ロンギヌス EURCHF

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here before asking.

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~ Update Information ~

3.2 Once again, LogicBuy is set to true by default. No changes to the logic.

3.1 Added compound interest feature (please refer to the product page parameter description for usage).

3.0.1 Due to issues with the buying logic, LogicBuy is set to false by default,making it a selling-only EA.(You can trade buys if set to true).

3.0 - Added trend-based filter (if a very strong trend is observed on the long-term chart, no counter-trend entries will be made for a while). - Added EntryBarInterval parameter. You can adjust the interval of the bars for entry. With EntryBarInterval=n, the position will be spaced by at least n bars. With the default of 0, you can continue to enter every bar as before.

2.0 - Fine-tuning of trading logic. Changed StealthTPSell from 14 to 12. 1.3 - Public release of StealthTP parameter: profits will be realized when the average value of all positions for buying and selling reaches the specified value. - Abolished StealthSL. - Changed the specification so that setting LogicBuy/Sell to false turns off only entry, while the closing logic will still operate. - Changed the initial value of the spread filter from 2 to 2.5 (this was due to some not entering, so please adjust to your optimal value). - The basic logic remains unchanged, but the calculation formula for the numbers has been slightly modified, resulting in slight differences in the number of trades. 1.2 Changed the default to Ryoudate=true, allowing for a maximum of 40 positions (can be changed to turn off hedging). The stealth SL is set to be disabled by default, and the normal SL (MaxStopLoss) is set to 90 (if enabled, StealthSL must be greater than 0. However, it will be disabled from 0:00 to 1:05 GMT+2/+3).Is long-term backtesting really necessary?There are opinions such as, "Those who can adapt to various long-term price movements are more likely to adapt to future price movements," while others argue, "The environment is completely different now compared to the past, so it is meaningless," and "It is meaningless because the price movements will never be exactly the same as in the past." The true answer is unknown. However, this time, I adopted the latter perspective and thought it would be better to create an EA that is easier to win by aligning it with the recent market rather than forcibly optimizing it for the long term and causing curve fitting. The result is "Longinus EURCHF." In fact, the charts for EUR/CHF before and after the Swiss Franc shock (January 2015) are completely different,and it is expected that after the Swiss shock, a stable range market has emerged, making counter-trend trading easier to function.

• Currency Pair: Euro/Swiss Franc
• Time Frame: 5-minute chart
• Number of Positions: 40 (20 on each side) (20 if hedging is set to false)
• Trading Style: Counter-trend, Scalping to Swing
• Entry Time: 1:05 to 23:59 (based on GMT+2/+3)
• Martingale: None
• Fixed Spread Averaging: None (there is no simple averaging with a fixed spread, but if an entry signal appears during a retracement, positions will be increased)

• Optimized over five and a half years since the Swiss Franc shockIt was optimized and produced by focusing solely on the five and a half years from the Swiss Franc shock to 2020. However, as shown in the figure below,it has been steadily increasing even after 2009, outside the optimization period, suggesting a high degree of superiority.
• High-frequency trading with a large number of positions for 23 hours
It will enter at all times except for 0:00 to 1:05 based on GMT+2/+3. If an entry signal appears, it will add positions and hold up to a maximum of 40 positions (20 if Ryoudate=false).In about five and a half years, there have been nearly 20,000 trades, averaging about 15 trades per day.Isn't that quite a number of trades? And yet,the expected profit is also high, with about 4 pips based on data from 2015 to 2020(with a spread of 1.2).Trading Image
• LogicIt is a counter-trend logic that takes positions in the opposite direction when the market is overextended. When there is only one position, it is often the case that the exact reversal point cannot be pinpointed. In Longinus, we aim to enter with a maximum of 20 positions divided, targeting a favorable price as the average of all positions. The closing is determined by the average unrealized profit and loss of all positions and the degree of overextension of the indicator, and all positions are closed simultaneously. Since the decision to close is based on the average unrealized profit and loss of all positions,the timing of the set or manual closure may change the timing of the closing logic's activation.There is a possibility of this.The maximum SL is 90 pips, so it is not a system that holds infinite unrealized losses.Also, if you set the parameter StealthSL (default is 0) to a value greater than 0, the internal logic will activate the SL. However, it will not operate from 0:00 to 1:05 based on GMT+2/+3. For example, you might set StealthSL to 90 and set the normal SL even larger as a precaution, which could be useful for countering the widening spread during the 0 o'clock hour. Selling is more like scalping to day trading, while buying is more like swing trading. By the way, if you set Ryoudate=false, hedging will be turned off. While hedging may increase the number of trades and reduce missed opportunities, the entry points may tend to be shallower. Therefore, hedging may yield slightly better profit growth, while no hedging may be slightly smoother. Please set it according to your preference. Comparison of Hedging vs. No Hedging (v1.2)
• Advantages of Multiple PositionsThe figure below shows a pattern where there are no profits in the initial positions, but profits are made with additional positions.In trades where a single position EA would result in a loss or a small profit, a multiple position EA may win overall.Of course, there is also the downside that if you cut losses with a full position, the losses can be significant. The default of 20 is the most balanced.
  OneSideMaxPosition=1
  OneSideMaxPosition=3
  OneSideMaxPosition=5
  OneSideMaxPosition=10
  OneSideMaxPosition=15
  OneSideMaxPosition=20 (default)
  OneSideMaxPosition=30
  
