自動最適化クロスエントリーシステム Ver2.0
Comments(25)
- Whole period
- 2 years
- 1 year
- 6 months
- 3 months
- 1 month
Profit
:
724,035JPYProfit Factor
:
1.28Rate of return risk
?
:
2.25Average Profit
:
4,739JPYAverage Loss
:
-2,530JPYBalance
?
:
1,724,035JPYRate of return (all periods)?
:
69.29%Win Rate
:
40.52%
(707/1745)
Maximum Position
?
:
7Maximum Drawdown
?
:
26.17%
(321,130JPY)
Maximum Profit
:
30,040JPYMaximum Loss
:
-10,720JPYRecommended Margin
?
:
1,044,930JPYUnrealized P/L
:
8,520JPYDeposit
?
:
1,000,000JPYCurrency
:
JPY- Account
Operable Brokers
Usable with MT4-adopting brokers.
Forward testing (Profit)
Product Statistics
Product Comments
Monthly Statistics
2025
2024
2023
2022
2021
- Jan
- Feb
- Mar
- Apr
- May
- Jun
- Jul
- Aug
- Sep
- Oct
- Nov
- Dec
Calendar for Months
About EA's Strategy
Translating...
Currency Pairs
[USD/JPY]
[EUR/JPY]
Trading Style
[Swing Trading]
Maximum Number Position
4
Maximum Lot
0.1
Chart Time Frame
H1
Maximum Stop Loss
100
Take Profit
300
Straddle Trading
No
Application Type
Metatrader Auto Trading
Other File Usages
No
【自動最適化クロスエントリーシステムを安定化!パラメータ調整の不要化を目指したMAクロス戦略システム】
※「自動最適化クロスエントリーシステム(無印)」をご購入いただいた方向けには、半額+おまけつきの優待販売版をご用意しております。
「自動最適化クロスエントリーシステム(無印)」を既にお持ちの方は、優待版の販売ページをご参照ください。
○このEAは・・・○
※自動最適化クロスエントリーシステムをより安定運用するためにロジック修正を加えたシステムです。
MAクロスでエントリー・イクジットを判断する基本的なロジックですが、直近のトレンドから最適な長期足・短期足の選定を行うことで相場の動きに繊細に対応します。
また、適切な長期足・短期足が存在しないレンジ相場の場合は極力エントリーを行わないため、トレンドフォロー型EAにありがちなレンジ相場でのドローダウンを極力抑えた作りとしています。
※バックテストは過去10年間のデータです。トレンドの出ている収益拡大期と、レンジ相場の多い収益停滞期を経つつ、右肩上がりの利益曲線を実現していることが見えると思います。
○前バージョンとの違い○
本バージョン(Ver2.0)では、以前のバージョンに対してよりエントリータイミングを吟味するようにロジック修正を行っているため、以前に比べてエントリー回数は抑え目になります。トレンドに乗ったときの利益が控えめになる代わり、ドローダウンを小さく抑えることで継続的な安定収益をもたらすことで、「パラメータの調整をしなくてもいいシステム」の実現を目指しました。
※リスクを取りつつ、よりアクティブに取引を行いたい場合は以前のバージョンのご利用をお勧めいたします。
(以前のバージョンでは大きなトレンドをつかみやすくはなりますが、ボラティリティの高いレンジ相場に比較的弱いという特性があります)
また、本バージョンでは、ストップロス値の最適化機能も実装いたしました。sl_adjust値をtrueに設定することで、2段階のストップロス値から最適化したストップロス値を選出できるようになります。
ストップロスを最適化することで、騙しの多いレンジ相場において損失を抑えることができるようになります。本パラメータをONにする場合は、MaxPosの値をデフォルト値から減らすとよりドローダウンの安定化を図ることができます(設定値は2を推奨)。
なお、推奨ペアのひとつであるドル円の場合は、バックテストにてsl_adjust = falseのほうがドローダウンが安定することが分かったためデフォルト値はfalseとしています。
これは適用する通貨ペアの特性によって結果が変わってくると思いますので、ほかの通貨ペアに設定する場合はバックテストを行い、両設定値のどちらがよいか通貨ペアに応じて確認するのがよいかと思います。
○パラメータの設定値○
設定可能なパラメータは以下のとおりです(記載はデフォルト値)。
※ユーザ様にて適宜設定する必要があるパラメータと、アドバンスド(基本的にいじらなくてもよいパラメータ)で分けて記載しました。
---------------------------------------------------------------------
【ユーザ様にて設定したほうがよいパラメータ】
Lots = 0.1:エントリーする際のロット数です
CompoundMode = false:円建て口座またはドル建て口座の場合は複利モードを選択できます(Trueの場合、Lotsより優先して設定されます)
LossRatio = 5:複利モードONの場合のみ有効です。一度のストップロスで資産の何%までの損失を許容するかを選択します
MaxPos = 4:最大で持つポジション数です
MagicNo = 3467:設定するマジックナンバーです
MAX_sl_pips = 100:ストップロスの最大値です(Pips指定)。以下のsl_adjust = falseであればストップロスはこの値で固定になりますが、sl_adjust = trueにすると、この値を最大としてストップロス値を2段階で最適化します(デフォルト値の場合、50pips or 100pips)
sl_adjust = false:ストップロスの最適化を行うかどうかを設定します
tp_pips = 300:テイクプロフィット値です(Pips指定)
trailingpips = 100:エントリー後、これだけのPips数の含み益が発生するとトレイリングを行います
Slippage = 1:スリッページを許容するPips数です
---------------------------------------------------------------------
---------------------------------------------------------------------
【基本的にいじらなくてもよいパラメータ】
(最適化条件を細かく調整するための設定です)
TankiMAMin = 5:短期足の移動平均線(最小値)です
TankiMAMax = 21:短期足の移動平均線(最大値)です
TankiAdjStep = 2:適切な短期足を決めるためのステップ値です
ChokiMAMin = 20:長期足の移動平均線(最小値)です
ChokiMAMax = 75:長期足の移動平均線(最大値)です
ChokiAdjStep = 5:適切な長期足を決めるためのステップ値です
AdjustInterval = 48:この本数足が確定すると、パラメータ適正化を行います
AdjustCheckMargin = 240:パラメータ適正化を行う対象となる過去足の本数です。小さくし過ぎるとエントリー機会が減り、大きくし過ぎるとトレンドに合わない足が選定される可能性が高くなります
