Nekomaly
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- 2 years
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- 1 month
Real Performance
※Displays results including swaps and fees
Forward testing (Profit)
Monthly Statistics
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Calendar for Months
About EA's Strategy
Translating...
20250614
We have fixed a bug that caused entries to be made just before the settlement price for buy orders.
No other changes have been made.
Test data is
TDS 20070101～20250614
Spread multiplier 1.3 Minimum spread 1 Spread addition 7
Slippage, negative slippage 10 Occurrence rate 50%
Swap, both sell and buy are 0 (buy swap is set to 0 as it becomes dominant, and there is no swap for sell as there are no carryovers)
2025.2.1
〇Correction of entry stop
・FOMC stop has been corrected.
2025.1.11
〇Update of entry stop
・Updated the stops for BOJ, CPI (USA), FOMC, and holidays.
〇Addition of logic
・A new logic called "Type2" has been added.
From this time, "Type2" will be the default.
The old logic will be "Type1".
Both Type1 and Type2 can be used simultaneously, but the entry will be prioritized based on which logic meets the conditions first.
If you want to operate both separately, please change the magic number and set it on a different chart.
〇Parameter settings
The newly added "Type2" logic will be the default, and the stop loss has been changed.
Buy 30 ⋲ 90 pips Sell 30 ⋲ 40 pips
Additionally, the parameters below apply only to "Type1".
Other parameters will be shared.
If you want to use Type1, please set this to false ⋲ true, and set the stop loss to 30 pips
It will be the same specification as Ver1.7.
2024.1.6
Updated the stops for BOJ, CPI (USA), and FOMC.
There are no changes to the logic.
2023.10.20
Added the option to select US and European daylight saving time in the parameter settings.
Supports GMT2.3
Daylight saving time specification: USA (US) GBR (Europe)
There are no changes to the logic.
⅛I am using a US-style broker and cannot confirm the European style operation.
Operation is confirmed through backtesting, and there seems to be slight differences on TDS.
Thank you for your understanding.
Backtesting results when selecting Europe (GBR)
Backtesting results when selecting US (USA)
That is all.
2023.4.11
Upgraded to NekomalyℷVer1.5.
Also, backtesting took a lot of time, but it has been accelerated by reviewing the code.
Currently, the version does not support daylight saving time in the UK style.
It is planned to be supported in the version during the switch.
【Upgrade Contents】
・Acceleration of backtesting
・Localization of parameters in Japanese
・Correction of logic (settlement price measures, significant increase in expected value)
・Parameter adjustments
⅛There may be temporary double positions near the settlement price.
2000.1～2023.4
That is all
2023.3.15
Supported US and UK styles for daylight saving time.
Additionally, parameters have been added and adjusted.
Newly added parameters
Parameter summertime_type USA: US style GBR: UK style
Trail_stop5_buy (default setting for trail start 7) and Trail_stop6_buy (default setting for trail interval 8)
⅛Corresponds to the period from rollover to just before the settlement price (Japan time 9:15)
Parameter adjustments
Changed the trail start before the settlement price from 45 minutes to 15 minutes. (Japan time 9:45 ⊲ 9:15)
Turned off trading on Fridays other than the fiftieth day (Friday trade).
That is all.
2023.1.15Nekomaly Ver.1.3
To avoid entries on days with high volatility during indicator announcements, which Nekomaly is not good at
The following parameters have been added.
Supports GMT2,3
Fomc_stop ⅛Avoids entries on the day of FOMC and the following day, supported from 2007.5 to 2023.12.
Cpi_stop⅛Avoids entries on the day of FOMC and the following day, supported from 2007.5 to 2023.12.
Nichigin_stop ⅛Avoids entries on the day of BOJ interest rate policy announcements, supported from 2007.2 to 2023.12.
Added Others_anomaly_buy and Others_anomaly_sell
In light of recent market conditions, parameters for turning other anomalies on and off have been added.
The default is set to turn off long entries.
Parameter adjustments
Adjusted values without fixed lots, no martingale settings, and no compound settings.
That is all.
2022/11/22 Nekomaly Ver.1.2
Fine-tuned parameters and added parameters
Added and adjusted parameters in response to recent price movements.
The short logic has been significantly improved, and I believe you can operate it without stress.
The following are additional parameters.
Take profit and stop loss for long and short can now be set individually.
