CR002-EIP-5M-01

Features of CR002-EIP-5M-01." The following two points distinguish this EA from other EAs on the market. The first is that the EA is not a "one-size-fits-all" EA.Various parameters are optimized using proprietary tools developed in-house, rather than MT4's internal optimization function. interpoint (interword separation)Tick data is analyzed and candlesticks are reconstructed inside the EA Be sure to use the 5-minute time frame in order to demonstrate the characteristics of ** and above. Other time frames will not demonstrate their capabilities. Optimization using proprietary tools As those of you who use EAs on a regular basis are well aware, MT4's optimization tool uses an AI called a genetic algorithm to determine parameters. However, besides the genetic algorithm, AI for parameter optimization also usesannealing method, ,simplex method, ,Ant colony optimizationThere are many AI's in existence, and each has its own strengths and weaknesses. Therefore, it is necessary to select and use an appropriate AI according to the parameters to be optimized. Which AI to use depends on the number of parameters to be optimized, the characteristics of each parameter (e.g., continuous values or only integers?), and the correlation among parameters, etc. Determining which AI to use requires advanced data science knowledge. Instead of using MT4's built-in optimization function, this EA uses a proprietary tool developed in collaboration with machine learning experts and data science specialists.The best parameters are derived by using the best of several AIs, including genetic algorithms. About Candlestick Reconstruction When using MT4's built-in optimization function, it is possible to determine "good" parameters that are profitable when using the standard time frames prepared in advance, such as 5-minute, 30-minute, and 1-hour time frames, but these are not truly "optimal" parameters. In this productProprietary Toolsto optimize the time scale of the candlestick used for trading, incorporating truly "optimal" parameters that have been difficult to achieve in the past, such as 3-minute for entry and 7-minute for settlement, using theEA with real "optimization".The first two are the following. Proprietary ToolsThe EA reconstructs candlesticks from tick data inside the EA to achieve the special behavior of 3-minute entry, 7-minute settlement, etc., derived by the EA. Below is a description of what can be done with the standard MT4 functions and ourProprietary ToolsThe following is a brief comparative table of what is achieved by using Characteristics of this EA based on back-test results ・Winning rate 50%, average winning trades > average losing trades Our EA does not use methods such as slow stop-losses or over-optimization in order to increase the win rate. Therefore, the 50% win rate may seem lower than other EAs. A 50% win rate is the same as a random trade without thinking about using technical indicators. In this case, the profit is usually negative due to the spread. However, this EA has a 50% win rate with a profit factor of 1.44, which is greater than 1. This is because the AI determines the optimal conditions to ride the trend by capturing the occurrence of the trend. Unlike the common EA that keeps winning small and losing big, this EA allows you to steadily increase your assets by riding the long-term trend. Very robust spread resistance The 7 year backtest results in a spread width = 2. What about spread tolerance when the spread width is other than 2? Some may be concerned. I think there are often EAs whose profits drop when the spread width increases. Therefore, in order to let you know the spread tolerance of this EA, we have conducted the following tests during the same period. Initial margin of 1 million yen 0.1 lot (10,000 currency) operation Under the following conditions Spread = 5 Spread = 10 Spread = 50 The results are shown below. The results are shown below. Rate of Return = Earnings/Initial Margin Spread width = 5 = >Earnings 584,760 yen (58.5% rate of return) Spread width = 10 = >Earnings 563,510 yen (56.4% rate of return) Spread width = 50 = >Revenue 393,510 yen (39.4% rate of return) Profitability has increased at all spread widths, indicating that the trading has been very stable. Swing trade type adopted Profit in the long term as the most important feature of this EAswing trade typeThe reason for this is that the EA is an EA of the Therefore, long-term operations can be performed similar to back-testing. In addition, by making an entry in the opposite direction of the position held until then at the same time as the settlement, robust operation against the spread is possible. Settlement and entry at the same time In the case of entry using technical indicators, for example, at the time of a change from a buy trend to a sell trend, the indicator continues to give a buy signal even though the rate is falling, the buy entry continues, and the loss may be cut off immediately, resulting in an increase in losses. This EA performs settlement and entry at the same time, i.e., it is always a buy-sell-buy pattern, so you can avoid losing money by entering in the opposite direction of the rate movement. Although it is not possible to take all of the trend, it is possible to aim at both buy-sell-buy and repeated trend and make profit from both. Figure 1. Settlement and entry are performed at the same time, as shown in Figure 1. (1) Sell and enter (2) Settlement and buy entry (3) Settlement and entry by selling ④ Settlement Even in a long-term downtrend (① to ④), you can enter the market for both buying and selling waves (② to ③) in the mid-term within the market. Figure 2. In addition, by repeating entries in the order of buy/sell and sell/sell, as shown in Figure 2, after a sell entry at (1), in the case of a market where the trend goes against the entry (as in the boxed line from (2) to (3)), unnecessary sell entries in the opposite direction will not be repeated even though the market is going up. This EA will either hold the position from (1) to (4) or close it out and make an entry in the opposite direction as shown in Figure 1, so there will be no needless expansion of losses. Operational Methods Recommended trading style swing trade typeOptimization is done with swing trade typedesign is robust against spread fluctuations and performs as it should (close to back-test results) when operated over a long period of time. Risk Management Based on the knowledge of financial engineering, it is recommended to use Balsara's bankruptcy probability theory to reduce the bankruptcy probability in order to achieve long-term stable investment. In general, the bankruptcy probability is about 0.5~2%. The back test of this EA was conducted under the following conditions. Initial margin: 1 million yen Testing period: 7 years (2013-2019) Number of lots: 0.1 (10,000 currency), approximately 50,000 yen per investment Leverage: 20 Profitability: approx. 