戻り酒
- 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...
○戦略コンセプト
低ドローダウンと長期にわたって安定して利益を出し続けることを目的とした資産運用型のEAです
短期間で大金を稼ぐEAではありません。
FXでは、前日閉場から取引開始時点で、価格に「窓(ギャップ)」が生じることがあります。市場が閉まっている間に発表される経済指標や要人発言、地政学リスクなどを受けて、取引が再開された瞬間に価格が飛ぶ現象です。
「戻り酒」は、このギャップが独自の基準を超えて開いた場合に、値動きが元の水準に向かって戻ろうとする傾向を利用した逆張りロジックです。窓が開いた方向とは逆方向にエントリーし、価格が戻ってくる動きを一定の利益幅で確定します。
窓埋めロジックはエントリーの少なさがネックですが、複数通貨を使用することで取引回数を増やし、DDの少ない特徴のため19通貨同時運用でDD一桁を実現します。
複数通貨運用はロット計算がリスク管理上カギになりますので、ロット計算機も付属します
エントリー・決済ルール(概要)
1. 1日の最初の値動きが確定した瞬間、前日終値との価格差を算出
2. 独自のアルゴリズムにより、その週末の窓が「エントリ ーに値する規模」かどうかを判定3. 条件を満たした場合、窓が開いた方向とは逆方向に、成行で即座にエントリー(検証の結果、様子見せず即時に入ることが成績を大きく左右することが分かっています)
4. あらかじめ設定した利益確定・損切り水準に到達するか、一定期間が経過した時点で自動的に決済
具体的な判定基準・SL/TP幅の計算式については、戦略の性質上、非公開とさせていただきます。
検証実績(2016年7月〜2026年7月、約10年間) • 対象:19通貨 主要・マイナー通貨ペア(一部、成績が安定しないペアは除外)
総取引数: 1,217回
PF 2.23
全19通貨ペアでのプラス収支達成: すべての通貨ペアで最終損益がプラス(黒字)を維持しており、ポートフォリオ全体として非常に安定した収益特性を示しています。
19通貨すべてが10年間バックテストでドローダウン1%未満
19通貨への分散型ロジックで相場状況に関わらず安定した収益を生み出します。
検証は、MT5(OANDA Japan)の実データ(実測スプレッド込み)を用いたバックテストに加え、実際のMT5環境でのフォワードテスト・実測との突き合わせを重ねて行っています。エントリーのタイミング、決済判定の精度、各種パラメータの調整など、複数の観点から段階的に見直しを行い、現在の仕様に至っています。
特徴 • シンプルな操作: 入力項目はロット数とマジックナンバーのみ。細かい設定に悩む必要がありません
• 週1回程度の低頻度取引: 通貨ペアあたり平均して月に数回程度のエントリー機会。ポジション保有時間も短く、スワップやチャートに張り付く必要がありません
• 他の手法との分散効果: 週末特有のタイミングでのみ機能するロジックのため、通常の順張り・逆張り手法とは異なる値動きの局面で収益機会を作れます
リスクについて(必ずお読みください) • 過去の実績は将来の成果を保証するものではありません • 本検証はMT5(OANDA Japan)における実データ・実測スプレッドを反映したものですが、ご利用のブローカー・口座環境によって、スプレッドや約定条件が異なり、成績が変動する可能性があります • 週末の値動きは、稀に非常に大きく動くことがあり、想定を超える損失が生じる可能性があります(損切りは設定していますが、急激な値動きの際にはスリッページにより設定通りに約定しない場合があります) • 複数の通貨ペアを同時運用する場合、証拠金に十分な余裕を持ったロット設計を行ってください
●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