Buy_TakeProfit = 100
Sell_TakeProfit = 20
Buy_StopLoss = 30
Sell_StopLoss = 30
Added trails for late-night hours.
Trail_stop3_buy = 50⅛Buy, trail starts above the set value
Trail_stop4_buy = 25⅛Buy, trail start position
Initial lots and martingale settings can now be set individually.
To refer to account history, please ensure to display account history for a period corresponding to Max_Lose. (It is recommended to display history for more than six months)
Buy_Lots = 0.1
Sell_Lots = 0.1
Count_buy_profit = 8
Count_sell_profit = 4
Buy_Lots_Mag = 1.3
Sell_Lots_Mag = 1.4
Buy_Max_Lose = 1
Sell_Max_Lose = 3
BT results adopted a focus on stability over overall profit and loss.
The win rate of the short logic has improved from 59.73 to 80.25.
That is all.
Trading frequency significantly improved profitability RETURN/DD RATIO over 45 times expected value over 800（Margin 1,000,000 Compound operation0.3%）
Maximum stop loss 30 Utilizing the dollar-yen anomaly, a high-profit low-risk EA with a unique entry logic has been implemented.
Nekomaly Ver1.1 has been significantly powered up due to improvements in entry logic.
Additionally, through parameter adjustments, improvements in maximum stop loss, profitability, and trading frequency have been significantly enhanced.
BT results Compound operation（Margin 1,000,000 Compound operation0.3%）
BT results 0.1 lot operation
PF 1.85 RETURN/DD RATIO over 33 times
A high-profit low-risk EA with a unique entry logic utilizing the dollar-yen anomaly
Overcoming the biggest weakness of the dollar-yen anomaly, which is the impact of spreads
Since the start of operation, a unique safe martingale setting and compound function based on past trading history have achieved low risk and high return.
Martingale settings (Lots_Mag) set to 1.0, and the compound function (Money_Management) set to false can be used as a regular mid-price EA.
The compound function (Money_Management) refers to the account balance, so please be careful when using it with other EAs in the same account.
When using, please be sure to conduct backtesting and set lots and parameters appropriate to your capital.
The default is USDJPY, but there are no restrictions on currency pairs or time frames.
MT+2/+3Broker specifications.
Depending on the entry time settings, there may be double positions.
The internal logic cannot be disclosed, but the parameters are open, so you can set them according to your preferred short-term high-risk high-return settings.
Entry: Judged by internal logic and the set time.
Analysis results from QuantAnalyzer
What I want you to pay attention to is the RETURN/DD RATIO, which has generated profits over 33 times against drawdowns.
Although there are stagnation periods, significant profits can be expected against the risk of drawdown.
BT results (Trail_stop1_sell = 100Trail_stop2_sell = 20）
This is a BASE logic that only uses the mid-price.
This is BASE logic using martingale.（Trail_stop1_sell = 100Trail_stop2_sell = 20Count_buy_profit = 2Count_sell_profit = 2
Lots_Mag = 1.0Max_Lose = 2）
Results of BASE logic + martingale, compound operation.（Trail_stop1_sell = 100Trail_stop2_sell = 20Count_buy_profit = 2Count_sell_profit = 2
Lots_Mag = 1.4Max_Lose = 2）
Spread 20 BASE logic + martingale, compound operation results.（Trail_stop1_sell = 100Trail_stop2_sell = 20Count_buy_profit = 2Count_sell_profit = 2
Lots_Mag = 1.4Max_Lose = 2）
Even with high spreads, it proves that it can adequately handle an expected value close to 500.
【Parameters】
-----Main Setting----- TakeProfit = 300 ⅛Settlement Pips StopLoss = 40 ⅛Stop Loss Pips Buy_entry_start_time= 21 ⅛Entry time for buying, please input in winter time. Summer time will switch automatically.
⅛Entries will be made in the early hours of the previous day, so please use values until 23:00.
⅛If SL or TP is reached by the set time, there may be re-entries based on the logic.
