直近二日の高値、安値のブレイクアウト戦略EA検証[MT4]
公開日:
:
無料配布EA(MT4 用) MT4, 無料ea
目次/もくじ
もともと昔から「日の高値、安値のブレイクアウト」、もしくは「高値・安値に数pips幅を持たせたラインのブレイクアウト」は戦略としては有名だったのですが、久しぶりに改めて検証してみると、特定の通貨ぺアに絞れば比較的使えるケースもあるんじゃないかと思う今日この頃です。
ただし、通貨ペアはUSDJPY, EURJPY, GBPJPY.などの対JPYに絞った方が賢明です。
これは、おそらく日本円の主体性のなさに、相場の優位性というか偏りのようなものが発生する要因が内在しているのではないかと思います。
バックテスト結果

2019/1/1~2019/12/31 GBPJPY (時間枠は任意) スプレッド:2 PF:1.66 DD:0.38 勝率:47.73%

2019/1/1~2019/12/31 GBPJPY (時間枠は任意) スプレッド:30 PF:1.66 DD:0.38 勝率:47.62%

2019/1/1~2019/12/31 USDJPY (時間枠は任意)
トレード回数はそれほど多くないですが、PF=1.8なのでまずまずでしょう。広いスプレッド(2pips~3pips)でも問題なく耐えられるというのも強いメリットだと思います。
デイブレイクアウト手法の問題は、”どこの時間帯で一日をくくるか”というところにあります。日本時間でデイブレイクアウトをする場合、その相場に参加しているトレーダーの大多数が日本時間で活動している裁量トレーダーだという前提があります。
しかし、そもそも大多数のトレーダーが特定のGMTで活動しているわけでも、起きている時間に裁量でトレードしているわけでもないので、その仮説というか前提は比較的脆いものだと思います。
「結果が出ているからいいじゃないか」というのはもちろんそうなのですが、おそらく他の何か要因が関係しているような気がします。
EA入手方法
現在、EAを持て余したプログラマによる EA無料使い放題企画をしています。EAのパスコードは企画参加者に配布しています。
詳しくはこちら

※無料配布は予告なく終了する可能性があります。
指定の通貨ペア&時間枠でしか稼働しない処理をしていることがあります。
その場合は、EAの設定の共有タブにこのページへのリンクがあるので、それで確認するとスムーズです。
バックテスト履歴
2019/1/1~2019/12/31 GBPJPY (時間枠は任意)
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 01.02 00:20 | buy stop | 1 | 0.01 | 152.511 | 152.020 | 153.494 | ||
| 2 | 01.02 10:02 | buy | 1 | 0.01 | 152.511 | 152.020 | 153.494 | ||
| 3 | 01.02 11:50 | s/l | 1 | 0.01 | 152.020 | 152.020 | 153.494 | -4.55 | 9995.45 |
| 4 | 01.02 11:50 | buy stop | 2 | 0.01 | 152.511 | 152.020 | 153.494 | ||
| 5 | 01.02 18:46 | buy | 2 | 0.01 | 152.511 | 152.020 | 153.494 | ||
| 6 | 01.03 16:40 | s/l | 2 | 0.01 | 152.020 | 152.020 | 153.494 | -4.56 | 9990.89 |
| 7 | 01.03 16:40 | buy stop | 3 | 0.01 | 152.735 | 152.300 | 153.605 | ||
| 8 | 01.04 00:00 | delete | 3 | 0.01 | 152.735 | 152.300 | 153.605 | ||
| 9 | 01.08 11:40 | buy stop | 4 | 0.01 | 153.637 | 153.171 | 154.569 | ||
| 10 | 01.09 00:00 | delete | 4 | 0.01 | 153.637 | 153.171 | 154.569 | ||
| 11 | 01.09 03:20 | buy stop | 5 | 0.01 | 153.669 | 153.269 | 154.469 | ||
| 12 | 01.10 00:00 | delete | 5 | 0.01 | 153.669 | 153.269 | 154.469 | ||
| 13 | 01.12 00:15 | sell stop | 6 | 0.01 | 150.191 | 150.598 | 149.377 | ||
| 14 | 01.15 00:00 | delete | 6 | 0.01 | 150.191 | 150.598 | 149.377 | ||
| 15 | 01.16 00:02 | buy stop | 7 | 0.01 | 152.807 | 152.369 | 153.683 | ||
| 16 | 01.16 02:20 | buy | 7 | 0.01 | 152.807 | 152.369 | 153.683 | ||
| 17 | 01.16 10:50 | s/l | 7 | 0.01 | 152.369 | 152.369 | 153.683 | -4.06 | 9986.83 |
| 18 | 01.16 10:50 | buy stop | 8 | 0.01 | 152.807 | 152.369 | 153.683 | ||
| 19 | 01.17 00:00 | delete | 8 | 0.01 | 152.807 | 152.369 | 153.683 | ||
| 20 | 01.17 00:00 | buy stop | 9 | 0.01 | 153.099 | 152.573 | 154.152 | ||
| 21 | 01.17 17:45 | buy | 9 | 0.01 | 153.099 | 152.573 | 154.152 | ||
| 22 | 01.17 20:50 | t/p | 9 | 0.01 | 154.152 | 152.573 | 154.152 | 9.76 | 9996.59 |
| 23 | 01.19 08:45 | buy stop | 10 | 0.01 | 154.579 | 154.099 | 155.539 | ||
| 24 | 01.22 00:00 | delete | 10 | 0.01 | 154.579 | 154.099 | 155.539 | ||
| 25 | 01.22 01:20 | sell stop | 11 | 0.01 | 153.109 | 153.767 | 151.794 | ||
| 26 | 01.23 00:00 | delete | 11 | 0.01 | 153.109 | 153.767 | 151.794 | ||
| 27 | 01.23 11:20 | buy stop | 12 | 0.01 | 155.250 | 154.329 | 157.092 | ||
| 28 | 01.24 00:00 | delete | 12 | 0.01 | 155.250 | 154.329 | 157.092 | ||
| 29 | 01.24 00:00 | buy stop | 13 | 0.01 | 155.403 | 154.566 | 157.077 | ||
| 30 | 01.24 17:20 | buy | 13 | 0.01 | 155.403 | 154.566 | 157.077 | ||
| 31 | 01.25 21:07 | s/l | 13 | 0.01 | 154.566 | 154.566 | 157.077 | -7.78 | 9988.82 |
| 32 | 01.25 21:07 | buy stop | 14 | 0.01 | 155.705 | 154.916 | 157.284 | ||
| 33 | 01.26 00:00 | delete | 14 | 0.01 | 155.705 | 154.916 | 157.284 | ||
