WRN CHFJPY

Overview

Scalping EA for long-term forward and short-term reverse entries. Variable logic system that switches between two optimal filters depending on the time of day. With the exception of weekend and other carry-over periods, each trade averages approximately 1 hour, and can be completed within 12 hours at the most. The default setting for weekends and New Year's Eve is no carryover. In addition, it is possible to switch the operation of each logic within the parameters. Each setting is displayed on the chart screen for confirmation. Trade mainly late at night and in the morning. We often take a position before rollover and carry it over to the next day. Therefore, we recommend an account that has a small negative impact on swaps and that does not have excessively high spreads late at night or early in the morning.

Specifications

Each value is a theoretical value on the back test.

• Currency Pair ｜ CHFJPY
• Hourly ｜ 5-minute
• Trading Style ｜ Scalping
• Nanpin, Martin, Double-folding ｜ None of the above
• Number of positions ｜ 2 (1 position per logic)
• Monthly average of transactions ｜ 14.9
• Average trading time ｜ 1 hour and 18 minutes (excluding weekend carry-over)
• Weekend and New Year's 12/24 - 1/3 carry-over or not selectable
• TP/SL (cannot be changed) ｜ Logic 1: 10/130 Logic 2: 10/60 Regardless of TP/SL, settlement is primarily based on internal logic.
• Average number of losses exceeding 50 pips per year ｜ 0.8
• Recovery factors are calculated using the following three types TRF (total for the period): 46.40 ｜ MRF (monthly equivalent): 0.22 ｜ YRF (annual equivalent): 2.6

Parameter

• Magic number ｜ Set a value different from other EAs.
• Lot ｜ For single interest operation. Defaults are not recommended values.
• Please check with your broker's website for GMT/Daylight Saving Time.
• Comments for Notification ｜ Comments inserted into the notification when an order is placed.
• Allowable Spread ｜ Unit is in Pips.
• Allowable slippage ｜ Unit is in Points (1Point=0.1Pips).
• Operation Switch (Logic 1/Logic 2) ｜ If set to "false", the logic will not operate. Operating time zone (winter GMT+2, server time) Logic 1: 23:00, 0:00 Logic 2: 1:00, 21:00, 22:00
• Weekend Close ｜ If set to "true", weekend close is enabled and settlement will take place at 5:00 a.m. Japan time on Saturday. Default is "true". However, if the server is not running at the time of settlement due to a holiday or other reasons, settlement will not be performed normally.
• 12/24 - 1/3 Close ｜ If set to "true", no new entries will be made during the year-end and New Year's holidays 12/24 - 1/3. Only settlement will be made. Default is "true".
• Compounding function / Risk % ｜ Money management function. When set to "true", this function is enabled. Risk% is the percentage of the loss of the StopLoss setting value to the surplus funds. Example of lot calculation 1.66 lots with 1,000,000 yen in surplus funds, SL60, and 10% risk setting. 1,000,000 yen in surplus funds, SL130, 10% risk setting, 0.76 lots

Back-test analysis

Each value is a theoretical value on the back test.

Quant Analyzer is used for analysis. Since unrealized losses are not taken into account, drawdowns are calculated more leniently.

Backtest]

Back testing period: 17 years and 9 months (213 months)

Total earned for the period: 9651.1 pips

Annual average: 543.7 pips

Monthly average: 45.3 pips

Quant Analyzer Analysis

<Detailed URL https://tnkcld.com/backtest/WRN/WRN_CHFJPY_GJ/analysis/WRN_CHFJPY_M5_1.00_sp25.html

Profit and Loss Graph]

Maximum stagnation: 131 days

Profit and Loss by Month

1-3 months per year is loss

Profit and loss by year

Annual wins in all years tested

[Reference 1: Analysis of server 0:00 spoiled

The performance of our EA will always be lower than the backtest in the real game, especially since it is more often at 0:00.

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Reference 2: Spread 4.0 pips back test].

This is a test under wide spreads. The wider the spread, the lower the performance.

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Recommended Accounts

The recommendation is an account that meets the following conditions, and more.

• 5 daily legs (Winter GMT +2) *Because of the reference to daily legs within the logic, performance will be lower for other than 5 daily legs.
• Average spread of 2.5 pips or less for CHFJPY The spread especially affects performance at 1:00 and 23:00. *The spread at midnight is often not within 2.5 pips, but it should be as small as possible.
• Less negative impact of swaps
• NDD method

Frequently Asked Questions

Q1. How much is the minimum margin requirement?

A1. the minimum amount required is the sum of the maximum drawdown in the back test and the margin requirement.

*Reference example: 1USD = 100 yen, 0.1 lot with a maximum drawdown of 50,000 yen

Domestic account leverage 25x

100 yen x 10000 currency (0.1 lot) x 1 (maximum number of positions) / 25 (leverage) + 50000 yen (maximum drawdown) = 90000 yen

• Minimum required amount: 90,000 yen

Q2: Is there a standard for lot size?

A2: The maximum drawdown reached 20.4% of the initial margin for one lot (100,000 currency) in the back test. The approximate margin and lot size when allowing for a drawdown of up to 10% is as follows.

• 0.48 lot for an initial margin of 1 million yen
• 0.09 lot for an initial margin of 200,000 yen
• 0.04 lot for an initial margin of 100,000 yen

Another mainstream method of operation is to calculate the drawdown as 1.5x. It is up to the operator to decide what the tolerance should be.

Q3: Why does the behavior differ from broker to broker?

A3: Since each broker has a different delivery rate, there will always be a difference in behavior. One broker may enter the market at one rate, but not at another. Since our EA also performs technical judgment, it is possible that each signal may or may not light up depending on the delivery rate.

Q4. no entry

A4: If the face in the upper right corner of the chart is not a smiley face, please review the settings. If it is a smiley face, please review your settings. Regardless of the average number of trades, there were two back-tested months in which the EA did not make any entries. For reference, the average number of trades per month is 8.3, excluding the 0:00 period.

Q5: What happens to the compound interest backtest?

A5.5. below. We are testing with a risk tolerance of 10%. Please note that back testing of compound interest is not as reproducible as simple interest.

Q6.What is the maximum number of bars for MT4 and how much more should I set?

A6: In our operation, we have confirmed that the number of trades is 1000 each in the history and in the chart. Therefore, we recommend setting the number to 1000 or more.

Trade Examples

Red: sell, blue: buy. The vertical border is the date switch. There will be more trades on the date border. 5 minutes

[Scope expanded to hourly]

[Scope expanded to daily].

Development and Product Description Policy

We have established our own standards for development and product descriptions in order to ensure a fairer judgment.

• Backtests were measured before 2007
• Spread at the time of measurement is fixed at 2.5 pips for CHFJPY
• Historical data employs TDS
• Over 1,000 transactions (with 1 position)
• 1 signal 1 position
• Overall Recovery Factor (net profit divided by maximum drawdown) 10 or more
• No more "napin" martingales.
• TP/SL installation
• No camouflage of results by compound interest, multiple positions at the same time, toothless history on smartphone screens, etc.