Swap狙いEA

SwapTargetEAIntroduction

Overview

SwapSpecialized for targetingEAthat can be almost completely left unattendedSwapand capital gains from currency exchangeGBPJPYDedicatedEA.
Among major currency pairs, the currency pair with the largest buySwapis currentlyGBPJPY. A buy position is established just before the day changes, held for a certain period, and then closed when the short-term moving average points downward.
Typically,Spreadlosses are greater thanSwapprofits, so positions are only established when an upward trend occurs that exceeds this. As a result, a very low drawdown and a high win rateEAhas been completed.

1.  EAFeatures
ThisEAis dedicated toGBPJPY, and to targetSwap, it only establishes one buy position. Moreover, it only establishes a position when the buy conditions are met just before the date changes on server time, so the frequency of entries is at most once a day. In practice, the number of entries is about2to3times a month.When the rate ofis declining, it avoids establishing new positions.
If set to automatic lots, the lot calculation is done automatically, so there is no need to worry about lot calculations. Of course, you can also set the lot size manually.
Compared to otherEAs, it has less drawdown and a win rate exceeding 50%, so it can start with a small amount of capital of\10,000. Additionally, users can freely set the loss rate percentage and lot multiplier, so for traders who prefer safety and stability, they can set a lower loss rate, while traders who want to take risks for profit can set a higher loss rate. Depending on the settings, it is also possible to make it a"BillionaireEA.".
 

2.  About SwapDue to differences in policies of each country, there are interest rate differentials for currencies, so if you use a high-interest currency as the base currency and a low-interest currency as the settlement currency, you can reliably receive the interest rate differential as
Swappoints every day.
Currently, among major currency pairs, the currency pair with the largest buySwapisGBPJPY, followed byUSDJPY.The value ofSwap
　On September 16, 2024, an example ofSwapis shown in the figure below.

The currency pair with the largest buySwapisGBPJPY, followed byUSDJPY.
If you hold one lot of a buy position inGBPJPY, you will receive\1,009inSwapprofits every time the date changes.

3.  WhyGBPJPY?
Of course, one reason is thatSwapis large, but another reason is thatGBPJPYhas high volatility.It is a currency that can target bothSwap
When sorted by correlation coefficients and volatility of all28currency pairs using the "Ultimate Inverse Correlation Indicator," the correlation coefficient ofGBPJPYis at the top with a maximum negative of-0.92, and in terms of volatility, it ranks third with4148.7.
The fact that currencies are inversely correlated and have high volatility means thatthere is a high possibility of obtaining solid capital gains.
Sorted by correlation coefficients using the "Ultimate Inverse Correlation Indicator." 

　 Sorted by volatility using the "Ultimate Inverse Correlation Indicator."

4.  Logic
The logic is very simple.It is not something particularly secretive or blacked out (laughs), so I will open the logic.If you have the skills to create anEA, please try coding it yourself. I believe you will get almost the same results.

(1)Just before the date changes on server time, check the trend direction on the 4-hour chart.
(2)When the trend direction is sufficiently upward and it is predicted to extend beyond the sum of the positive forSwapand the negative forSpread, enter a buy position at the lowest possible price.
(3)SLandTP2.8.
(4)Once entered, hold for a certain period and wait for the market to extend
(5)After that, close the position when the short-term moving average points downward.
  That's it. Surprisingly simple, right? Simple is best.
Also, thisEAlogic uses only two moving averages (4-hour and 5-minute) andADXas technical indicators.

EAParameters

Item                       Content           Default Setting Value
Auto_LotsWhether to use automatic lotstrue
start_lotsFixed lot value0.01
method_cntBase capital for lot calculation     Effective margin
AL_FLot multiplier1.4
MAX_LOSS_PCTMaximum loss percentage6.0
SL0Stop loss width(point)              1600
TP0Take profit width(point)                 4500
 V_F                          EntryAdjustment0.57MAH_P1                         4Period of moving average on the time frame4
MA_P1Period of moving average on the 5-minute time frame24
SMA_MODECalculation method for moving averages1(EMA)
HOLD_TMHolding time139
ADX_P1                          ADXPeriod14
ADX_TH                         ADXThreshold17.7
Whether to sendfalse
magicMagic number240913001
Font_Size1Font size12
cornerDisplay corner position0
x_orgDisplay positionx                      20
y_orgDisplay positiony                      25
r_1Row spacing25
There are no particular points to change in the parameters, so I think it's fine to leave them at default.

5.  Introduction of EA

＜Introduction of EA＞

TheEAis introduced on the 5-minute chart of the currency pairGBPJPY.

Please check the box for "Allow DLL imports."

<Reference Link>
Try using the EA! (Gogojungle Web page)

https://www.gogojungle.co.jp/post/1/3590

6.   Screen Explanation

7.  Backtest
Due to the constantly fluctuatingSwap,Spread, and strength of trends, the operation of theEAEAchanges, so it has a nature that does not fit normal backtesting, butI conducted a backtest withSwap=10I conducted a backtest with,Spread=40fixed.