Buy_entry_start_minutes= 0 ⅛Entry time for buying (minutes)
Sell_entry_start_time= 2 ⅛Entry time for selling, please input in winter time. Summer time will switch automatically. Sell_entry_start_minutes= 55 ⅛Entry time for selling (minutes) Buy_close_time= 2 ⅛Close time for buying, please input in winter time. Summer time will switch automatically. Buy_close_minutes= 55 ⅛Close time for buying (minutes) Sell_close_time= 7 ⅛Close time for selling, please input in winter time. Summer time will switch automatically. Sell_close_minutes= 0 ⅛Close time for selling (minutes) Trail_stop = true Trail_stop_start_Minutes = 45 ⅛Buy, trail start time (minutes) will activate between MT4 time 2-3 (summer 3-4). Trail_stop1_buy = 5 ⅛Buy, trail starts above the set value Trail_stop2_buy = 5 ⅛Buy, trail start position Trail_stop1_sell = 26 ⅛Sell, trail starts above the set value Trail_stop2_sell = 18 ⅛Sell, trail start position Lots = 0.1 ⅛Lot setting, base lot
Count_buy_profit = 10 ⅛Buy martingale setting. Unlike usual, if the total of past trades for the set number of times is negative, it will martingale. Count_sell_profit = 10 ⅛Sell martingale setting. Unlike usual, if the total of past trades for the set number of times is negative, it will martingale.
⅛It will refer to the trading history of the set magic number, so please display account history for more than the number of trades set above.
You can change the display period by right-clicking on the MT4 account history.
Lots_Mag = 1.3 ⅛Martingale multiplier, will be fixed at 1.0.
Max_Lose = 6 ⅛When martingale, if the specified number is exceeded (in case of consecutive losses), it will return to the default value (Lots). Money Management Setting Money_Management = false ⅛ true will enable compound operation. It will refer to the account balance. When using, please conduct BT and set according to leverage and capital. Risk_percent = 0.3 ⅛ Risk % during compound operation. -----Others Setting----- Friday_trade = true ⅛true allows trading on Fridays other than the fiftieth day; there may be cases where entries are not made based on logic judgment.
publicholiday_stop = true ⅛true will not allow trading on holidays. It currently corresponds to the known holiday calendar of the Cabinet Office until 2023.
Free_comment = "Nekomaly" ⅛Comment at the time of execution, feel free to set it.
Magic1 = 7777777 ⅛Buy magic number, feel free to set it.
Magic2 = 8888888 ⅛Sell magic number, feel free to set it.
The coupon will expire in 3 days.
Price: $309.11 (taxed)
￥50,000(taxed)
●Payment
Sales from : 10/06/2022 22:19
Price: $309.11 (taxed)
￥50,000(taxed)
●Payment
Just like discretionary trading, there are those that decide trading and settlement timings by combining indicators, those that repeatedly buy or sell at certain price (pips) intervals, and trading methods that utilize market anomalies or temporal features. The variety is as rich as the methods in discretionary trading.
To categorize simply,
・Scalping (Type where trades are completed within a few minutes to a few hours),
・Day Trading (Type where trades are completed within several hours to about a day),
・Swing Trading (Type where trades are conducted over a relatively long period of about 1 day to 1 week)
・Grid/Martingale Trading (Holding multiple positions at equal or unequal intervals and settling all once a profit is made. Those that gradually increase the lot number are called Martingale.)
・Anomaly EA (Mid-price trading, early morning scalping)
However, a substantial advantage of automated trading is its ability to limit and predict risks beforehand.
[Risk]
Inherent to forex trading are the trading risks that undeniably exist in automated trading as well.
・Lot Size Risk
Increasing the lot size forcibly due to a high winning rate can, in rare instances, depending on the EA, lead to substantial Pips loss when a loss occurs. It is crucial to verify the SL Pips and the number of positions held before operating with an appropriate lot.
・Rapid Market Fluctuation Risk
There are instances where market prices fluctuate rapidly due to index announcements or unforeseen news. System trading does not account for such unpredictable market movements, rendering it incapable of making decisions on whether to settle in advance or abstain from trading. As a countermeasure, utilizing tools that halt the EA based on indicator announcements or the VIX (fear index) is also possible.
[Benefits]
・Operates 24 hours a day
If there is an opportunity, system trading will execute trades on your behalf consistently. It proves to be an extremely convenient tool for those unable to allocate time to trading.
・Trades dispassionately without being swayed by emotions
There is an absence of self-serving rule modifications, a common human tendency, such as increasing the lot size after consecutive losses in discretionary trading or, conversely, hastily securing profits with minimal gains.
・Accessible for beginners
To engage in Forex trading, there is no prerequisite to study; anyone using system trading will achieve the same results.