| 34 | 01.26 00:00 | buy stop | 15 | 0.01 | 156.084 | 155.254 | 157.744 | ||
| 35 | 01.29 00:00 | delete | 15 | 0.01 | 156.084 | 155.254 | 157.744 | ||
| 36 | 01.30 13:50 | sell stop | 16 | 0.01 | 152.823 | 153.422 | 151.625 | ||
| 37 | 01.31 00:00 | delete | 16 | 0.01 | 152.823 | 153.422 | 151.625 | ||
| 38 | 02.02 22:50 | buy stop | 17 | 0.01 | 156.442 | 155.495 | 158.337 | ||
| 39 | 02.05 00:00 | delete | 17 | 0.01 | 156.442 | 155.495 | 158.337 | ||
| 40 | 02.05 00:00 | buy stop | 18 | 0.01 | 156.608 | 156.013 | 157.798 | ||
| 41 | 02.06 00:00 | delete | 18 | 0.01 | 156.608 | 156.013 | 157.798 | ||
| 42 | 02.07 00:00 | sell stop | 19 | 0.01 | 151.201 | 152.054 | 149.495 | ||
| 43 | 02.08 00:00 | delete | 19 | 0.01 | 151.201 | 152.054 | 149.495 | ||
| 44 | 02.08 00:00 | buy stop | 20 | 0.01 | 153.123 | 152.224 | 154.921 | ||
| 45 | 02.08 14:15 | buy | 20 | 0.01 | 153.123 | 152.224 | 154.921 | ||
| 46 | 02.08 18:15 | s/l | 20 | 0.01 | 152.224 | 152.224 | 154.921 | -8.34 | 9980.48 |
| 47 | 02.08 18:15 | buy stop | 21 | 0.01 | 153.123 | 152.224 | 154.921 | ||
| 48 | 02.09 00:00 | delete | 21 | 0.01 | 153.123 | 152.224 | 154.921 | ||
| 49 | 02.14 02:32 | sell stop | 22 | 0.01 | 148.975 | 149.797 | 147.331 | ||
| 50 | 02.14 05:20 | sell | 22 | 0.01 | 148.975 | 149.797 | 147.331 | ||
| 51 | 02.14 21:20 | s/l | 22 | 0.01 | 149.797 | 149.797 | 147.331 | -7.62 | 9972.86 |
| 52 | 02.14 21:20 | sell stop | 23 | 0.01 | 148.975 | 149.797 | 147.331 | ||
| 53 | 02.15 00:00 | delete | 23 | 0.01 | 148.975 | 149.797 | 147.331 | ||
| 54 | 02.15 00:00 | sell stop | 24 | 0.01 | 147.962 | 148.995 | 145.897 | ||
| 55 | 02.16 00:00 | delete | 24 | 0.01 | 147.962 | 148.995 | 145.897 | ||
| 56 | 02.16 00:45 | buy stop | 25 | 0.01 | 150.184 | 149.554 | 151.444 | ||
| 57 | 02.19 00:00 | delete | 25 | 0.01 | 150.184 | 149.554 | 151.444 | ||
| 58 | 02.19 08:20 | sell stop | 26 | 0.01 | 148.777 | 149.371 | 147.590 | ||
| 59 | 02.20 00:00 | delete | 26 | 0.01 | 148.777 | 149.371 | 147.590 | ||
| 60 | 02.21 13:10 | buy stop | 27 | 0.01 | 150.382 | 149.724 | 151.699 | ||
| 61 | 02.21 17:20 | buy | 27 | 0.01 | 150.382 | 149.724 | 151.699 | ||
| 62 | 02.22 01:15 | s/l | 27 | 0.01 | 149.724 | 149.724 | 151.699 | -6.12 | 9966.74 |
| 63 | 02.22 01:15 | buy stop | 28 | 0.01 | 150.934 | 150.174 | 152.454 | ||
| 64 | 02.23 00:00 | delete | 28 | 0.01 | 150.934 | 150.174 | 152.454 | ||
| 65 | 02.23 02:50 | sell stop | 29 | 0.01 | 148.538 | 149.260 | 147.095 | ||
| 66 | 02.26 00:00 | delete | 29 | 0.01 | 148.538 | 149.260 | 147.095 | ||
| 67 | 02.27 00:00 | buy stop | 30 | 0.01 | 150.010 | 149.505 | 151.021 | ||
| 68 | 02.28 00:00 | delete | 30 | 0.01 | 150.010 | 149.505 | 151.021 | ||
| 69 | 02.28 00:16 | sell stop | 31 | 0.01 | 148.836 | 149.324 | 147.860 | ||
| 70 | 02.28 07:46 | sell | 31 | 0.01 | 148.836 | 149.324 | 147.860 | ||
| 71 | 02.28 14:45 | t/p | 31 | 0.01 | 147.860 | 149.324 | 147.860 | 9.05 | 9975.79 |
| 72 | 03.05 00:15 | sell stop | 32 | 0.01 | 144.982 | 145.714 | 143.518 | ||
| 73 | 03.06 00:00 | delete | 32 | 0.01 | 144.982 | 145.714 | 143.518 | ||
| 74 | 03.07 00:20 | buy stop | 33 | 0.01 | 148.011 | 147.282 | 149.469 | ||
| 75 | 03.08 00:00 | delete | 33 | 0.01 | 148.011 | 147.282 | 149.469 | ||
| 76 | 03.08 00:00 | sell stop | 34 | 0.01 | 146.231 | 146.900 | 144.893 | ||
| 77 | 03.09 00:00 | delete | 34 | 0.01 | 146.231 | 146.900 | 144.893 | ||
| 78 | 03.09 00:00 | buy stop | 35 | 0.01 | 147.659 | 147.014 | 148.949 | ||
| 79 | 03.09 14:10 | buy | 35 | 0.01 | 147.659 | 147.014 | 148.949 | ||
| 80 | 03.13 12:20 | t/p | 35 | 0.01 | 148.949 | 147.014 | 148.949 | 11.95 | 9987.74 |