  

Currency PairGBPJPY-cd (Great Britain Pound vs Japanese Yen)

Period5Minute Chart

Model  All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\1,000,000

Spread40

Net Profit\90,903,715

Profit Factor1.48

Absolute Drawdown\77,527

Maximum Drawdown\20,109,303 (22.07%)

Total Number of Trades425

 As for the net profit, it is\90,903,715, but this will be added toSwapprofits (about11,000,000

The above is based on automatic lots.
If executed with a fixed lot (lots=0.5), it will be as follows.

Currency PairGBPJPY-cd(Great Britain Pound vs Japanese Yen)

Period5Minute Chart(M5)2012.01.03 15:20 - 2024.10.29 23:50

Model     All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\1,000,000

Spread40

Net Profit\7,149,590

Profit Factor1.61

Absolute Drawdown\68,734

Maximum Drawdown\1,005,465(12.40%)

Total Number of Trades425

Buy Positions(Win Rate%)230(54.12%)

The graph shows a nice upward trend, with net profits increasing. The net profit is\7,149,590, but this will be added toSwapprofits (about\750,000).
The maximum drawdown is also below13%, and the absolute drawdown is below70,000.
　If the lot size is0.01, the absolute drawdown will be\1,375.

8.  Setting Parameters Based on Backtest
　MAX_LOSS_PCT (maximum loss percentage) is generally applied with a 2% rule, but thisEA has low drawdowns and high win rates, so it is set to allow for greater returns.

The above figure shows the graph of net profits obtained when changing the maximum loss percentage.
Looking at this graph, the net profit increases exponentially up to a maximum loss percentage of6%, but the rate of increase decreases beyond 7%. Based on this result, I set the maximum loss percentage to6%.

The parameterAL_Fis a parameter for manually adjusting the lot multiplier.

The above figure shows the graph of net profits obtained when changingAL_F.
When changingAL_FA
L_Fabove1.5is stagnating, so I decided to set the default value ofAL_F1.4. Setting 　MAX_LOSS_PCT=6,AL_F=1.4might be quite a sharp setting. For those who prefer safety, please trade withMAX_LOSS_PCT=2,AL_F=1.0AL_F=1.0. However, the net profits obtained will significantly decrease.

9.  Recent Backtest Results Based on Differences in Starting Capital
Below are various assumptions for usage. Assuming trading from January to the end of August 2024 as the most recent backtest, the results are displayed.
(1)If the capital is\10,000... 

It's okay. If you operate with the default automatic lot, trading will automatically start at the minimum lot of0.01lots. It will be the same even if you specify a fixed lot of0.01.

GBPJPY-cd(Great Britain Pound vs Japanese Yen)Period5Minute ChartPeriod5Minute Chart(M5) 2024.01.02 00:00 - 2024.10.30 23:50

Model      All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\10,000

Spread40

Net Profit\20,864

Profit Factor2.59

Absolute Drawdown\311

Maximum Drawdown5810.62(20.87%)

Total Number of Trades32(Win Rate%)21 (65.62%)

 The net profit is\20,864, but withSwapprofits of about1,366added, the total profit will be\22,200. Adding theSwapSwapprofits, the capital of\10,000\32,200(3.22times). Moreover, the absolute drawdown is only\311.PF=2.59, win rate65.6%, so it can be said to be a safe and secure trade.

(2)I have a capital of\100,000...
With a capital of100,000, you can start with an automatic lot of0.05lots.

 

Currency Pair

Period       Minute Chart(M5) 2024.01.02 00:00 - 2024.10.30 23:50

Model     All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\100,000

Spread40

Net Profit

Profit Factor2.32

Absolute Drawdown\1,555

Maximum Drawdown\58,922(26.21%)

Win Rate of Buy Positions(%)    21 (65.62%)

 If the starting capital is\100,000, the net profit will be\150,308Swap\7,770\158,078\258,0782.58times
Even in this case, the absolute drawdown is only\1,555.
 

(3)If the capital is\1,000,000,
With a capital of1,000,0000.53lots.
 

Currency Pair

Period5

Model     All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\1,000,000

Spread40

Net Profit\1,607,584

Profit Factor2.30

Absolute Drawdown\16,492

Maximum Drawdown639,041(27.23%)

Total Number of Trades

Win Rate of Buy Positions(%) 21 (65.62%)

\1,000,000, the net profit will be\1,607,584, and withSwapprofits of\82,152added, the total will be\1,689,736, and the total capital will be\2,689,7362.68times
Even in this case, the absolute drawdown is only\16,492.
Automatic lot calculation is based on effective margin, so the more starting capital you have, the more profit amount increases.

