2/+3.
If you use a broker with other GMT standards, please change the value to match the respective GMT standard.
The specific way to specify the time filter is as follows.
<Example 1>: Stop new entries on Fridays from 15:00 to 16:00 (no forced closing of existing positions)
0/5/1500/1600;
Part 1 (purple portion): Force close of existing positions (0 = do not force close 1 = force close)
Part 2 (red part): Specify the day of the week (0=Sun 1=Mon 2=Tue 3=Wed 4=Thu 5=Fri 6=Sat 7=Daily)
Part 3 (blue part): Specify the time filter start time (4 single-byte numbers, e.g., 0900 for 9:00, with a leading 0).
Part 4 (green part): Specify the time filter end time (4 one-byte numbers, prefixed with 0 for 9:00, etc.).
Please use one-byte characters, separate each part with a slash "/", and add a semicolon ";" at the end.
You may use single-byte spaces. The time can be specified from 0:00 to 24:00.
<Example 2>: Stop new entries and force close existing positions on Friday from 15:00 to 16:00.
1/5/1500/1600;
<Example 3: Daily from 0:00 to 3:00, new entries are suspended and existing positions are closed.
1/7/0000/0300;
<Example 3>: Stop new entries and force close existing positions from 0:00 to 3:00 every day and from 15:00 to 16:00 on Fridays
1/7/0000/0300; 1/5/1500/1600;
If you wish to specify multiple periods, you can continue to describe them like this (up to 256 can be specified).
<Example 4>: Stop new entries & force close existing positions from 23:00 to 2:00 daily
1/7/2300/2400; 1/7/0000/0200;
If you wish to set up the settings across days, specify two separate times as shown above.
The following method of specifying a time that exceeds 24:00 is not allowed. Please specify two separate times as shown above.
Please specify the time in two parts as shown above;
<Example 5: Stop new entries on Fridays from 20:00 to 24:00 and force close existing positions on Fridays from 22:00 to 24:00.
0/5/2000/2400; 1/5/2200/2400;
This is a setting to stop new entries at 20:00 on Friday and close existing positions at 22:00 on the weekend close.
(In this example, the time filter is released at 24:00, so be sure to set the Saturday, Sunday, and Monday settings as well. We omit it here.)
Comment" default: "MA Sample".
Set the order comment. The default is "MA Sample", but you can change it freely.
■■■ Notes ■■■ Notes
This EA is only for USD/JPY 4-hour chart.
It is not intended to be applied to charts other than the USD/JPY 4-hour chart.
The following accounts are supported. Other accounts are not supported.
Yen-denominated
Dollar-denominated
Euro
Euro-denominated
The same trading logic is used in the indicator version and the EA version.
However, the EA version may have errors in trading due to the PC used for actual trading, the Internet, the broker's server environment, slippage, and other factors.
However, the EA version may have errors in trading due to the PC, Internet, broker's server environment, slippage, and other factors used for actual trading.
Please operate this EA at your own risk, and please use it with full consideration of the risks involved.
Please be aware that we are not responsible for any losses incurred by using this EA.
Price: $187.81 (taxed)
¥29,980(taxed)
●Payment
Sales from : 01/09/2019 04:38
Price: $187.81 (taxed)
¥29,980(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