| 81 | 03.14 16:20 | buy stop | 36 | 0.01 | 149.380 | 148.572 | 150.996 | ||
| 82 | 03.15 00:00 | delete | 36 | 0.01 | 149.380 | 148.572 | 150.996 | ||
| 83 | 03.15 00:00 | sell stop | 37 | 0.01 | 147.750 | 148.458 | 146.335 | ||
| 84 | 03.15 11:40 | sell | 37 | 0.01 | 147.750 | 148.458 | 146.335 | ||
| 85 | 03.19 12:15 | s/l | 37 | 0.01 | 148.458 | 148.458 | 146.335 | -6.99 | 9980.74 |
| 86 | 03.19 12:15 | sell stop | 38 | 0.01 | 147.247 | 147.741 | 146.260 | ||
| 87 | 03.20 00:00 | delete | 38 | 0.01 | 147.247 | 147.741 | 146.260 | ||
| 88 | 03.21 00:00 | buy stop | 39 | 0.01 | 149.792 | 149.183 | 151.011 | ||
| 89 | 03.21 20:10 | buy | 39 | 0.01 | 149.792 | 149.183 | 151.011 | ||
| 90 | 03.22 14:40 | s/l | 39 | 0.01 | 149.183 | 149.183 | 151.011 | -5.66 | 9975.09 |
| 91 | 03.22 14:40 | buy stop | 40 | 0.01 | 150.306 | 149.629 | 151.661 | ||
| 92 | 03.23 00:00 | delete | 40 | 0.01 | 150.306 | 149.629 | 151.661 | ||
| 93 | 03.26 01:20 | sell stop | 41 | 0.01 | 147.670 | 148.321 | 146.369 | ||
| 94 | 03.27 00:00 | delete | 41 | 0.01 | 147.670 | 148.321 | 146.369 | ||
| 95 | 03.27 15:02 | buy stop | 42 | 0.01 | 150.108 | 148.994 | 152.337 | ||
| 96 | 03.28 00:00 | delete | 42 | 0.01 | 150.108 | 148.994 | 152.337 | ||
| 97 | 03.28 00:00 | buy stop | 43 | 0.01 | 150.495 | 149.714 | 152.057 | ||
| 98 | 03.28 21:20 | buy | 43 | 0.01 | 150.495 | 149.714 | 152.057 | ||
| 99 | 03.29 10:20 | s/l | 43 | 0.01 | 149.714 | 149.714 | 152.057 | -7.26 | 9967.83 |
| 100 | 04.02 01:15 | sell stop | 44 | 0.01 | 148.812 | 149.134 | 148.169 | ||
| 101 | 04.02 18:45 | sell | 44 | 0.01 | 148.812 | 149.134 | 148.169 | ||
| 102 | 04.03 09:20 | s/l | 44 | 0.01 | 149.134 | 149.134 | 148.169 | -3.10 | 9964.74 |
| 103 | 04.04 12:20 | buy stop | 45 | 0.01 | 149.958 | 149.226 | 151.423 | ||
| 104 | 04.04 17:45 | buy | 45 | 0.01 | 149.958 | 149.226 | 151.423 | ||
| 105 | 04.09 16:20 | t/p | 45 | 0.01 | 151.423 | 149.226 | 151.423 | 13.55 | 9978.29 |
| 106 | 04.10 00:00 | buy stop | 46 | 0.01 | 151.492 | 150.991 | 152.494 | ||
| 107 | 04.10 09:20 | buy | 46 | 0.01 | 151.492 | 150.991 | 152.494 | ||
| 108 | 04.12 16:50 | t/p | 46 | 0.01 | 152.494 | 150.991 | 152.494 | 9.29 | 9987.58 |
| 109 | 04.16 00:00 | buy stop | 47 | 0.01 | 153.851 | 153.215 | 155.123 | ||
| 110 | 04.17 00:00 | delete | 47 | 0.01 | 153.851 | 153.215 | 155.123 | ||
| 111 | 04.19 14:15 | sell stop | 48 | 0.01 | 152.058 | 152.843 | 150.488 | ||
| 112 | 04.19 20:10 | sell | 48 | 0.01 | 152.058 | 152.843 | 150.488 | ||
| 113 | 04.27 13:50 | t/p | 48 | 0.01 | 150.488 | 152.843 | 150.488 | 13.71 | 10001.29 |
| 114 | 05.01 00:00 | sell stop | 49 | 0.01 | 149.836 | 150.340 | 148.829 | ||
| 115 | 05.01 12:02 | sell | 49 | 0.01 | 149.836 | 150.340 | 148.829 | ||
| 116 | 05.03 12:15 | t/p | 49 | 0.01 | 148.829 | 150.340 | 148.829 | 9.13 | 10010.41 |
| 117 | 05.07 00:20 | sell stop | 50 | 0.01 | 147.058 | 147.676 | 145.822 | ||
| 118 | 05.08 00:00 | delete | 50 | 0.01 | 147.058 | 147.676 | 145.822 | ||
| 119 | 05.09 00:00 | sell stop | 51 | 0.01 | 147.050 | 147.563 | 146.024 | ||
| 120 | 05.10 00:00 | delete | 51 | 0.01 | 147.050 | 147.563 | 146.024 | ||
| 121 | 05.10 14:20 | buy stop | 52 | 0.01 | 149.195 | 148.447 | 150.692 | ||
| 122 | 05.11 00:00 | delete | 52 | 0.01 | 149.195 | 148.447 | 150.692 | ||
| 123 | 05.15 16:15 | buy stop | 53 | 0.01 | 149.068 | 148.492 | 150.221 | ||
| 124 | 05.15 19:40 | buy | 53 | 0.01 | 149.068 | 148.492 | 150.221 | ||
| 125 | 05.16 12:15 | s/l | 53 | 0.01 | 148.492 | 148.492 | 150.221 | -5.35 | 10005.07 |
| 126 | 05.16 12:15 | buy stop | 54 | 0.01 | 149.197 | 148.787 | 150.018 | ||
| 127 | 05.17 00:00 | delete | 54 | 0.01 | 149.197 | 148.787 | 150.018 | ||
