Helios v6.0 has been released!

2023-04-03 2023-04-03

Contents

1 Helios v6.0 has been released!
- 1.1 Review of previous version operation
2 ポートフォリオ運用時の成績 (Helios v6 年利100%目標)
3 Trading Rules in Brief
4 Improvements from the previous version
5 Product List
6 EAは無料でご利用頂けます！

Helios v6.0 has been released!

Review of previous version operation

Helios v5.0 eventually made a collective loss and closed with a profit/loss of approximately +750,000 yen.

Less than one year after the start of operation, the annualized interest rate is more than 50% on the initial margin of 1,300,000 yen.

Although the results were not bad by any means, there were times when we felt stressed to continue operations during a rough market like last year.

After all, it is difficult to continue investing without stability, so we made improvements from various perspectives based on our previous reflections.

ポートフォリオ運用時の成績 (Helios v6 年利100%目標)

対象EA

Helios_v6.0_USDJPY_M10_BUY

Helios_v6.0_GOLD_M5_BUY

Helios_v6.0_GOLD_M20_SELL

Helios_v6.0_EURGBP_M10_SELL

Helios_v6.1_EURUSD_M10_BUY

Helios_v6.1_EURUSD_M10_SELL

Helios_v6.1_GOLD_M20_BUY

Helios_v6.1_GOLD_M30_SELL

改訂履歴

日付	内容
2023/06/10	GOLD版(v6.1)リリースに伴い、EAを追加しました。 EA増加に伴い初期証拠金を1,000,000円に変更しました。 Helios_v6.0_USDJPY_M20_SELL を除外しました。
2023/05/31	EURUSD版リリースに伴い、銘柄を追加しました。

バックテスト

各種スコア

初期証拠金	1,000,000円
期間(月数)	168ヶ月
総損益	10,907,964円
年利	77.91%
取引回数	25,894回
PF	1.52
RF	43.33
期待利得	421円/回
証拠金DD/最大	304,622円
証拠金DD(入金額比)	30.46%

残高推移

月別ドローダウン推移

フォワードテスト

各種スコア

初期証拠金	1,000,000円
期間(月数)	17ヶ月
総損益	1,537,323円
年利見込(月利x12ヶ月)	108.52%
取引回数	3,033回
PF	1.49
RF	8.41
期待利得	506円/回
証拠金DD/最大	254,078円
証拠金DD(入金額比)	25.41%

残高推移

月別ドローダウン推移

Trading Rules in Brief

Combined trade of Nanpin (with stop loss) + both trades

The common image of "napin" would be to increase the position and lot size at regular intervals until a profit is made, hold the position until the funds are depleted, and reach a loss cut at a certain point
...
- This EA will buy down and sell up, but will cut losses as appropriate.
- The number of positions will be capped and entries will not continue forever.
- The number of lots is also capped, so you will not have excessive lots as in the so-called martingale method.
- Initial salted positions, etc., will also be cut off at any time when certain conditions are met.
- Instead of simply buying down/selling up, the trader will buy and sell in opposite directions in parallel, forming a complete bilateral position in stages.
  We have realized a structure that prevents unrealized losses from becoming large even in adverse situations.
Multiple stocks/time frames can be operated.
- Diversification of stocks under management can improve overall investment stability.

Improvements from the previous version

Mechanism to reduce drawdown

Various measures were taken to keep the maximum drawdown small. The EA is easy to operate even from a small amount.

Make more careful entry decisions

To make entry/exit decisions more carefully, we use approximately 20 indicator patterns (and proprietary indicators based on a combination of these patterns),
The weight of each indicator is taken into account in making a composite assessment of the situation, so that entry/exit is made based on a flexible interpretation of the trading advantage in a wide range of market conditions.

Started early phased bilateral construction

By making it possible to open both positions in stages at an earlier stage, we made it difficult to have unrealized losses even in phases when the forward direction and the reverse direction are reversed.

Change in price range calculation method

Logic that uses a fixed pips value is not appropriate as a condition for judgment, since the same 1 pip will have a different rate of fluctuation when viewed over the long term,
All rate calculations are now based on a percentage of the current rate, rather than pips.
This allows the company to make various decisions based on a fixed range of fluctuation from the current rate, for example, in the case of 80 yen to the dollar and 150 yen to the dollar,
It is now harder to take excessive risk during high volatility phases.

Change in custom score calculation method during optimization

When optimizing the EA, we calculated a custom score to weight the evaluation of drawdown values more heavily, so that a parameter set that is less prone to unrealized losses remains a final candidate.

generalization performance improvement

Establishment of test automation mechanism

We have developed back-test optimization and unit test automation mechanisms to create an environment in which more back-tests can be executed at high speed and automatically.
A large amount of optimization and unit testing was performed on each stock/time frame, and a mechanism was established to sequentially generate superior parameter sets, making it easier to derive better parameter sets.

Daily execution and automation of forward testing

We have established a mechanism to perform automated forward testing on a daily basis on parameters that have shown good results in back testing.
By selecting the parameters for the final release after daily evaluation of good performance in the back test (past 14 years) and good results in the forward test (a little over a year).
Avoiding over-optimization (curve fitting) to back-test results while ensuring more stable results in real accounts.

Diversified operations made easy

issue expansion

The internal structure has been changed to allow operation on any stocks, not just FX stocks. This allows the EA to operate not only on FX issues, but also on commodity futures, stock indices, and other issues.
We will gradually release additional stocks that can be operated by utilizing the back-testing automation mechanism.
We will realize an image in which you can choose from a wide range of options and operate the one you want to use.

Easy to create portfolios

A system for automatically tabulating and reporting various results, such as total profit/loss and changes in unrealized losses when multiple EAs are operated at the same time, has been established.
This makes it easier to forecast quality when viewed across the entire EA in operation.
Portfolio results can be automatically calculated for back-test as well as forward-test results.
The final decision on whether or not to operate can now be made after evaluating the performance of both the former and the latter.

Usability improvement

EAs are now easier to use and easier to manage.

Manual position closing OK

Processing can now continue even when positions held by automated trading are closed manually.
- When an unexpected phase occurs and you want to close out some positions individually, the conventional EA would affect the processing, so it was basically a NG operation method,
  This problem has been resolved.

EA suspension -> resumption is basically OK.

When an EA is stopped and then restarted, the information on positions held can be taken over and continued operation can be continued.
- By adding a function to automatically temporarily save the internal information when the EA is stopped, even if the MT5 application is unintentionally closed or the time frame/issue has been changed, etc., the EA can be automatically saved,
  The next time the system is started up, those information can be restored and the trade can be continued.
  In some cases, such as when an application hangs and is force-quit, it is not possible to completely restore the application, but it is now possible to basically restore the application if it is at the level of an error operation.

No DLL deployment or middleware installation required

In the past, it was necessary to use a home-made DLL to authenticate accounts, and several steps were required to prepare the operating environment for the DLL,
All authentication processes can be performed using only the standard Windows DLL (wininet.dll), eliminating the need for troublesome installation and file placement.

Prevention of setting errors at EA startup

The system has been changed to automatically set the issue and time leg when the EA is launched.
- In the past, when using multiple EAs optimized for each stock/time frame at the same time, it was time-consuming to visually check that the combination of chart and EA was correct,
  Added a mechanism to automatically switch chart issues/time legs.
If there is a lack of advance preparation, etc., or if the EA cannot be started normally, a table of errors will be displayed on the chart, etc.
It is now easier to determine the cause of the inability to start.