WeekOpen Portfolio ― 週明けアノマリー6通貨ポートフォリオEA【MT4】
- 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...
WeekOpen Portfolio ― 週明けギャップ・リバーサル 6通貨ポートフォリオ
概要
週明けの為替市場に繰り返し現れる「窓開け後の値戻り」を捉える、時間アノマリー型の6通貨ポートフォリオEAです。
USDJPY / EURUSD / GBPUSD / NZDUSD / USDCAD / AUDUSD の6通貨それぞれに同一ロジックを適用し、各通貨のエッジを1口座で束ねることで、単一通貨より安定した資産曲線を目指します。
インジケーター不使用。 判定に使うのは「週末をまたいだ時間の断絶」と「価格」だけ。パラメータは全通貨共通で、通貨ごとの個別最適化は行っていません。
ロジック
エントリー: 週末の休場(時間の断絶)を検知した直後、市場が実際に再開する最初の足でロング。
決済: エントリーから一定時間後に時限決済。損切り・利確を併用。
建玉: 各通貨とも単建て。週をまたいだ持ち越しはありません。
自己アンカー設計: エントリーは「◯曜◯時」という固定時刻ではなく「市場が開いた瞬間」に紐づきます。そのため、ブローカーのサーバー時刻(GMTオフセット)が異なっても、同じ挙動で動作します。
固定時刻に依存するEAは、購入者のブローカーのサーバー時刻が開発環境と違うと別の時間に発注してしまい、バックテストが再現しないことがあります。本EAはその問題を構造的に回避しています。
バックテスト(1通貨あたり)
期間: 2016年1月 〜 2026年6月(約10.5年)
データ: AxioryAsia デモ口座 M1・全ティック
スプレッド: 10ポイント(1.0pips)を明示的に負担
| 通貨 | プロフィットファクター | 総取引数 | 勝率 |
| USDJPY | 2.13 | 544 | 69.7% |
| EURUSD | 1.50 | 545 | ― |
| GBPUSD | 3.04 | 539 | ― |
| NZDUSD | 2.74 | 545 | ― |
| USDCAD | 2.44 | 545 | ― |
| AUDUSD | 2.31 | 545 | ― |
6通貨とも10年超のバックテストでプロフィットファクター1.5以上。同一ロジック・同一パラメータで、通貨を横断してエッジが確認できます。
運用方法
6通貨それぞれのチャート(時間足はM1)にEAを適用します。
各チャートで MagicNumber を別の値に設定してください(例: 49001〜49006)。
自動売買をONにします。
推奨ロットは資金に応じて調整してください。 バックテストは 0.01lot / 初期資金1万通貨相当を基準にしています。
ご購入前にお読みください(正直な開示)
私たちは、良く見える数字を作るためのEAは提供しません。以下は事実として開示します。
成績は後半(2020年以降)に厚く出ています。 2016〜2019年の成績は穏やかで、特定の年は小幅なマイナスもあります。これは市場構造の変化を反映している可能性がありますが、将来も同じ比率で続く保証はありません。年別成績はバックテストで確認できます。
実運用はスプレッドやスリッページの影響を受けます。 バックテストは1.0pipsのコストを負担した数字ですが、ご利用のブローカー・時間帯によっては、これより不利になる場合があります。
週明けという限られた機会を狙うため、取引回数は多くありません(1通貨あたり年約50回)。6通貨を束ねることで回転数を確保する設計です。
過去の成績は将来の利益を保証するものではありません。投資は自己責任でお願いいたします。デモ口座での動作確認を経てからのご利用を推奨します。
収録内容
EA本体(WeekOpen_Portfolio_v1.ex4 / mq4ソース付き)
6通貨分のバックテストレポート
SEMURA Lab.
●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