| 128 | 05.17 00:00 | sell stop | 55 | 0.01 | 148.181 | 148.623 | 147.298 | ||
| 129 | 05.18 00:00 | delete | 55 | 0.01 | 148.181 | 148.623 | 147.298 | ||
| 130 | 05.18 16:20 | buy stop | 56 | 0.01 | 149.834 | 149.298 | 150.906 | ||
| 131 | 05.21 00:00 | delete | 56 | 0.01 | 149.834 | 149.298 | 150.906 | ||
| 132 | 05.21 00:00 | buy stop | 57 | 0.01 | 150.008 | 149.549 | 150.926 | ||
| 133 | 05.22 00:00 | delete | 57 | 0.01 | 150.008 | 149.549 | 150.926 | ||
| 134 | 05.22 10:10 | sell stop | 58 | 0.01 | 148.812 | 149.234 | 147.969 | ||
| 135 | 05.22 17:50 | sell | 58 | 0.01 | 148.812 | 149.234 | 147.969 | ||
| 136 | 05.23 06:07 | t/p | 58 | 0.01 | 147.969 | 149.234 | 147.969 | 7.71 | 10012.78 |
| 137 | 05.25 03:20 | sell stop | 59 | 0.01 | 145.688 | 146.477 | 144.110 | ||
| 138 | 05.25 15:07 | sell | 59 | 0.01 | 145.688 | 146.477 | 144.110 | ||
| 139 | 05.29 10:46 | t/p | 59 | 0.01 | 144.110 | 146.477 | 144.110 | 14.21 | 10026.99 |
| 140 | 05.30 09:20 | sell stop | 60 | 0.01 | 143.194 | 144.451 | 140.680 | ||
| 141 | 05.31 00:00 | delete | 60 | 0.01 | 143.194 | 144.451 | 140.680 | ||
| 142 | 06.01 00:00 | buy stop | 61 | 0.01 | 145.311 | 144.717 | 146.499 | ||
| 143 | 06.01 12:45 | buy | 61 | 0.01 | 145.311 | 144.717 | 146.499 | ||
| 144 | 06.04 03:15 | t/p | 61 | 0.01 | 146.499 | 144.717 | 146.499 | 10.99 | 10037.98 |
| 145 | 06.05 00:00 | buy stop | 62 | 0.01 | 146.898 | 146.367 | 147.960 | ||
| 146 | 06.05 11:46 | buy | 62 | 0.01 | 146.898 | 146.367 | 147.960 | ||
| 147 | 06.05 15:20 | s/l | 62 | 0.01 | 146.367 | 146.367 | 147.960 | -4.92 | 10033.06 |
| 148 | 06.05 15:20 | buy stop | 63 | 0.01 | 146.898 | 146.367 | 147.960 | ||
| 149 | 06.05 20:45 | buy | 63 | 0.01 | 146.898 | 146.367 | 147.960 | ||
| 150 | 06.06 12:50 | t/p | 63 | 0.01 | 147.960 | 146.367 | 147.960 | 9.84 | 10042.90 |
| 151 | 06.07 14:45 | buy stop | 64 | 0.01 | 148.004 | 147.422 | 149.169 | ||
| 152 | 06.08 00:00 | delete | 64 | 0.01 | 148.004 | 147.422 | 149.169 | ||
| 153 | 06.08 00:00 | buy stop | 65 | 0.01 | 148.115 | 147.510 | 149.326 | ||
| 154 | 06.11 00:00 | delete | 65 | 0.01 | 148.115 | 147.510 | 149.326 | ||
| 155 | 06.11 01:16 | sell stop | 66 | 0.01 | 146.091 | 146.765 | 144.743 | ||
| 156 | 06.12 00:00 | delete | 66 | 0.01 | 146.091 | 146.765 | 144.743 | ||
| 157 | 06.12 00:00 | buy stop | 67 | 0.01 | 147.844 | 147.177 | 149.179 | ||
| 158 | 06.12 11:02 | buy | 67 | 0.01 | 147.844 | 147.177 | 149.179 | ||
| 159 | 06.12 16:50 | s/l | 67 | 0.01 | 147.177 | 147.177 | 149.179 | -6.19 | 10036.71 |
| 160 | 06.12 16:50 | buy stop | 68 | 0.01 | 147.844 | 147.177 | 149.179 | ||
| 161 | 06.12 18:50 | buy | 68 | 0.01 | 147.844 | 147.177 | 149.179 | ||
| 162 | 06.14 15:45 | s/l | 68 | 0.01 | 147.177 | 147.177 | 149.179 | -6.20 | 10030.51 |
| 163 | 06.18 00:00 | sell stop | 69 | 0.01 | 146.292 | 146.680 | 145.517 | ||
| 164 | 06.18 10:45 | sell | 69 | 0.01 | 146.292 | 146.680 | 145.517 | ||
| 165 | 06.19 07:15 | t/p | 69 | 0.01 | 145.517 | 146.680 | 145.517 | 7.08 | 10037.60 |
| 166 | 06.20 16:46 | sell stop | 70 | 0.01 | 144.384 | 145.427 | 142.298 | ||
| 167 | 06.21 00:00 | delete | 70 | 0.01 | 144.384 | 145.427 | 142.298 | ||
| 168 | 06.25 00:00 | buy stop | 71 | 0.01 | 146.649 | 146.037 | 147.873 | ||
| 169 | 06.26 00:00 | delete | 71 | 0.01 | 146.649 | 146.037 | 147.873 | ||
| 170 | 06.26 00:00 | sell stop | 72 | 0.01 | 144.695 | 145.438 | 143.209 | ||
| 171 | 06.27 00:00 | delete | 72 | 0.01 | 144.695 | 145.438 | 143.209 | ||
| 172 | 06.29 00:00 | sell stop | 73 | 0.01 | 143.768 | 144.223 | 142.858 | ||
| 173 | 07.02 00:00 | delete | 73 | 0.01 | 143.768 | 144.223 | 142.858 | ||