  • Please input the GMT of the "winter time" adopted by your brokerage into GMTOffset, and the summer time method into SummertimeType. With this setting, no changes are needed for both summer and winter. If you are unsure about the time zone and summer time method, please check with your brokerage's website (the developer does not know all brokers).
  • If your broker does not allow hedging, please set Ryoudate=false.
  • With FukuriMode=true, it becomes a compound interest mode, and the lot size changes according to the balance. The larger the value of FukuriLeverage, the larger the lot size will be. It will not enter if the lot exceeds FukuriMaxLot.⅛ It is recommended to test on backtesting or demo before using.
  • About EntryBarInterval This is a function to adjust the spacing between positions. With the default of 0, it is the same as before, and if an entry signal appears, you can enter on the next bar as well. When EntryBarInterval=n, it will enter with at least n candlesticks between positions. Personally, I think a good way to use it is to combine it with OneSideMaxPosition. For example, if you simply set OneSideMaxPosition from 20 to 10, you may often reach the maximum position too early, resulting in significantly different outcomes compared to when it is set to 20. So, if you set OneSideMaxPosition=10 and EntryBarInterval=1, you will not enter on adjacent candlesticks, which may help distribute the positions. In the case of OneSideMaxPosition=10 and EntryBarInterval=0

    
    

    In the case of OneSideMaxPosition=10 and EntryBarInterval=0

    
    

    
    

    
    

    
    

