オセアニアブラザーズ

Production background

I'm always thinking, "Is there a way to turn the powerful weapon of FX leverage into an investment rather than a speculation?" Then, I arrived at a method called repeat FX, which trades only by relying on the regression of the market without using fundamental analysis, technical analysis, and anomaly analysis. By setting what you expect to be the "range of movement of the market" instead of "raising or lowering the market", you can dramatically increase the accuracy of the forecast. By multiplying this repeat FX with compound interest, this EA "Oceania Brothers" overcomes the problem of "it takes time because it is a style of setting a trap and waiting" which is a drawback of repeat FX.

Point ① "Currency pair with high regression"

Since repeat Forex relies on the regression of the market, it is very important to select a currency pair that behaves in the same way. "Oceania Brothers" targets the Oceanian currencies, that is, the Australian dollar (Australian dollar) and New Zealand dollar (NZ dollar) currency pairs. Below is a chart of AUD / NZD from November 2013 to August 2020. As you can see, for nearly 7 years, the high price is around 1.14 and the low price is around 1.00, and you can see that the price range is only 1,400 pips. It is the rate transition of each currency and Japanese yen. If you overlay the images, you can see that they behave in much the same way. Australia and New Zealand are highly linked, and China is the number one trading nation in both countries. It is similarly affected by the US-China trade war and Corona, so only one currency will not go up or down significantly. "Oceania Brothers" targets this highly regressive currency, the Australian dollar / NZ dollar.

Point ② "Utilization of compound interest effect"

The compound interest effect is used to solve the problem of "taking time", which is a drawback of repeat FX. The following is a back test when the compound interest effect is not used and the compound interest is used for 5 years. Even if the initial lot number is the same If you turn it with compound interest for 5 years, it will be as follows. As you can see from the graph comparison, simple interest increases linearly, while compound interest increases quadraticly. Comparing only net profit, compound interest was about 3.7 times higher than simple interest. Naturally, this difference will increase as the number of lots increases and the profit margin pips width decreases even during the same period, and even with the same parameters, the longer the period, the greater the difference. However, compound interest management also has risks, so it is necessary to secure a sufficient price range and keep in mind the number of lots with a margin when operating. In "Oceania Brothers", it is possible to switch from compound interest to simple interest on the way. It is not a good idea to take risks all the time, so it is possible to switch to simple interest when compound interest reaches the target fund.

Point ③ "The logic can be stopped safely"

In general repeat Forex, there is a problem that it is difficult to stop unless you return to the price at which you started running logic. If you stop forcibly, you have to cut off the unrealized loss. If you increase with compound interest, the profit will increase, but the loss cut amount will also increase, so with "Oceania Brothers" you can create a "stop" where the loss cut amount is close to zero. The green arrow shown in the figure is suitable for stopping the logic when the graph of the blue balance and the green effective margin approaches, that is, when the drawdown is small and the unrealized loss is small. In "Oceania Brothers", such timing can be intentionally created. The reason is that you can set the range for buying and the range for selling. The Australian dollar / NZ dollar chart has been going back and forth between 1.00 and 1.14 for many years, so for example, by buying around 1.00 to 1.07 and setting the selling range from 1.06 to 1.14, near the center It is possible to reduce the unrealized loss (closer to the graph). In this example, it is double-decker between 1.060 and 1.067, but if you buy 1.00 to 1.06 and set 1.065 to 1.14 as sell, you can make a timing when the unrealized loss becomes completely zero yen. It is a good idea to withdraw funds at this time and change the parameters to be set.

Backtest

This is the result of backtesting with the default values of the parameters using the domestic Forex trader OANDA Japan. The following is the result of backtesting on the past data, and the default value of the parameter does not guarantee the safety that forced loss cut does not occur. If the expected range market continues, it will be compound interest, so the longer the period, the greater the profit. Since repeat FX has an unrealized loss, the maximum drawdown value is larger than that of general EA, but you can see that it is almost constant even if the test period is extended.

Parameter

The parameters that can be specified in "Oceania Brothers" are as follows. The following are common parameters used for both "buy" and "sell". The following are the parameters used in "buy". The following are the parameters used in "Sell".

Supported currency pairs

Only Australian dollars / NZ dollars are supported.

Corresponding company

As long as it is possible to match order, we will support it so that it will work. The author has confirmed the operation with the following vendors. ・ OANDA JAPAN ・ Foreign exchange finest ・ Rakuten Securities