MarketOpenAdjust = true:月曜マーケットオープン時に初期化するかどうか選択します
Difference_from_EET = 0:上記の初期化処理を使用する場合、EETからの時間差分を入力します(※アルパリ、オアンダについては変更不要です。その他業者についてはコミュニティでご質問いただければ回答いたします)
---------------------------------------------------------------------
○さいごに○
質問などあればコミュニティなどでコメントをお願いします。
可能な範囲でご回答させていただきます!
Sales from
:
01/07/2015 03:37
Purchased: 8times
Price:¥16,800 (taxed)
About 1-Click Order
●Payment







Forward Test
Back Test
Sales from : 01/07/2015 03:37
Purchased: 8times
Price:¥16,800 (taxed)
About 1-Click Order
●Payment







About Forex Automated Trading
What is Forex Automated Trading (MT4 EA)?
Forex Automated Trading refers to trading that is automated through programming, incorporating predetermined trading and settlement rules. There are various methods to conduct automated trading, but at GogoJungle, we deal with Experts Advisors (hereinafter referred to as EA) that operate on a trading platform called MT4.
Trading Types of Forex Automated Trading
There are various types of EAs (Expert Advisors) for different trading types that can be used on MT4.
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)
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)
Risks, Advantages, and Disadvantages of Forex Automated Trading
When engaging in Forex, there are risks in automated trading just as there are in discretionary trading.
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.
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.
Equipment and Environment Needed for Automated Trading Operation
The requirements for operating automated trading (EA) on MT4 are as follows:
・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.
・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.
Installation of MT4 and Account Login
If you open an account with a forex broker that supports MT4, you can use MT4 as provided by that forex broker. MT4 is a stand-alone type of software that needs to be installed on your computer, so you download the program file from the website of the FX company where you opened the account and install it on your computer.
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.
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.
How to Install EA on MT4
To set up an EA when you purchase it through GogoJungle, follow the steps below:
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.
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.
In Case You Want to Change the Account in Use
EAs from GogoJungle can be used with one real account and one demo account per 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.
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.
Solutions for Errors During Web Authentication or Non-Functional Account Trading
If you encounter an error with Web authentication, or if the EA is trading on GogoJungle's forward performance page but not on your own account, there could be various reasons. For more details, please refer to the following link:
→ Items to Check When EA is Not Operating
→ Items to Check When EA is Not Operating
About the Size of Trading Lots
In Forex trading, the size of a lot is usually:
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.
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.
Glossary of Automated Trading
・Profit Factor: Total Profit ÷ Total Loss
・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)
・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)
Useful related pages
・How to Install MT4 EA (Expert Advisor) and Indicators
・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
・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