TokyoDuo ― 東京市場 2 戦略 EA (MT5 / M5、損切りあり)
- 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...
ドル円 (USD/JPY) とユーロ円 (EUR/JPY) で動く、性格が逆の 2 つの戦略を 1 つにまとめた EA です。USD/JPY の M5 チャートに 1 枚設置するだけで、両方が動きます。
1. 短時間の売り (USD/JPY、EUR/JPY。保有は 1〜2 時間、取引は月に数日)
2. ブレイクアウト (USD/JPY。買い・売りの両方、当日中に決済)
1 は「行き過ぎが戻る」動きを、2 は「抜けた方向に続く」動きを取ります。2 つの戦略の損益の相関はほぼゼロ (日次 −0.01、月次 0.00) で、片方が不調な年をもう片方が補います。取引する時間帯が重ならないので、2 つの戦略が同時に建つことはありません。
全ての取引に損切りを置きます。ナンピン、マーチンゲール、両建てはありません。週末の持ち越しもありません。
ロットは有効証拠金に対する損失上限で決める複利です。同時に持つのは最大 2 ポジションです。
【成績】 バックテスト (OANDA 配信の過去価格、スプレッド込み。日をまたぐ保有がないためスワップは 0)
期間: 2015 年 1 月〜2026 年 9 月 (11 年 8 ヶ月)
初期額: 1,000,000 円
収益: +13,469,548 円 (最終残高 14,469,548 円)
年率 (複利): 25.8%
プロフィットファクター: 1.41
取引数: 4,497 回 (勝率 51.4%、年およそ 385 回)
最大ドローダウン (含み損込み、資産比): 11%
証拠金維持率の最小: 197%
2015〜2025 年の 11 暦年すべてで確定損益がプラス (2026 年は 9 月 4 日までで +9%)
年別の損益 (%)
2015 +7 / 2016 +15 / 2017 +28 / 2018 +16
2019 +2 / 2020 +40 / 2021 +18 / 2022 +37
2023 +36 / 2024 +46 / 2025 +58 / 2026 +9 (9 月 4 日まで)
※ 過去データによる検証結果で、公開フォワードとは別の実績です。将来の成果を保証するものではありません。
※ 戦略 2 は成行で建てるため、実際の約定はバックテストより不利になります。実ティックでの検証では建値が平均 0.35 pips 不利でした。この分を見込むと年率は 2 割ほど下がる見込みです (推計であり、実現した数字ではありません)。
※ 戦略 2 は買い側が主力で、2021 年以降の円安局面の追い風を含みます。
【この EA の特徴】
1. 全取引に損切り。ナンピン・マーチンゲール・両建てなし
2. 当日中に決済。週末の持ち越しなし
3. 性格が逆で、相関がほぼゼロの 2 戦略。片方が不調な年をもう片方が補う
4. 年およそ 385 回の取引。実績の積み上がりが速い
5. 戦略ごとに入力値でオン・オフ可能。マジックナンバーも別
6. 推奨証拠金 100 万円、日本円口座、国内 25 倍口座で運用できる設計
【検証の方法】
2 つの戦略は別々に、事前に決めた規則と合格線で検査しました。パラメータを結果に合わせて調整していません。2015〜2020 年で選んだ規則を 2021〜2026 年で確認し、2 つの価格データで同じ結果になることを確かめています。
【向いている方】
・年率より「DD が浅いこと」「毎年プラスで終わること」を優先する方
・ナンピン型の EA と組み合わせてリスクを分散したい方
・夜間や週末の持ち越しを避けたい方
【当方の JpyTrio との違い (ご購入前にご確認ください)】
本 EA の 2 つの戦略は、当方の JpyTrio の戦略と一部重なります。JpyTrio は今後のバージョンで本 EA の戦略 1 と同じ戦略を含む予定です。また JpyTrio の買い戦略の 1 つは、本 EA の戦略 2 と同じ日に同じ方向で建つことがあります (本 EA の戦略 2 の取引の約 16%)。同じ口座で両方を動かすと、重なる日に同じ方向のポジションが増え、リスクが大きくなります。併用を前提にした商品ではありません。
・持ち越しを避けたい、DD を浅くしたい方 → TokyoDuo
・年率を優先し、夜間や複数日の保有を許容できる方 → JpyTrio
【ご注意】
・1 取引の利幅は数 pips〜十数 pips の積み上げです。スプレッドの狭い業者 (USD/JPY 1 pip 以下、EUR/JPY 1.5 pips 以下) を推奨します。
・VPS での常時稼働を推奨します。決済の時刻に MT5 が動いている必要があります。
・投資にはリスクがあります。余裕資金で、ご自身の判断で運用してください。
●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