| 174 | 07.02 15:20 | buy stop | 74 | 0.01 | 146.329 | 145.335 | 148.317 | ||
| 175 | 07.03 00:00 | delete | 74 | 0.01 | 146.329 | 145.335 | 148.317 | ||
| 176 | 07.03 00:00 | buy stop | 75 | 0.01 | 146.490 | 145.837 | 147.796 | ||
| 177 | 07.04 00:00 | delete | 75 | 0.01 | 146.490 | 145.837 | 147.796 | ||
| 178 | 07.06 00:00 | buy stop | 76 | 0.01 | 146.870 | 146.304 | 148.002 | ||
| 179 | 07.09 00:00 | buy | 76 | 0.01 | 146.870 | 146.304 | 148.002 | ||
| 180 | 07.09 18:50 | s/l | 76 | 0.01 | 146.304 | 146.304 | 148.002 | -5.25 | 10032.35 |
| 181 | 07.10 00:15 | buy stop | 77 | 0.01 | 147.613 | 146.852 | 149.135 | ||
| 182 | 07.10 10:50 | buy | 77 | 0.01 | 147.613 | 146.852 | 149.135 | ||
| 183 | 07.11 04:02 | s/l | 77 | 0.01 | 146.852 | 146.852 | 149.135 | -7.07 | 10025.28 |
| 184 | 07.11 04:02 | buy stop | 78 | 0.01 | 147.792 | 147.295 | 148.786 | ||
| 185 | 07.11 19:40 | buy | 78 | 0.01 | 147.792 | 147.295 | 148.786 | ||
| 186 | 07.12 13:50 | t/p | 78 | 0.01 | 148.786 | 147.295 | 148.786 | 9.21 | 10034.49 |
| 187 | 07.13 02:20 | buy stop | 79 | 0.01 | 148.898 | 148.335 | 150.024 | ||
| 188 | 07.16 00:00 | delete | 79 | 0.01 | 148.898 | 148.335 | 150.024 | ||
| 189 | 07.16 00:00 | sell stop | 80 | 0.01 | 147.640 | 148.183 | 146.554 | ||
| 190 | 07.17 00:00 | delete | 80 | 0.01 | 147.640 | 148.183 | 146.554 | ||
| 191 | 07.17 00:00 | buy stop | 81 | 0.01 | 149.312 | 148.849 | 150.239 | ||
| 192 | 07.18 00:00 | delete | 81 | 0.01 | 149.312 | 148.849 | 150.239 | ||
| 193 | 07.19 00:20 | sell stop | 82 | 0.01 | 146.865 | 147.547 | 145.501 | ||
| 194 | 07.19 11:45 | sell | 82 | 0.01 | 146.865 | 147.547 | 145.501 | ||
| 195 | 07.24 04:20 | t/p | 82 | 0.01 | 145.501 | 147.547 | 145.501 | 12.11 | 10046.60 |
| 196 | 07.24 16:50 | sell stop | 83 | 0.01 | 145.659 | 146.036 | 144.905 | ||
| 197 | 07.25 00:00 | delete | 83 | 0.01 | 145.659 | 146.036 | 144.905 | ||
| 198 | 07.25 00:00 | sell stop | 84 | 0.01 | 145.437 | 145.875 | 144.561 | ||
| 199 | 07.26 00:00 | delete | 84 | 0.01 | 145.437 | 145.875 | 144.561 | ||
| 200 | 07.26 08:20 | buy stop | 85 | 0.01 | 146.506 | 146.128 | 147.262 | ||
| 201 | 07.27 00:00 | delete | 85 | 0.01 | 146.506 | 146.128 | 147.262 | ||
| 202 | 07.30 03:45 | sell stop | 86 | 0.01 | 145.252 | 145.529 | 144.698 | ||
| 203 | 07.31 00:00 | delete | 86 | 0.01 | 145.252 | 145.529 | 144.698 | ||
| 204 | 08.02 00:00 | buy stop | 87 | 0.01 | 147.134 | 146.716 | 147.971 | ||
| 205 | 08.03 00:00 | delete | 87 | 0.01 | 147.134 | 146.716 | 147.971 | ||
| 206 | 08.07 09:50 | sell stop | 88 | 0.01 | 144.028 | 144.374 | 143.337 | ||
| 207 | 08.07 14:20 | sell | 88 | 0.01 | 144.028 | 144.374 | 143.337 | ||
| 208 | 08.08 10:37 | t/p | 88 | 0.01 | 143.337 | 144.374 | 143.337 | 6.30 | 10052.91 |
| 209 | 08.13 16:50 | sell stop | 89 | 0.01 | 140.919 | 141.734 | 139.290 | ||
| 210 | 08.14 00:00 | delete | 89 | 0.01 | 140.919 | 141.734 | 139.290 | ||
| 211 | 08.14 00:00 | sell stop | 90 | 0.01 | 140.224 | 141.022 | 138.629 | ||
| 212 | 08.15 00:00 | delete | 90 | 0.01 | 140.224 | 141.022 | 138.629 | ||
| 213 | 08.15 00:00 | buy stop | 91 | 0.01 | 142.458 | 141.723 | 143.928 | ||
| 214 | 08.16 00:00 | delete | 91 | 0.01 | 142.458 | 141.723 | 143.928 | ||
| 215 | 08.16 04:50 | sell stop | 92 | 0.01 | 139.881 | 140.817 | 138.009 | ||
| 216 | 08.17 00:00 | delete | 92 | 0.01 | 139.881 | 140.817 | 138.009 | ||
| 217 | 08.21 00:00 | buy stop | 93 | 0.01 | 141.205 | 140.954 | 141.708 | ||
| 218 | 08.21 06:45 | buy | 93 | 0.01 | 141.205 | 140.954 | 141.708 | ||
| 219 | 08.21 16:20 | t/p | 93 | 0.01 | 141.708 | 140.954 | 141.708 | 4.67 | 10057.58 |
| 220 | 08.24 00:00 | buy stop | 94 | 0.01 | 142.993 | 142.701 | 143.578 | ||