[Disadvantages]
・Cannot increase trading frequency at will
Since system trading operates based on pre-programmed conditions, depending on the type of EA, it might only execute trades a few times a month.
・Suitability may vary with market conditions
Depending on the trading type of the EA, there are periods more suited to trend trading and periods more suited to contrarian trading, making consistent results across all periods unlikely. While the previous year might have yielded good results, this year's performance might not be as promising, necessitating some level of discretion in determining whether it is an opportune time to operate.
・MT4 (MetaTrader 4. An account needs to be opened with a Forex company that offers MT4.)
・EA (A program for automated trading)
・The operating deposit required to run the EA
・A PC that can run 24 hours or a VPS (Virtual Private Server), where a virtual PC is hosted on a cloud server to run MT4.
Additionally, there are both demo and real accounts available. You can experience trading with virtual money by applying for a demo account. After opening a real account, you select the connection server assigned by the Forex broker, enter the password, and log in to the account.
When you deposit money into your account using the method specified by the forex broker, the funds will be reflected in your MT4 account, and you can trade.
Firstly, download the purchased EA file from your My Page on GogoJungle. You will download a zip (compressed) file, so right-click to extract it and retrieve the file named ‘◯◯◯ (EA name)_A19GAw09 (any 8 alphanumeric characters).ex4’ from inside.
Next, launch MT4 and navigate to ‘File’ → ‘Open Data Folder’ → ‘MQL4’ → ‘Experts’ folder, and place the ex4 file inside. Once done, close MT4 and restart it. Then, go to the upper menu ‘Tools’ → ‘Options’, and under ‘Expert Advisors’, ensure ‘Allow automated trading’ and ‘Allow DLL imports’ are checked, then press OK to close.
The necessary currency pair and time frame for the correct operation of the EA are specified on the EA sales page. Refer to this information and open the chart of the correct currency pair time frame (e.g., USDJPY5M for a USD/Yen 5-minute chart).
Within the menu navigator, under ‘Expert Advisors’, you will find the EA file name you placed earlier. Click to select it, then drag & drop it directly onto the chart to load the EA. Alternatively, you can double-click the EA name to load it onto the selected chart.
If ‘Authentication Success’ appears in the upper left of the chart, the authentication has been successful. To operate the EA, you need to keep your PC running 24 hours. Therefore, either disable the automatic sleep function or host MT4 on a VPS and operate the EA.
If you want to use it with an account other than the authenticated one, you need to reset the registered account.
To reset the account, close the MT4 where the Web authentication is registered, then go to My Page on GogoJungle > Use > Digital Contents > the relevant EA > press the ‘Reset’ button for the registration number, and the registered account will be released.
When the account is in a reset state, using the EA with another MT4 account will register a new account.
Also, you can reset the account an unlimited number of times.
→ Items to Check When EA is Not Operating
1 lot = 100,000 currency units
0.1 lot = 10,000 currency units
0.01 lot = 1,000 currency units
For USD/JPY, 1 lot would mean holding 100,000 dollars.
The margin required to hold lots is determined by the leverage set by the Forex broker.
If the leverage is 25 times, the margin required to hold 10,000 currency units of USD/JPY would be:
10000*109 (※ at a rate of 109 yen per dollar) ÷ 25 = 43,600 yen.
・Risk-Return Ratio: Total Profit and Loss during the period ÷ Maximum Drawdown
・Maximum Drawdown: The largest unrealized loss during the operation period
・Maximum Position Number: This is the maximum number of positions that the EA can theoretically hold at the same time
・TP (Take Profit): The set profit-taking Pips (or specified amount, etc.) in the EA's settings
・SL (Stop Loss): The set maximum loss pips (or specified amount, etc.) in the EA's settings
・Trailing Stop: Instead of settling at a specified Pips, once a certain profit is made, the settlement SL is raised at a certain interval (towards the profit), maximizing the profit. It is a method of settlement.
・Risk-Reward Ratio (Payoff Ratio): Average Profit ÷ Average Loss
・Hedging: Holding both buy and sell positions simultaneously (Some FX companies also have types where hedging is not allowed)
・MT4 Beginner's Guide
・Understanding System Trading Performance (Forward and Backtesting)
・Choosing Your First EA! Calculating Recommended Margin for EAs
・Comparing MT4 Accounts Based on Spread, Swap, and Execution Speed
・What is Web Authentication?
・Checklist for When Your EA Isn't Working