アノマリオン_01

2021/03/02 v2.00 release note We have received a request from a user to open the parameters to the public for more customizability, so we have made the following changes 　We have made changes to allow a total of 37 parameters to be set, including technical indicators and entry time parameters. The new parameters include technical indicators and entry time parameters. We have received a comment from a user that "If I set the system to winter time during the summer time period, will the results be lower because of shorting before the Tokyo mid-market price?" We have received a comment from a user that "If we operate in the winter time setting during the summer time period, the results may drop because of shorting before the Tokyo mid-market. 　As a result of verification, we have determined that there is no problem even with the winter time setting, but we have added a parameter (Short_Entry_Shift) that shifts the start time of the short decision back one hour. The new parameter (Short_Entry_Shift) was added to shift the start time of the short judgment back one hour. The money management function has been added. (Default setting is OFF (fixed lot)) The chart now displays magic numbers and comments as a convenient feature for multi-currency trading. Forward measurement has been done with 1 lot of EURJPY, but from now on, it will be done with multiple currencies. 　Therefore, we have changed the measurement to 0.1 lot for each currency pair. In accordance with the regulations of GogoJump, the forward measurement is limited to 5 currency pairs, so the currency pairs with good results in the back test are GBPJPY, EURJPY, CHFJPY, CADJPY, and AUDJPY. 　Therefore, we are using GBPJPY, EURJPY, CHFJPY, CADJPY, and AUDJPY currency pairs that performed well in the back-test as forward measurement.

Features of Anomalion_01

Anomalion_01 was born out of anomaly research in the foreign exchange market. It is a simple logic that enters when conditions are met during specific time frames, and back-testing has shown positive returns for all of the past 10 years. (Below are the back-tested results for the past 10 years for Euroyen.) Once an entry is made, trailing stops are periodically made to minimize losses and to ensure that profits are not missed. There are of course logic settlements outside of SL and TP. The average time per entry is about 2-3 hours, so there is less stress in that regard.

Money management functionality added.

The money management function is now available. The back-test results using the automatic compounding feature on the currency pair EURJPY are shown below, with a DD of about 6% and a fund growth of about 72 times in 10 years.

Can be operated in multiple currency pairs.

The backtest for this EA is for the currency pair EURJPY. It is a currency pair with a good balance between maximum DD and profit for this EA. However, the author confirmed that GBPJPY, EURJPY, CHFJPY, CADJPY, AUDJPY, and USDJPY are profitable in that order. (In particular, GBPJPY has great potential, with a DD of 5% in the backtest from April 2011. Other currencies also seem to have decreased their DD since 2011). The parameters have not been changed from the EA's default settings, so we believe optimization is possible by changing the SL and TP values for each currency pair. Attached below are the back test results for the major currency pairs. The spread values are changed according to the currency pair. The total backtest results for all currency pairs (including EURJPY) are shown below. The simple interest rate of 1 lot has increased 26 times in 10 years.

[Forward measured.

Including the test run, we have been conducting forward measurement on the EURJPY currency pair for more than one year, and the forward results have been good with a steady increase. Since this EA enters the market at the beginning of the hourly leg, we have confirmed in the author's forwards that there is little difference from the back test results. (In order to avoid competing with other EAs in entry timing, the entry is made with a slight time lag after the time leg is fixed.) The graph below shows the number of pips gained per month, which is negative in August 2019, but it is due to the fact that on Friday, August 23, 2019, a certain U.S. president tweeted about raising tariffs on imports from China, and on the morning of the following Monday, August 26, 2019, the number of pips fell significantly. It was negative because of a large downtrend on the morning of the following Monday, the 26th, but in such a case we can take workarounds such as stopping the operation beforehand.

[EA setpoints].

Starting with v2.00, you will be able to set 37 parameters for entry time and technical indicators. As the logic can be guessed. 　Because the logic can be guessed, the parameters up to v1.2 are listed here.

Magic: The set value of the magic number. Please do not duplicate with other EAs.
Lots: The set value of lot size at the time of trade.
Allowable Slippage: Set the allowable slippage.
GMT Offset: Set the number of hours offset from GMT on the MT4 server.
TP Value for Long: Set the pips value of take profit when long. Default value is 50.
SL value for long: The pips value of the stop loss when long. Default value is 80.
TP value for Short: The pips value of the take profit when shorting. Default is 100.
SL value for short: The pips value of the stop loss when shorting. Default is 30.
UseMM: If you want to use the money management function (automatic compound lot adjustment), set this to true. 　　　　　If false, entry is made with the lot set in Lots. Default is false.
UseFreeMargin: If set to true, money management is calculated on a margin basis; if set to false, money management is calculated on a fund balance basis. 　　　　　Defaults to true.
BalancePerLots: The value calculated when using the money management function. The default value is 1,000,000. 　　　　　In this case, the entry is made with 1 lot for a base fund of 1,000,000 yen (in the case of a Japanese yen account).
Maximum Lots: This is the maximum number of lots that can be entered when using the money management function.
Minimum lot size: The minimum lot size for using the money management function.
DelayTime: Set the number of milliseconds to delay the entry timing after the 5 minute leg is confirmed, in case this EA is used with multiple currency pairs. 　　　　　The default value is 100 (= 0.1 second); setting it in multiples of 100 should be fine.
Comments: EA comments can be set.
Short_Entry_Shift: If set to "true", the judgment time for the start of short entry can be shifted back one hour. 　　　　　Default value is false.