600,000 yen (Profitability = Profit/Initial margin = 60%) Bankruptcy probability: 0.2%. Bankruptcy is defined as the state in which you cannot invest anymore. Simply put, the probability of losing 20 times in a row is 0.2%. Result of extended backtesting period After submission, the period of time that can be used for backtesting data was extended. The following is the result of only extending the backtesting period without redoing the optimization. Since our EA is not over-optimized, we can see that it is still profitable even if the period is changed. Test period: January 1, 2013 - October 31, 2020 Spread: 10 Earnings: 74.29% (742,900 yen) Risk reward ratio: 1.53 Probability of bankruptcy: 0.13 About chart.robot EAs. Thank you for viewing CR002-EIP-5M-01 among our many products. This EA is aProducts that incorporate the combination of technical indicators and various parameter settings into EA using AI, a cutting-edge technologyThis will be the case. In recent years, algorithmic trading has become the mainstream, automated trading has attracted more attention, and technical indicators have become more important. The number of new EA traders and EA developers is increasing every year as a result of the attention paid to automated trading. However, with the increase in the number of EA developers, there have been large differences in knowledge, understanding, and utilization of various indicators and parameters among developers, and products with uncertain reliability have been seen in some cases. As a result, it is becoming increasingly difficult to find truly great EAs, as I am sure you have felt. Have you ever seen an EA whose back-test and forward-test results did not match? One of the reasons for this is that they are trying to make the back-test results look better.over-optimizationThe reason for this is that the EA is performing the optimization of the market. This makes the EA unable to respond only to specific market conditions due to its low generalization performance, which makes it difficult to increase assets over a long period of time because it is unable to respond to periods other than those used for optimization. Therefore, we have started to develop this EA by fully utilizing our experience and knowledge cultivated through discretionary trading and our knowledge as experts in AI and financial engineering. We paid careful attention to tuning the EA so that there would be no discrepancy between the results of back testing and forward testing, and developed an EA that is different and distinct from other products. Optimization will take place over a 3-year period starting in 2017, and will be designed to respond to the most recent market conditions during the 45th President of the United States in office. In addition, the trading stylescalping typeInstead of.swing trade typeThe use of the "M" in the design ensures robustness against spreads. swing trade typeThe EA is designed to perform as it should (close to the back-test results) when operated over a long period of time because it uses the In addition, theNo adoption of the "napin-martingale" method.By doing so, the initial investment funds are unaffected, avoiding a deterioration in capital efficiency. What is AI? The AI used in this EA is primarilyoperations researchand machine learning algorithms used in the field of mathematical optimization. Genetic algorithms, a parameter optimization tool that is also a standard feature of MT4, is one such example. EAs and AI go hand in hand." One of the great things about automated trading is that, unlike discretionary trading, psychological impulses have no influence whatsoever on trading. If you are a discretionary trader, you will fully understand this advantage. And it goes without saying that setting the combination of indicators and parameter selection with AI, which is free from psychological bias, makes the EA even more complete. This is one of the major advantages of this EA. Finally." Thank you for taking the time to read this EA explanation. Some of you who have read this far may be wondering how we were able to develop such a complex EA. Let me briefly introduce the followingprofessionalSeveral have been closely involved from the initial conception. All of them are still active as traders, some of themDiscretionary trader for over 10 yearsSome members have built their track record as Some excerpts are. .Expertise in Artificial Intelligence interpoint (interword separation)Expertise in financial engineering interpoint (interword separation)data scientist are the main members. Most of them have experience working overseas and We are proud to be able to provide artificial intelligence algorithms that are as good as those of data scientists based in Silicon Valley. We will continue to develop professional algorithms that are as close as possible to, if not better than, those of real quantitative funds such as foreign investment banks. We are very pleased to be able to offer you the first of these algorithms. We hope that you will experience the results and look forward to future developments. In addition, we are also providing useful information on our website on a daily basis. This includes the day's forecast, the previous day's summary, and columns. We also provide explanations of technical indicators for beginners, so if you are interested, please click on the link below. ---------------------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------------------- Please read this before operation. (technical) specification Basic functions Easy to trade by simply setting the number of lots, initial capital, and leverage. Low drawdowns allow for stable trading while minimizing the spread of losses [Currency pair, time frame]. USD/JPY, 1 minute only Entry time The entry will only be made between 8:00 a.m. on Monday and 5:00 p.m. on Friday. Recommended Initial Margin and Number of Lots to Operate Based on Balsara's bankruptcy probability theory, we strongly recommend the following settings to keep the probability of bankruptcy below 1% in long-term operations. Initial margin: 1 million yen Number of lots: 0.1 (10,000 currency) Leverage: 20 Features Combination optimization of technical indicators Optimization of technical indicator parameters Optimization of time frame for entry and settlement Precautions for use The risk of trading in the forex market is high, including the risk of loss of principal. Forex trading involves high risk, including loss of principal. Although the spread tolerance of this EA is relatively high, it would be better to use a brokerage firm with a narrower spread to get a result closer to the intended performance. If the balance between lot size and margin is not appropriate, the EA may not be able to keep up with price fluctuations and may result in a loss cut. We recommend that you set lot size and margin according to your risk tolerance. We recommend that you confirm the movements of the EA in the demo account and grasp the characteristics of the movements before using it in the main account. We recommend that you start with a small lot size after transferring to the main account. You can close positions manually after entry, but the performance of the EA will not be as good as it should be. Terms of Use (Disclaimer) This EA does not guarantee an increase in profits or a decrease in losses. The results of back and forward tests are not a guarantee of future profits. The EA developer does not guarantee any loss caused by any reason, including but not limited to defects in the EA. Please trade at your own discretion. Please understand the above before purchasing this product.