DTS-12G

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DTS-12G is a portfolio-type EA specifically designed for GOLD (XAUUSD) 5-minute charts.

Design Policy

• By targeting the highly volatile GOLD (XAUUSD), we aim to increase profits.
• To alleviate concerns about holding long-term unrealized losses, it is designed as a Daily-Trading-System that closes positions daily,Daily-Trading-System.
  

Logic Overview

• Entries and exits will be made during the European to New York trading hours with high volatility. Entries will be made from 9 AM to 5 PM MT4 time (GMT+2, US daylight saving time), and positions will be closed by 10 PM, swap-free.
• A portfolio combining 15 types of logic has been created. Each logic is based on counter-trend trading using RSI, combined with Ichimoku, Keltner Channels, Linear Regression, Bollinger Bands, and Stochastics.
• Each logic holds only one position, with no averaging down or hedging.Note: There may be cases where the trading direction changes between logics, resulting in positions that appear to be hedged.
• The portfolio is designed to maximize profitable months and minimize drawdowns.
• Trading will occur 2 to 4 days per week.

Verification Results at the Time of Design

⛦Backtest Verification Results (Fixed Spread)

• Consideration was given to various market conditions through a long-term backtest of 11.5 years.
• TDS was used to enhance the reliability of the backtest.
• The maximum drawdown was kept to $2175.Note: From 2013 to 2024, the USD/JPY fluctuated between 100 yen and 160 yen. Conducting a backtest in yen would overestimate the results based on the current price of 155 yen/dollar, so it was done in dollar terms for accuracy.

⛦Backtest Verification Results (Variable Spread)

• It was confirmed that profits during variable spreads do not show significant fluctuations compared to fixed spreads.

⛦Verification by QuantAnalyzer

• 85% of the months were profitable, and naturally, all years were profitable. There are consecutive losing months, but we hope you will consider it from a long-term operational perspective.
• The maximum number of positions held simultaneously is 9 (refer to Max Pos. Exposure).
• Although it is not specifically highlighted, the SQN score is 6.93, which is good. There are no guarantees in investing, and these numbers can be misleading, so please consider them as a reference (the high score of this EA is due to the number of trades).

⛦Daily Maximum Drawdown and Profit/Loss

• The maximum drawdown is the highest value of the total unrealized losses before closing positions.

⛦Daily Profit/Loss Distribution

⛦Daily Maximum Drawdown

• In most cases, the maximum daily drawdown is limited to the range of $0 to $150 (for a lot size of 0.1).
  
  
  

The guideline for the required capital for trading is as follows. Margin + Maximum Drawdown < Account Balance

• Margin is calculated as Gold Price ($2,350) × Trading Unit (100oz) × Lot Size (0.01) ÷ Leverage (25) = $94 Assuming a dollar exchange rate of 160 yen, this is 15,040 yen.
• Maximum Drawdown is calculated as $2,198/0.1 lot × 0.01 lot = $219.80 Assuming a dollar exchange rate of 160 yen, this is 35,168 yen, adding 50% to the margin gives 52,752 yen.
• 67,792 yen is required for each 0.01 lot trade.

The above is an estimate based on backtest results and is not guaranteed. The required capital above is merelya guideline. Depending on the method of operation, larger lot trades may be possible at the purchaser's discretion, but please consider the risk of losing capital.

Parameter Settings (Default Values)

• EAComment: DTS-12G This is the notation in the comment field. Please specify within 24 characters. The actual comment will have the text "ーxxxxxー" indicating the logic added at the end.
• MagicNumber: 7590252
  This is the magic number. Please set it to avoid duplication with others.
• Lots: 0.1
  This is the fixed entry lot.
  Please set it considering your account balance and margin.
• typeDST: US
  Type of daylight saving time, choose None (none) / US (American style) / EU (European style)
  Please match it with your broker's settings.
• offsetGMT: 2
  This is the GMT offset of the server.
  Please match it with your broker's settings.
  
• Maximum SL in pips: 250
  This is the Stop Loss setting per position.
  By reducing it, you can decrease the maximum loss per trade, but it often results in reduced total profits.
• MaxSpread: 60
  This is the limit on the spread for entry; it will not enter if the spread exceeds this value.

Cautions for Use

• This EA is designed with the premise that it will remain profitable over a long period of operation.
  The SQN score is close to the highest rank of a holy grail, but there are no absolutes in the market, soplease consider it as a reference.
  Therefore, there may be cases where you start with a negative balance at the beginning of operation, so please aim for a manageable operation.
• This EA is designed to enter and close positions daily. The entry time is from 4 PM to 12 AM Japan time (3 PM to 11 PM during daylight saving time), and forced closure is at 5 AM Japan time (4 AM during daylight saving time).
• If the market is closed in the afternoon, it cannot be closed. In that case, please stop operations for the day or close manually.
  Please be especially careful as holding positions over the weekend may result in losses exceeding the Stop Loss.
• If there are no positions held, there will be no entries or exits from 4 PM to 5 AM Japan time (3 PM to 4 AM during daylight saving time), allowing for changes in settings, starting, stopping, or VPS maintenance.

Finally

• Thoughts on compound operations.
  With S/L set at 250 pips, the loss per position is $25 for 0.01 lots, $250 for 0.1 lots, and $2500 for 1 lot. It is preferable for the operator to be prepared to increase the lot size, which is why it is not adopted.
  It is only not shown as a parameter, so if there is a strong demand from purchasers, we will consider releasing it.
• The price of this EA is set to half of the average monthly profit from the QuantAnalyzer verification results.
  We hope you can use it safely for a long time.