GBPJPY Anomaly v03|プロセスデザインの結晶。嘘を削ぎ落とした純粋物理エンジン
- 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...
GBPJPY Anomaly v03 ― 週明けアノマリー(SEMURAラボ)
週明け直後のポンド円に現れる一方向の偏りだけを狙う自動売買EA(MetaTrader 4)です。相場の方向を予測する要素は一切ありません。
毎週月曜 01:30 に買い、60分後に決済する。それだけです。
週末の二日間、市場が閉じている間に溜まった需給は、週が明けた直後に出てきます。本EAはその局面だけを、毎週一度だけ取りに行きます。
ロジック
| 項目 | 内容 |
|---|---|
| 銘柄 / 時間足 | GBPJPY / M1(1分足)に適用 |
| エントリー | 毎週月曜 01:30(サーバー時刻)の足が確定した瞬間に成行で買い |
| 方向 | 買いのみ(売りは行いません) |
| 決済 | 60分経過 または 損切40pip |
| 建玉 | 1枚のみ・単建て |
| テイクプロフィット | なし |
| フィルタ | なし(移動平均も値幅も出来高も見ません) |
ナンピン・マーチンゲール・積み増しは一切ありません。損失が想定を超えて膨らむ構造がありません。
バックテスト成績(実測)
MetaTrader 4 / Axiory demo / GBPJPY M1 / 全ティック(モデリング品質 25.00%※)/ 不整合チャートエラー 0 / 2016.01.04–2025.12.30(約10年)/ 初期証拠金 10,000 / スプレッド 1.0pip / 0.06ロット固定
- 総取引数: 298
- 純益: +887.31
- 総利益 / 総損失: +1,347.13 / -459.82
- プロフィットファクタ: **2.93**
- 期待利得: 2.98
- 最大ドローダウン: **0.55%**(58.27)
- 勝率: **71.14%**(212勝 / 86敗)
- 買い / 売り: 298 / 0
- 決済内訳: 時間切れ 285 / 損切 13
上記は取引手数料を含んだ実測値です(1取引あたり約0.36、約1.0pip相当)。
※M1(最小足)に適用するEAのため、全ティックでもモデリング品質の上限は25%です。本EAは足の確定を待って発注し、足の中の値動きの経路に依存しないため、この品質でも執行は忠実に再現されます。
※ドローダウン0.55%は「0.06ロット・初期証拠金10,000」での数値です。ドローダウンは運用ロットに比例して大きくなります。運用ロットは購入者ご自身の資金・リスク許容度でご判断ください。
※保有は最長60分で日をまたがないため、スワップは原則として発生しません。
取引頻度について
週明けの取引開始がサーバー時刻で01:30より後になる週は、01:30の足が存在しないため発注しません。この仕様により、実際の発注は月曜のうちおよそ6割、年におよそ30回となります。上記の検証結果もこの挙動を含んだ数値です。
取引回数が少ないため、短期間の成績のばらつきは大きくなります。長期で積み上げる設計であることをご理解ください。
堅牢性
- 損切が発動したのは298回中13回(4.4%)。成績の大半は時間切れ決済によるもので、損切は想定外の逆行に備えた保険として機能しています。
- 保有は最長60分。持ち越しをせず、週末リスクも長時間保有もありません。
- パラメータは尖った1点ではなく広い範囲で成立します。参入時刻を前後に20分ずらしても、保有時間を45分〜180分の間で変えても、優位性は保たれます。
設計について
本EAは、開発の過程で徹底的に機能を削ぎ落として仕上げました。条件を足すほど検証上の数字は良く見えますが、実際の運用との差は広がります。残したのは「いつ買い、いつ決済するか」だけです。テスターで見えた挙動がそのまま実運用で再現されることを、何よりも重視しました。
ご利用にあたって
エントリー時刻はブローカーのサーバー時刻です。検証と異なるサーバー時間帯のブローカーでは、別の相場局面を取引することになります。必ず検証環境と同じ時間帯のブローカーでご利用ください(入力 EntryHour で調整も可能です)。
同梱物
EA本体(.mq4)/ 取扱説明書(日本語・英語)/ StrategyTester レポート(.htm)・資産曲線(.gif)
ご注意(免責)
本EAは過去検証に基づく自動売買ツールであり、将来の利益を保証するものではありません。エントリー時刻および損切幅は過去データの検証に基づいて選定されており、相場環境の変化により成績は変動します。取引はご自身の判断と責任において行ってください。
プロセスデザインエンジニア SEMURA
●Payment
●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