| 221 | 08.24 11:50 | buy | 94 | 0.01 | 142.993 | 142.701 | 143.578 | ||
| 222 | 08.27 05:20 | s/l | 94 | 0.01 | 142.701 | 142.701 | 143.578 | -2.73 | 10054.85 |
| 223 | 08.27 05:20 | buy stop | 95 | 0.01 | 143.225 | 142.844 | 143.987 | ||
| 224 | 08.27 19:20 | buy | 95 | 0.01 | 143.225 | 142.844 | 143.987 | ||
| 225 | 08.29 08:50 | s/l | 95 | 0.01 | 142.844 | 142.844 | 143.987 | -3.54 | 10051.31 |
| 226 | 08.29 08:50 | buy stop | 96 | 0.01 | 143.651 | 143.341 | 144.271 | ||
| 227 | 08.29 16:40 | buy | 96 | 0.01 | 143.651 | 143.341 | 144.271 | ||
| 228 | 08.29 16:50 | t/p | 96 | 0.01 | 144.271 | 143.341 | 144.271 | 5.75 | 10057.06 |
| 229 | 08.31 00:00 | buy stop | 97 | 0.01 | 145.668 | 144.999 | 147.007 | ||
| 230 | 09.03 00:00 | delete | 97 | 0.01 | 145.668 | 144.999 | 147.007 | ||
| 231 | 09.04 20:15 | sell stop | 98 | 0.01 | 142.821 | 143.261 | 141.941 | ||
| 232 | 09.05 00:00 | delete | 98 | 0.01 | 142.821 | 143.261 | 141.941 | ||
| 233 | 09.05 00:00 | sell stop | 99 | 0.01 | 142.577 | 142.971 | 141.790 | ||
| 234 | 09.06 00:00 | delete | 99 | 0.01 | 142.577 | 142.971 | 141.790 | ||
| 235 | 09.06 03:45 | buy stop | 100 | 0.01 | 144.950 | 143.794 | 147.263 | ||
| 236 | 09.07 00:00 | delete | 100 | 0.01 | 144.950 | 143.794 | 147.263 | ||
| 237 | 09.12 03:50 | buy stop | 101 | 0.01 | 145.912 | 145.118 | 147.501 | ||
| 238 | 09.13 00:00 | delete | 101 | 0.01 | 145.912 | 145.118 | 147.501 | ||
| 239 | 09.17 00:00 | buy stop | 102 | 0.01 | 147.003 | 146.622 | 147.766 | ||
| 240 | 09.17 14:50 | buy | 102 | 0.01 | 147.003 | 146.622 | 147.766 | ||
| 241 | 09.18 09:20 | t/p | 102 | 0.01 | 147.766 | 146.622 | 147.766 | 7.07 | 10064.13 |
| 242 | 09.18 12:32 | buy stop | 103 | 0.01 | 147.448 | 146.873 | 148.599 | ||
| 243 | 09.18 15:02 | buy | 103 | 0.01 | 147.448 | 146.873 | 148.599 | ||
| 244 | 09.20 14:15 | t/p | 103 | 0.01 | 148.599 | 146.873 | 148.599 | 10.66 | 10074.79 |
| 245 | 09.21 15:15 | buy stop | 104 | 0.01 | 149.271 | 148.300 | 151.214 | ||
| 246 | 09.24 00:00 | delete | 104 | 0.01 | 149.271 | 148.300 | 151.214 | ||
| 247 | 09.25 00:00 | sell stop | 105 | 0.01 | 146.929 | 147.607 | 145.573 | ||
| 248 | 09.26 00:00 | delete | 105 | 0.01 | 146.929 | 147.607 | 145.573 | ||
| 249 | 09.26 10:50 | buy stop | 106 | 0.01 | 149.008 | 148.399 | 150.226 | ||
| 250 | 09.26 17:50 | buy | 106 | 0.01 | 149.008 | 148.399 | 150.226 | ||
| 251 | 09.26 22:50 | s/l | 106 | 0.01 | 148.399 | 148.399 | 150.226 | -5.64 | 10069.15 |
| 252 | 09.26 22:50 | buy stop | 107 | 0.01 | 149.008 | 148.399 | 150.226 | ||
| 253 | 09.27 00:00 | delete | 107 | 0.01 | 149.008 | 148.399 | 150.226 | ||
| 254 | 09.27 00:00 | buy stop | 108 | 0.01 | 149.079 | 148.671 | 149.895 | ||
| 255 | 09.28 00:00 | delete | 108 | 0.01 | 149.079 | 148.671 | 149.895 | ||
| 256 | 09.28 00:00 | sell stop | 109 | 0.01 | 147.580 | 148.147 | 146.446 | ||
| 257 | 09.28 16:50 | sell | 109 | 0.01 | 147.580 | 148.147 | 146.446 | ||
| 258 | 09.28 17:50 | s/l | 109 | 0.01 | 148.147 | 148.147 | 146.446 | -5.25 | 10063.90 |
| 259 | 09.28 17:50 | sell stop | 110 | 0.01 | 147.580 | 148.147 | 146.446 | ||
| 260 | 10.01 00:00 | delete | 110 | 0.01 | 147.580 | 148.147 | 146.446 | ||
| 261 | 10.01 00:00 | sell stop | 111 | 0.01 | 147.523 | 148.075 | 146.419 | ||
| 262 | 10.02 00:00 | delete | 111 | 0.01 | 147.523 | 148.075 | 146.419 | ||
| 263 | 10.02 00:00 | buy stop | 112 | 0.01 | 149.409 | 148.781 | 150.665 | ||
| 264 | 10.03 00:00 | delete | 112 | 0.01 | 149.409 | 148.781 | 150.665 | ||
| 265 | 10.03 05:20 | sell stop | 113 | 0.01 | 147.178 | 147.942 | 145.651 | ||
| 266 | 10.04 00:00 | delete | 113 | 0.01 | 147.178 | 147.942 | 145.651 | ||
