Kurogane MorningGold
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Forward testing (Profit)
Monthly Statistics
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
概要
Kurogane MorningGoldは、XAUUSDを対象とし、5つの独立した売買ロジックで運用するMT5用朝スキャEAです。
短期リバーサル、ボリンジャーバンド反発、押し目買いなど、性格の異なる戦略をそれぞれ別のマジックナンバーで管理します。ロジックごとにエントリー条件・決済条件・ロット設定を分離しており、必要に応じて個別に有効・無効を切り替えられます。
ロジックの簡単な説明
Logic1
RSI、標準偏差、ボリンジャーバンド、VLDMIを組み合わせ、急な値動きの反転を狙います。買いと売りを独立して管理し、相場の勢いとバンドの状態、時間帯に応じて決済します。
Logic2
ボリンジャーバンドを使用し、早朝に価格が下限帯や基準線付近まで下落した後の反発を買いで狙います。上位足の値動き、直近の相場方向、スプレッドを補助条件として確認し、価格がバンド内へ戻った場合や所定の終了条件で決済します。
Logic3
移動平均、RSI、ATRを組み合わせ、早朝の一時的な下落からの反発を買いで狙います。利用可能な場合はVIXも参照し、市場の急変時には新規エントリーを抑制します。
Logic4
複数の時間軸でボリンジャーバンドの下限到達を確認し、ローソク足の形状や日中の値幅も組み合わせて反発局面を買いで狙います。利益回復や所定の終了条件に応じて決済します。
Logic5
幅の異なる複数のボリンジャーバンドを使い、時間帯ごとにエントリー条件を切り替えながら買いの機会を探します。価格の回復または所定の終了条件で決済します。
パラメーター
| パラメーター | 初期値 | 説明 |
|---|---|---|
InpCommonGMT | 2 | GMT設定 |
InpCommonDstMode | PORTFOLIO_DST_US | サマータイム設定 (初期値は米国方式) |
InpCommonSlippagePoints | 20 | 許容スリッページ(points) |
InpCommonMaxSpreadPoints | 80 | 共通最大スプレッド(points) |
InpEnableLogic1 | true | Logic1の有効・無効 |
InpEnableLogic2 | true | Logic2の有効・無効 |
InpEnableLogic3 | true | Logic3の有効・無効 |
InpEnableLogic4 | true | Logic4の有効・無効 |
InpEnableLogic5 | true | Logic5の有効・無効 |
InpLogic1Lots | 0.1 | Logic1のロット |
InpLogic2Lots | 0.04 | Logic2のロット |
InpLogic3Lots | 0.08 | Logic3のロット |
InpLogic4Lots | 0.05 | Logic4のロット |
InpLogic5Lots | 0.05 | Logic5のロット |
InpLogic1Magic1 | 8416401 | Logic1の第1マジック |
InpLogic1Magic2 | 8416402 | Logic1の第2マジック |
InpLogic2Magic | 8416403 | Logic2のマジックナンバー |
InpLogic3Magic | 8416404 | Logic3のマジックナンバー |
InpLogic4Magic | 8416405 | Logic4のマジックナンバー |
InpLogic5Magic | 8416406 | Logic5のマジックナンバー |
InpShowTradeMetrics | false | チャート上の取引統計表示のON/OFF |
バックテスト
条件
| 項目 | 内容 |
|---|---|
| Expert | Kurogane_MorningGold |
| シンボル | XAUUSD |
| 期間 | 2016.01.01 ~ 2026.07.31 |
| 時間足 | M1 |
| 初期証拠金 | 1,000,000 JPY |
| レバレッジ | 1:100 |
| モデリング品質 | 99% real ticks |
| バー数 | 3,740,080 |
| ティック数 | 547,986,076 |
バックテスト時の主な入力値
| パラメーター | バックテスト値 |
|---|---|
| 有効ロジック | Logic1~Logic5:すべてtrue |
InpCommonSlippagePoints | 5 |
InpCommonMaxSpreadPoints | 80 |
InpLogic1Lots | 0.1 |
InpLogic2Lots | 0.04 |
InpLogic3Lots | 0.08 |
InpLogic4Lots | 0.05 |
InpLogic5Lots | 0.05 |
| マジックナンバー | 8416401~8416406 |
| 指標 | 結果 |
|---|---|
| 総純利益 | 3,421,466 JPY |
| 総利益 | 7,236,466 JPY |
| 総損失 | -3,815,062 JPY |
| プロフィットファクター | 1.9 |
| 期待利得 | 274.71 JPY |
| 残高最大ドローダウン | 162,705 JPY(4%) |
| 有効証拠金最大ドローダウン | 190,475 JPY(4%) |
| リカバリーファクター | 17.96 |
| シャープレシオ | 15.33 |
| 総取引数 | 12,455 |
| 利益トレード | 9,432(75.73%) |
| 損失トレード | 3,023(24.27%) |
| 最大利益トレード | 25,821 JPY |
| 最大損失トレード | -42,722 JPY |
| 平均利益トレード | 767 JPY |
| 平均損失トレード | -1,262 JPY |
| 最大連勝 | 59回(55,424 JPY) |
| 最大連敗 | 11回(-9,406 JPY) |
| 平均保有時間 | 31分34秒 |
上記は提供されたバックテストレポートに記載された結果であり、将来の利益を保証するものではありません。
Price: $158.79 (taxed)
¥25,000(taxed)
●Payment
Sales from : -
Price: $158.79 (taxed)
¥25,000(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