Please refer to this before asking questions. Q. It does not enter. A. This question is very common, but in many cases, it can be resolved easily. Therefore, before asking in the community, please check the frequently asked questions on "GogoJungle" or contact GogoJungle. If there are no issues with the setup procedure or authentication, the most common causes are that the spread is larger than the spread filter value, the currency pair or time frame is incorrect, or insufficient margin. By the way, if the entry conditions are not met, it will naturally not enter. There may also be differences compared to forward testing. If it still does not resolve, please provide detailed circumstances, settings, and error messages from the expert log/operation history when asking in the community. (We apologize, but we cannot respond to questions that can be resolved with the above or that do not provide detailed circumstances.) Q. Is it okay to replace the version upgrade file while holding positions? A. Generally, it is okay. However, if the magic number and currency pair are different, it will not recognize it as your position, so please check just in case. Q. I lost, so please improve the logic. A. If it cannot be determined that the logic has significantly lost its superiority compared to past backtests, we will not change the logic. This is due to the risk of excessive optimization. Just because you conveniently erase recent losses does not guarantee better future performance. Also, this is not a product that claims a 100% win rate, so losses can occur. Q. I would like additional features. A. Based on experience, I believe that features deemed to be of little significance will not be added. However, if there are requests for date-related filters, there may be a possibility of adding them. Q. The results differ from forward testing. A. Results can vary due to differences in brokers, VPS, spreads, communication speeds, timing of setup, demo vs. real accounts, and other environmental factors. By the way, GogoJungle's forward testing is on a demo account. Longinus calculates the average unrealized profit and loss to determine closure, so there may be cases where it is not closed due to slight differences in unrealized profit and loss. If the spread is wide, it will be disadvantaged accordingly, making it harder to realize profits or barely reaching the profit target. It is recommended to use it in a low-spread environment. Q. Should I stop during news events or year-end and New Year? Q. I apologize, but I have not conducted such verification, so I cannot answer. Backtesting does not exclude news events. Q. Is it okay to close manually or with external tools? Will it still enter afterward? Is a restart necessary? A. It is okay. It will enter again until it reaches the maximum number of positions. No restart is necessary. However, if the number of positions changes due to partial closures, the timing of closures may change. Q. Can I use it with ⛫⛫⛫⛫ (broker name)? A. There are no specific restrictions on brokers, but since this product defaults to hedging, we recommend brokers that allow hedging. If you are using a broker that does not allow hedging, you can use it by setting the parameter Ryoudate=false. By the way, brokers with good spread conditions are likely to be more advantageous. Q. How do I set up the EA? A. We cannot provide support for basic matters such as MT4, EA, FX, etc., so please refer to GogoJungle's frequently asked questions or beginner sites, or contact GogoJungle for authentication or setup-related inquiries. Q. Can I use it on multiple charts? With one purchase, you can use it simultaneously on multiple charts within the same MT4. However, please change the magic number to avoid overlap. Overlapping can cause malfunctions. Q. Can I use it on multiple MT4s with one purchase? Please contact GogoJungle regarding authentication. Q. Can I use it on a demo account? Can I use it simultaneously on a real account and a demo account? A. The developer has not imposed any specific restrictions, but please contact GogoJungle regarding authentication. Q. Can I use it with a reduced maximum number of positions? A. Yes, you can. Even if the number of positions is reduced during the optimization period since 2015/2, it will still generally trend upwards. However, it has been optimized to achieve maximum performance by default. Results with different position numbers are noted above. Q. I do not understand GMT or summer time types. A. Please contact the brokerage you are using. Q. There is an error in the official forward measurement. A. The developer is not involved in forward measurement, so please contact GogoJungle for assistance.The recommended margin and lot considerations vary from person to person, so the developer cannot provide advice, but I will write a reference idea. This is just one way of thinking, so please make your own judgment regarding funds and lots.Backtesting conditions: 0.01 lot, spread of 1.2 pips, no commission account▀ Maximum DD during the optimization period (2015/2-2020) = approximately 82,685 yen ▁ Maximum DD from 2009-2020 = approximately 132,400 yen For example, if you allow a DD of 20%, the required margin would be ▀: 413,425 yen, ▁: 662,000 yen, and for 30%, ▀: 275,616 yen, ▁: 441,332 yen. ⅛ These are results from backtesting. There is no guarantee that future maximum DD will not exceed this. Differences may arise depending on the environment. We cannot be held responsible for unexpected losses that occur with the above settings. Please consider this as a reference and invest at your own risk. Creating a portfolio with EA of different logic and currency pairs to complement each other's DD is important for operating EAs. For example, the following products are classified as anomaly-based EAs, which differ from EAs that use common technical indicators as entry conditions. Therefore, I personally believe that combining them with technical EAs can yield portfolio effects. https://www.gogojungle.co.jp/systemtrade/fx/25250
• This EA uses global variables in some logic from version 3 onwards. Please be careful as deleting or editing MT4's global variables or changing the chart to another currency pair may affect subsequent trades.
• Please understand that the EA developer cannot compensate for losses incurred by users, including those caused by bugs or malfunctions.
• For EA setup and authentication, please contact GogoJungle.
• If you do not enter, please first check whether authentication was successful, whether "Allow automated trading" is checked, whether the currency pair, time frame, and spread filter are appropriate, and whether there is sufficient margin for the lot size. If it still does not resolve, please provide detailed circumstances and settings, and if there are error messages from the expert log/operation history, please include that information when asking in the community. If we cannot grasp your situation, we may not be able to respond appropriately.
• Please calculate the necessary funds, lot sizes, etc., based on the maximum stop loss and average losses/maximum drawdowns from backtesting and forward testing.
• It is recommended to use brokers with narrow spreads and minimal slippage for the corresponding currency pairs.
• It is advisable to use brokers with a stop level of zero or sufficiently small.
• Please do not input irregular values into the parameters. This may cause malfunctions.
• It is recommended to use brokers with GMT+2 (US-style summer time +3). For other brokers, please set GMT_Offset (winter time) and Summer_Time_Type (however, differences in trading may arise due to daily and 4-hour chart differences).
• It is recommended to use brokers where the decimal places for prices are three digits for cross currency pairs and five digits for others.
• There is no need to change GMT_Offset between summer and winter.
• Please ensure that magic numbers do not overlap within the same MT4.
• This product does not guarantee profits. There may be differences between backtesting, forward testing, and actual operation.