| 267 | 10.05 08:20 | buy stop | 114 | 0.01 | 148.619 | 148.153 | 149.551 | ||
| 268 | 10.05 09:45 | buy | 114 | 0.01 | 148.619 | 148.153 | 149.551 | ||
| 269 | 10.08 11:40 | s/l | 114 | 0.01 | 148.153 | 148.153 | 149.551 | -4.35 | 10059.55 |
| 270 | 10.08 11:40 | buy stop | 115 | 0.01 | 149.252 | 148.658 | 150.441 | ||
| 271 | 10.09 00:00 | delete | 115 | 0.01 | 149.252 | 148.658 | 150.441 | ||
| 272 | 10.10 00:00 | sell stop | 116 | 0.01 | 147.332 | 148.031 | 145.934 | ||
| 273 | 10.11 00:00 | delete | 116 | 0.01 | 147.332 | 148.031 | 145.934 | ||
| 274 | 10.11 00:00 | buy stop | 117 | 0.01 | 149.289 | 148.666 | 150.536 | ||
| 275 | 10.12 00:00 | delete | 117 | 0.01 | 149.289 | 148.666 | 150.536 | ||
| 276 | 10.12 00:10 | sell stop | 118 | 0.01 | 147.797 | 148.281 | 146.830 | ||
| 277 | 10.12 16:50 | sell | 118 | 0.01 | 147.797 | 148.281 | 146.830 | ||
| 278 | 10.15 00:00 | t/p | 118 | 0.01 | 146.830 | 148.281 | 146.830 | 8.65 | 10068.20 |
| 279 | 10.16 00:00 | sell stop | 119 | 0.01 | 146.492 | 146.952 | 145.572 | ||
| 280 | 10.17 00:00 | delete | 119 | 0.01 | 146.492 | 146.952 | 145.572 | ||
| 281 | 10.17 11:15 | buy stop | 120 | 0.01 | 148.389 | 147.608 | 149.952 | ||
| 282 | 10.18 00:00 | delete | 120 | 0.01 | 148.389 | 147.608 | 149.952 | ||
| 283 | 10.19 16:45 | sell stop | 121 | 0.01 | 145.798 | 146.776 | 143.842 | ||
| 284 | 10.22 00:00 | delete | 121 | 0.01 | 145.798 | 146.776 | 143.842 | ||
| 285 | 10.23 00:00 | buy stop | 122 | 0.01 | 147.563 | 146.796 | 149.098 | ||
| 286 | 10.24 00:00 | delete | 122 | 0.01 | 147.563 | 146.796 | 149.098 | ||
| 287 | 10.24 00:00 | sell stop | 123 | 0.01 | 145.273 | 145.831 | 144.158 | ||
| 288 | 10.24 13:33 | sell | 123 | 0.01 | 145.273 | 145.831 | 144.158 | ||
| 289 | 10.25 03:20 | t/p | 123 | 0.01 | 144.158 | 145.831 | 144.158 | 10.23 | 10078.44 |
| 290 | 10.29 00:00 | sell stop | 124 | 0.01 | 142.756 | 143.458 | 141.353 | ||
| 291 | 10.30 00:00 | delete | 124 | 0.01 | 142.756 | 143.458 | 141.353 | ||
| 292 | 10.30 00:00 | buy stop | 125 | 0.01 | 144.387 | 143.855 | 145.451 | ||
| 293 | 10.31 00:00 | delete | 125 | 0.01 | 144.387 | 143.855 | 145.451 | ||
| 294 | 10.31 02:45 | sell stop | 126 | 0.01 | 143.198 | 143.787 | 142.021 | ||
| 295 | 11.01 00:00 | delete | 126 | 0.01 | 143.198 | 143.787 | 142.021 | ||
| 296 | 11.01 00:00 | buy stop | 127 | 0.01 | 145.117 | 144.359 | 146.633 | ||
| 297 | 11.01 04:02 | buy | 127 | 0.01 | 145.117 | 144.359 | 146.633 | ||
| 298 | 11.01 20:40 | t/p | 127 | 0.01 | 146.633 | 144.359 | 146.633 | 14.06 | 10092.50 |
| 299 | 11.06 12:20 | buy stop | 128 | 0.01 | 147.790 | 147.314 | 148.743 | ||
| 300 | 11.06 13:50 | buy | 128 | 0.01 | 147.790 | 147.314 | 148.743 | ||
| 301 | 11.07 03:50 | t/p | 128 | 0.01 | 148.743 | 147.314 | 148.743 | 8.83 | 10101.33 |
| 302 | 11.08 16:37 | buy stop | 129 | 0.01 | 149.214 | 148.765 | 150.113 | ||
| 303 | 11.08 17:40 | buy | 129 | 0.01 | 149.214 | 148.765 | 150.113 | ||
| 304 | 11.08 21:45 | s/l | 129 | 0.01 | 148.765 | 148.765 | 150.113 | -4.16 | 10097.17 |
| 305 | 11.08 21:45 | buy stop | 130 | 0.01 | 149.214 | 148.765 | 150.113 | ||
| 306 | 11.09 00:00 | delete | 130 | 0.01 | 149.214 | 148.765 | 150.113 | ||
| 307 | 11.09 00:00 | buy stop | 131 | 0.01 | 149.470 | 149.030 | 150.351 | ||
| 308 | 11.12 00:00 | delete | 131 | 0.01 | 149.470 | 149.030 | 150.351 | ||
| 309 | 11.13 05:50 | sell stop | 132 | 0.01 | 146.051 | 146.807 | 144.540 | ||
| 310 | 11.14 00:00 | delete | 132 | 0.01 | 146.051 | 146.807 | 144.540 | ||
| 311 | 11.20 00:20 | sell stop | 133 | 0.01 | 144.275 | 144.788 | 143.250 | ||
| 312 | 11.20 10:50 | sell | 133 | 0.01 | 144.275 | 144.788 | 143.250 | ||
