Voyager X JPY

summary

Voyager X JPY" is a day-trading EA designed to realize steadily increasing profits from a medium- to long-term perspective. It is available for three currency pairs against the yen (dollar-yen, euro-yen, and pound-yen). The logic was designed in collaboration with asset management professionals (fund managers and dealers) who are active on the front lines of financial trading. Practical logic incorporating professional trading methods has been implemented. The basic policy is to trade for balanced profits while utilizing risk limiting features such as "one position only" and "no weekend carry-over" for easy use. The average annual return in the past 10 years of back-testing (in the case of the dollar-yen) has been up to 60% and above.

logic

Entering the market at the "start of a market move" or "turning point.Two types of logicThe system is equipped with a [Entry Logic 1 Using Bollinger BandsTrend-following logicand shows its strength when the market moves significantly. [Entry Logic 2 Stock trading signs applied to Forex.Reverse LogicIs. Entry is made at the turning point after a major move. Settlement Logic Equipped with break-even, which ensures minimum profit at a relatively early stage, and a hybrid function of trail, etc. If the market moves in the opposite direction of the market, a relatively shallow stop-loss will be made. If the market shows signs of stalemate or reversalPartial settlement secures certain profit/limits lossI will do so. *Because of the partial settlement function, if a position of 0.1 lot is held, it may be settled in 0.05 lot increments. *The maximum number of positions held on the product page is displayed as "3," but only "1" position is actually held.

safety feature

We are committed to making sure that even those who are new to systray can use our service with confidence.Maximum number of positions 1, positions to be held by Friday ClosedThe design is such that the We do not trade on Monday mornings or after Friday night, when the market is rough. Specific Transaction Example 1:. Entry is made when the 2σ line of the Bollinger Band is breached and a directional move is expected, and settlement is made due to a market reversal or trailing stop. Trading frequency is often 4-5 times per week. Back-testing over the past 10 years showed that the number of trades was about 2,500 (in the case of the dollar-yen), or about 250 trades per year. In the chart above, the entry was made at about 8 pm on Thursday, March 1, 2018, when the market broke below the 2σ line of the Bollinger Band, and then exited (gained) at 9 pm on Friday, March 2, 2018, due to the application of the Friday night risk suppression rule. Next, at around 4:00 p.m. on Monday, March 5, the following week, we entered the market when it broke above the 2σ line of the Bollinger Band, and exited (took profit) on Tuesday, March 6, when it fell from the high at around 4:00 p.m., followed by a series of negative lines (bars pointing downward). These are examples where the entry moved as expected and a profit was made. Specific trading example 2:. In this chart, a buy entry was made around 10:00 on Monday, May 7, 2018, when the price broke above the 2σ line of the Bollinger band, but the price did not rise as expected after that, and a series of negative lines followed after 17:00 on the same day, and the price broke below the 2σ line of the Bollinger band. I exited (cut my losses) at around 5:00 p.m. on the same day. Next, at around 9:00 p.m. on May 8 (Tue.), the next day, I entered a sell entry at the timing of a break below the 2σ line of the Bollinger Band, but it became a cross-shaped line with a long lower mustache (the substance of the bar line was short and the mustache was long), then it moved sideways to up, and at 4:00 a.m. on May 9 (Wed.), it closed above the 2σ line of the Bollinger Band, which caused an exit (loss). The market was exited (loss) by a pullback above the 2σ line of the Bollinger band at 4:00 on Wednesday, May 9, 2012. These are examples where the market did not move as expected in the entry and losses were incurred. Specific trading example 3: In addition, when signs of a reversal occur near the upper Bollinger Band, a reverse entry is made. In the first example shown in this chart, the entry of the reversal is made when the dollar-yen price rises to the upper Bollinger Band near midnight on December 18, and then turns to decline slightly. Then, when the price fell to the center line of the Bollinger Band (moving average) at around 7:00 a.m. on December 18, half of the amount was closed, and then the entire amount was closed with a trail. In the next example, a reverse entry was made at around 6:00 p.m. on the 18th, when the price rose significantly to the outside of the Bollinger Band (2σ) and then turned to fall slightly. As with the first transaction, half of the amount was settled when the price fell to the center line of the Bollinger Band, and then the entire amount was settled when the market showed signs of rising.

Backtest Results

A 10-year backtest (for the dollar) from 2009-18 shows an increase in 2009, a flat to slight increase from 2010-12, and a gradual steady increase from 2013 onward. For a 10-year profit of $5,998.44, the total margin requirement is $693.80 for the maximum DD ($293.8) and trading margin ($400). As a result, the marginal yield when operating with the minimum margin requirement is 5,998.44 ($) ÷ 10 (years) ÷ 693.80 ($) = 86.5%. This is an annual yield of 86.5%. Since minimum margin operation is risky, we recommend that you limit the risk by, for example, adjusting the maximum DD to 30%. If the maximum DD is set at 30%, the margin would be $979.33 and the adjusted yield would be 61.3%. By adjusting the parameters of Voyager X JPY, it is possible to adjust the drawdown and win rate of the trade. In the example above, the parameters result in a relatively shallow loss cut and a high win rate on the trade, resulting in a smaller net gain and smaller maximum loss (DD). Back Test Results (EURJPY) Back Test Result（GBPJPY)

Parameter Setting

The parameters that can be set in Voyager X JPY are as follows. （Parameters in parentheses ( ) are default parameters. The parameters are optimized and can be used as default. Lot: Number of lots Magic Number 1 Magic Number 2 Maximum Loss Cut Width: Maximum loss cut width (points) Server Time: GMT, used for backtesting only (The following parameters were added in v2.20) Use Halt Time: true (use), false (do not use) Start time of trading halt: Start time is specified in server time. End time of trading halt: End time is specified in server time.

About using Voyager X JPY:. Voyager MCxJPY is a logic that makes forward entries at the start of a market move and earns large profits when the market moves significantly as expected. Conversely, a series of losses can occur when market movements are limited to a narrow range; please note that the results of a 10-year back-test show a maximum loss of $263 (in USD/JPY) for a trade of 0.1 lot (10,000 currency units). File description:. Voyager_USDJPY_v2_20.ex4 --- Executable file