955AM

Logic Overview

This is an anomaly EA that takes advantage of the tendency for the dollar-yen to rise due to actual demand and then fall before the mid-price is determined on the day of the month when the day is a multiple of 5. It is a simple but powerful logic. Specifically, the following transactions will be made.

■Buy entry at 3:30 JST on Gotoh day and close at 9:55 JST.

(If Monday is a goto day, no buy entry will be made.)

■Sell entry at 9:55am and close at 14:45pm.

■Time setting can be changed by parameter.

If the goto day falls on a Saturday, Sunday, or holiday, the weekday immediately preceding the goto day will be considered the goto day.

If the last day of the month is the last day of the month, the 31st day of the month is considered to be the goto day.

Trading will be suspended on December 25 and December 31-January 3.


Back Test
The results are for approximately 13 years from January 2010 to September 2022.

Spread 5 (0.5 pips)
　With a PF of 2.09, a 1 million yen start, and a 1.0 lot fixed setting, the profit is 9.57 million yen.
　The maximum drawdown is kept low at 206,871 yen.

Spread 15 (1.5 pips)
　With a PF of 1.86, a 1 million yen start, and a fixed 1.0 lot setting, the profit is 8 million yen.
　Maximum drawdown is kept low at 226,871 yen.

Spread 5 (0.5 pips)

Spread 15 (1.5 pips)

Quant Analyzer 4 results Spread 5 (0.5 pips) No negative years.

It is $, but it is ³.

Parameter Description

Basically, only the basic setting items need to be changed.
All backtests will be results with default settings.
The parameters are optimized for the last 13 years.

Please be assured that we do not over-optimize.

-------------Basic Settings------------------
■Trading lot (default value: 1.0)
This is the trading lot setting when compounding is not used.

■Compounding (default: false)
true: Compounding is performed
false: Do not compound interest

Lot for compounding (per 1,000,000 yen) (Default: 1.0)
This is the setting of the lot for an account balance of 1,000,000 yen.
Example: Default value [1.0
　　Account balance 1,000,000 yen = 1.0 Lot
　　Account balance 1.5 million yen = 1.5 Lot
　　Account balance of 2.25 million yen = 2.25 lots

For a dollar account, the following applies.
Example: If the set value [100.0
　　Account balance $10,000 = 1.0 Lot
　　Account balance $15,000 = 1.5 Lot
　　Account balance $22,500 = 2.25 Lot

The internal calculated values are as follows
　Account Balance / 1,000,000 x Compounding Lot (per 1,000,000 yen)

■Compound Interest Lot Calculation Criteria (Initial value: account balance)
The previous parameter: Calculation basis for compounding lot (per 1,000,000 yen).
Select from the following three options in the pull-down menu.
Account Balance
Effective margin
Excess margin

GMT Offset (winter time) (-12 to 12) (Default value: 2)
Enter the value for your broker.

■Daylight Saving Time Method (Default: U.S. Time)
Select the daylight saving time method from the following three options.
Select the daylight saving time method from the following three options.
U.S. daylight saving time (2nd Sunday in March to 1st Sunday in November)
British: Daylight saving time (last Sunday in March to last Sunday in October)
No

! Attention !

Please set the above two parameters carefully.

The correct setting is indicated in the upper left corner of the chart.

You can determine if the current time (Japan time) is correct.

(However, this cannot be checked on weekends when the servers are down.)

■Magic number (initial value: 220821)
Can be changed to any value.
Please make sure that the value does not overlap with other EAs running within the same MT4.

■Slippage (Default value: 5)
Effective when the execution rule is the streaming method.
If the trade slips by 5 points or more, it will not be executed.
A point is the minimum unit.
If USDJPY is displayed as 123.456 for a broker, the digit displayed as 6 (default value: 5) will be used as the minimum unit.
6 (third decimal place).

If the execution rule is based on the countdown method, it will be ignored.
The execution rule is set by the broker and cannot be changed.
Most brokers use the latter.

No changes are recommended for parameters after *.
--------Buy transaction settings--------
■Buy transactions (default: true)
true: Buy transactions are executed
false: No buy transaction
Buy entry (hour) (-9 (=15:00 the previous day) to 9) (Default: 3)
Buy entry (minutes) (0-59) (initial value: 30)
Buy close (hour) (-9 (= 3:00 p.m. the previous day) to 23) (initial value: 9)
Buy close (minutes) (0-59) (initial value: 55)

About entering *(hour)
The hour is based on 0:00 on the day of the goto date. If the hour is negative, it is the hour of the day before the goto date.
For example, -9 means 15:00 (24-9) on the day before the goto date.
In case of -1, it will be 23:00 (24-1) on the day before the goto date.
In case of -3, it will be 3:00 p.m. on the day of the draw (the day of the draw).

Buy Loss pips (Default value: 110.0)
Can be changed
Buy stop-loss pips (Buy stop-loss pips: 90.0)
Can be changed

-------- Sell transaction setting ---------
Sell transaction (initial value: true)
Sell entry (hour) (0-23) (Default: 9)
Sell entry (minutes) (0-59) (Default: 55)
Sell close (hour) (0-23) (initial value: 14)
Sell close (minutes) (0-59) (initial value: 45)
Sell stop-loss pips (initial value: 35)
Sell profit pips (initial value: 60)
Explanation omitted. The same as for buy trades.

--------- Monday Buy Setup ---------

*Buy trades on Mondays are sensitive to performance.
The default value is false: do not trade.

■Buy transaction when GOTOUBI is on Monday (default value: false)
true: trade
false: Do not trade
Buy entry on Monday (hour) (0-9) (initial value: 8)
Monday buy entry (minutes)(0-55) (default: 30)
Set the time when the broker is open.
Since brokers are not open early Monday morning, the settings are separated.
Therefore, the settings are separated.
Monday buy settlement (hour)(0-23) (Default: 9)

■Monday buy settlement (minutes) (0-59) (Default: 55)

The loss and gain settings will be the same as the settings for all other Mondays.
It cannot be changed.

--------- Monday Sell Setup ---------

■Sell transaction when the goto day is Monday (initial value: true)

true: to be traded
false: No transaction
■Monday Sell Entry (hour) (0-23) (Default: 9)
■Monday Sell Entry (minutes) (0-59) (Default: 55)
■Sell settlement for Monday (hour) (0-23) (Default: 14)
■Sell settlement for the day of the week (minutes) (0-59) (Default: 45)

The stop-loss and gain/loss settings will be the same as those for all other days except Monday.
It cannot be changed.

----------Other settings---------
■Display information on charts (default: true)
The following information is displayed in the upper left corner of the chart.
true: Display the information
false: Do not display

Display information on the chart during back testing (default: false)
Display the above information during backtest.
true: Display
false: Do not display

The default value is set to "false" because it is faster to not display the information during backtesting.
　The initial value is set to "false" because it is quicker not to display the information during back testing.
　 Please set it to true when you want to confirm the display in visual mode.

Now, thank you very much for your consideration.