| 313 | 11.20 13:02 | s/l | 133 | 0.01 | 144.788 | 144.788 | 143.250 | -4.75 | 10092.42 |
| 314 | 11.20 13:02 | sell stop | 134 | 0.01 | 144.275 | 144.788 | 143.250 | ||
| 315 | 11.20 14:50 | sell | 134 | 0.01 | 144.275 | 144.788 | 143.250 | ||
| 316 | 11.21 13:20 | s/l | 134 | 0.01 | 144.788 | 144.788 | 143.250 | -4.86 | 10087.57 |
| 317 | 11.21 13:20 | sell stop | 135 | 0.01 | 144.001 | 144.450 | 143.104 | ||
| 318 | 11.22 00:00 | delete | 135 | 0.01 | 144.001 | 144.450 | 143.104 | ||
| 319 | 11.23 10:15 | buy stop | 136 | 0.01 | 145.937 | 145.091 | 147.630 | ||
| 320 | 11.26 00:00 | delete | 136 | 0.01 | 145.937 | 145.091 | 147.630 | ||
| 321 | 11.27 08:45 | buy stop | 137 | 0.01 | 145.723 | 145.173 | 146.823 | ||
| 322 | 11.28 00:00 | delete | 137 | 0.01 | 145.723 | 145.173 | 146.823 | ||
| 323 | 11.28 06:20 | sell stop | 138 | 0.01 | 144.579 | 145.048 | 143.642 | ||
| 324 | 11.29 00:00 | delete | 138 | 0.01 | 144.579 | 145.048 | 143.642 | ||
| 325 | 11.29 09:50 | buy stop | 139 | 0.01 | 145.823 | 145.333 | 146.803 | ||
| 326 | 11.30 00:00 | delete | 139 | 0.01 | 145.823 | 145.333 | 146.803 | ||
| 327 | 11.30 10:45 | sell stop | 140 | 0.01 | 144.495 | 145.140 | 143.205 | ||
| 328 | 12.03 00:00 | delete | 140 | 0.01 | 144.495 | 145.140 | 143.205 | ||
| 329 | 12.05 10:40 | sell stop | 141 | 0.01 | 142.825 | 143.787 | 140.902 | ||
| 330 | 12.06 00:00 | delete | 141 | 0.01 | 142.825 | 143.787 | 140.902 | ||
| 331 | 12.07 00:00 | sell stop | 142 | 0.01 | 143.234 | 143.691 | 142.320 | ||
| 332 | 12.07 19:37 | sell | 142 | 0.01 | 143.234 | 143.691 | 142.320 | ||
| 333 | 12.07 22:37 | s/l | 142 | 0.01 | 143.691 | 143.691 | 142.320 | -4.24 | 10083.33 |
| 334 | 12.07 22:37 | sell stop | 143 | 0.01 | 143.234 | 143.691 | 142.320 | ||
| 335 | 12.10 00:00 | sell | 143 | 0.01 | 143.234 | 143.691 | 142.320 | ||
| 336 | 12.10 10:07 | s/l | 143 | 0.01 | 143.691 | 143.691 | 142.320 | -4.24 | 10079.09 |
| 337 | 12.11 10:15 | sell stop | 144 | 0.01 | 141.156 | 142.424 | 138.621 | ||
| 338 | 12.12 00:00 | delete | 144 | 0.01 | 141.156 | 142.424 | 138.621 | ||
| 339 | 12.14 03:20 | buy stop | 145 | 0.01 | 143.916 | 143.339 | 145.070 | ||
| 340 | 12.17 00:00 | delete | 145 | 0.01 | 143.916 | 143.339 | 145.070 | ||
| 341 | 12.17 13:45 | sell stop | 146 | 0.01 | 142.359 | 143.098 | 140.881 | ||
| 342 | 12.17 16:50 | sell | 146 | 0.01 | 142.359 | 143.098 | 140.881 | ||
| 343 | 12.20 18:45 | t/p | 146 | 0.01 | 140.881 | 143.098 | 140.881 | 13.39 | 10092.48 |
| 344 | 12.24 04:40 | sell stop | 147 | 0.01 | 140.220 | 140.684 | 139.293 | ||
| 345 | 12.24 20:15 | sell | 147 | 0.01 | 140.220 | 140.684 | 139.293 | ||
| 346 | 12.26 21:45 | s/l | 147 | 0.01 | 140.684 | 140.684 | 139.293 | -4.51 | 10087.96 |
| 347 | 12.26 21:45 | sell stop | 148 | 0.01 | 139.967 | 140.400 | 139.101 | ||
| 348 | 12.27 00:00 | delete | 148 | 0.01 | 139.967 | 140.400 | 139.101 | ||
| 349 | 12.28 00:00 | sell stop | 149 | 0.01 | 139.706 | 140.252 | 138.614 | ||
| 350 | 12.28 10:02 | sell | 149 | 0.01 | 139.706 | 140.252 | 138.614 | ||
| 351 | 12.28 19:16 | s/l | 149 | 0.01 | 140.252 | 140.252 | 138.614 | -5.06 | 10082.90 |
| 352 | 12.28 19:16 | sell stop | 150 | 0.01 | 139.706 | 140.252 | 138.614 | ||
関連記事
-
-
[MT4]仮想通貨(ビットコイン)のシステムトレード検証(ソースコードあり)
MT4/MT5でも仮想通貨の取扱業者が増えてきたので、そろそろ自動売買やらバックテストやらができるよ
-
-
グラフ上勝てるEA(長期トレード)[無料MT4]
資産推移グラフの見栄えをよくする方法にはいくつかあります。 ・マーチンゲール ・塩漬け ・
-
-
トレードロジック->MACD&&移動平均線(MT4)[EA配布]
バックテスト結果 USDJPYの場合、2019/11/1~2020/4/30の半年で、取引
-
-
仮想通貨/ビットコイン長期EA(MT4) 勝てるEA[無料]
バックテスト結果 USDJPY 2019/1/1~2019/12/31 スプレッド:2 D
-
-
業者間アービトラージやってみた(開発と配布)[MT4/MT5/API][裁定取引]
アービトラージというのは、業者間のレート差を利用した超高速後出しエントリーロジック、あるいは両建てロ