10.      To Make It a "Billionaire" EA
\1,000,000"BillionaireEA.
Change the parameterMAX_LOSS_PCTfrom the default 6 to13. Naturally, if you increase the number, the drawdown will also increase, so it will be up to each trader's judgment on how much to allow.
　
＜Backtest Results＞
  Currency PairGBPJPY-cd (Great Britain Pound vs Japanese Yen) 

Period5Minute Chart

Model All Ticks(The most accurate method based on the smallest available time frame)

Initial Margin\1,000,000

Spread40

Net Profit\122,113,008

Profit Factor1.56

Absolute Drawdown\179,433

Maximum Drawdown\20,109,303(16.33%)

Total Number of Trades425

Win Rate(%)        230(54.12%)

　From the backtest since 2012, the net profit is, and the capital gains alone exceed 100 millionmillion yen. Addingprofits of, the total will be. Note that due to the restrictions of the brokerage used for the backtest, the lot size has been fixed to the maximum oflots from an early stage. It is expected that net profits andSwapprofits will increase with other brokerages.
\1,000,000\179,433\20,109,303(16.33%)EA

11.            About the Superiority of This EA
　It is often said that there is no "Holy Grail" in FX, but regarding, it is structured to reliably generate profits every day. In a sense, it could be considered the "Holy Grail" of FX.By simply holding the currency pair with the largestSwapprofits, profits accumulate daily.
　In the case ofGBPJPY, withlots, the buySwapprofit is aboutyenday. If you have the capital to build 1 lot, you can earnyen/day, and for those who can build 10 lots, you can earnyen/day just fromSwap. Moreover, this is guaranteed every day for a year, which is like guaranteeing an annual income of3.65 million yen

The superiority of the "Swap Target EA" is shown in the figure below.

　ThisEAis set with a stop loss width ofSL1600 (point), and the take profit widthTP4500 (point). The ratio isTP/SL=2.81. Moreover, the win rate of thisEAEAis over54% (recently65%), making it statistically less likely to lose.
With the law of large numbers, the more trades you repeat, the better the risk-reward ratio and win rate will work.Additionally, since the stop loss width is set relatively deep at1600 (point)=160 pips
　If we talk about superiority, the extremely small absolute drawdown and maximum drawdown are significant.
　In the most recent10months of backtesting, with a capital of100,000, when the automatically calculated lot started at0.05, the absolute drawdown was\1,555. Since the absolute drawdown is small, if you allow for more risk, you can increase the lot size.\1,555. Since the absolute drawdown is small, if you allow for more risk, you can increase the lot size.

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The following is reference data with risk awareness.

　MAX_LOSS_PCTThe backtest data results when changing the maximum loss percentage from 1 to 20 are graphed.

WhenMAX_LOSS_PCT is above 15, it is in a state of failure.The maximum limit seems to be14.
The maximum limit seems to be14.

Now, let's conduct a recent backtest withMAX_LOSS_PCT=14. The starting capital will be
\100,000.

Currency Pair

Period5

Model All Ticks(The most accurate method based on the smallest available time frame)

ParameterMAX_LOSS_PCT=14

Initial Margin

Spread40

Net Profit\614,867

Profit Factor2.27

Absolute Drawdown\3,919

Maximum Drawdown\251,765 (45.56%)

Win Rate(%)          21 (67.74%)


In the recent period from January 1, 2024, to October 30, 2024, the net profit is\614,867, withSwapprofits of\25,522, resulting in a total profit of\640,389. The capital of100,000(7.40times). In this case, the absolute drawdown is\3,919, and the maximum drawdown is\251,765 (45.56%). Even with quite a sharp setting, it has not failed.This EA has the ability to increase capital by 7.4 times in 10 months.However, the above settings are quite tight, so I do not recommend them. Please keep this as a possibility.

If considering safety, it would be safer to run withMAX_LOSS_PCT=8.

 

Below are the results forMAX_LOSS_PCT=8.

Currency Pair

Period5

Model All Ticks(The most accurate method based on the smallest available time frame

Parameter

Initial Margin

Spread

Net Profit

Profit Factor

Absolute Drawdown

Maximum Drawdown
32

Win Rate


In this case, the net profit is\212,875, and addingSwap\12,390\225,265, and the total capital is\325,364. This means the starting capital has increased by3.25times.

 

12.     Summary
The "Swap Target EA"is a greedyEAthat targets bothSwapprofits and capital gains from currency exchange. With small absolute drawdowns and maximum drawdowns, it is suitable for both traders with small capital and those managing substantial assets.If you allow for risk, you can expect significant returns from this.

13.            

Ver1.002024/09/20

2.   Ver2.00Bug fixes and new parameters added2024/11/01

        The sign of the calculation formula was corrected.

        A new parameterV_Fwas added for entry judgment adjustments. As a result, net profit, profit factor, and win rate have improved.