【BackTest Free】アノマリオン_01

We received a comment from a user that "If the winter time setting is left in place during the summer time period, will the results be lower because of shorting before the Tokyo middle market price?" We have received a comment from a user: "If I leave the winter time setting on during the summer time period, the results will be lower because I will be short before Tokyo Naka. As a result of the verification, we have determined that there is no problem even with the winter time setting, but we have added a parameter (Short_Entry_Shift) to shift the start time of the short decision backward by one hour. We have added a money management function (default setting is OFF (fixed lot)). （The magic number and comments are now displayed on the chart as a convenient function when operating with multiple currencies. 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.

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 backtest results for the past 10 years for Euroyen) Once entered, trailing stops are made periodically 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 as well.

Money management functionality added.

The money management function is now available. The backtest 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 72x 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 the above currency pairs (including EURJPY) are shown below. Even with 1 lot simple interest, the result was 26x in 10 years.

[Forward measured.

Including the test run, the forward measurement has been conducted for more than one year on the EURJPY currency pair, and the forward results have been good with a steady increase. The author has confirmed in the forwards that this EA enters at the beginning of the time period, so there is little difference from the backtest 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 was negative in August 2019 because on Friday, August 23, 2019, a certain U.S. president tweeted an increase in tariffs on imports from China, which caused a major downward trend on the morning of the following Monday, August 26, 2019. I think we can take workarounds such as shutting down operations in advance.

[EA setpoints].

Magic: The setting value of the magic number. Please do not duplicate with other EAs.
Lots: Set the number of lots to be traded.
Allowable Slippage: Set the amount of slippage to allow.
GMT Offset: Set the number of hours offset from GMT on the MT4 server. Set the offset time in winter time and do not change it even in the summer time period.
TP Value for Long: Set the pips value of the take profit when the trade is long. Default value is 50.
SL value for long: The pips value of the stop loss when long. Default 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. Default is true.
BalancePerLots: The value calculated when using the money management function. The default value is 1,000,000. In this case, the entry will be made with 1 lot for a base fund of 1,000,000 yen (in the case of a Japanese yen account).
Maximum number of 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 when 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 for multiple currency pairs. The default value is 100 (= 0.1 second).
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.