GMMAの押し戻り手法検証
1hトレンド方向へ15mのGMMA長期にぶつかり反発したときにエントリー
- 15mレベルになると分厚いGMMAが出る回数は結構少ない
- 1hレンジが続くとほとんど出来ない
- ロングは長期GMMAを下に抜きやすいのでタッチ反転のエントリーは失敗しやすい
- 15mの長期GMMAはロウソク足に対して分厚くなること自体まれ
- GMMAが有効な抵抗かの判断は、裁量要素が強い（その時々でブレが出る）
- GMMAへのタッチはニューヨーク後半に出ることが多く、翌日東京からのエントリーになりやすい
- ロングでは短期GMMAが長期GMMAを完全に下に抜かずに切り返した後に上がる傾向がある（ワンタッチで上がることが少ない）
- ショートロングどちらにしても切り返しの勢いが大切。その上で十分引き付けないと「切られてから行く」事になる。
- 東京時間の利益率が高い。
- 微妙な時間帯は損失がかさむ。
| 銘柄 | 枚数 | 買い/売り | エントリ日時 | エントリ価格 | 決済日時 | 決済価格 | 保有時間(日:時:分) | アプリで設定したスプレッド | win/lose | 獲得pips | 決済時に設定していたストップ注文 | 決済時に設定していた利確注文 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USDJPY | 1.00 | BUY | 2023/05/23 10:14 | 138.619 | 2023/05/23 13:44 | 138.489 | 00:03:30 | 0.0 | lose | -13.0 | 138.319 | 138.919 |
| USDJPY | 1.00 | BUY | 2023/05/25 08:44 | 139.343 | 2023/05/25 10:47 | 139.643 | 00:02:03 | 0.0 | win | 30.0 | 139.043 | 139.643 |
| USDJPY | 1.00 | BUY | 2023/05/26 09:29 | 140.061 | 2023/05/26 13:09 | 139.761 | 00:03:40 | 0.0 | lose | -30.0 | 139.761 | 140.361 |
| USDJPY | 1.00 | SELL | 2023/05/30 23:29 | 139.766 | 2023/05/31 14:34 | 139.466 | 00:15:05 | 0.0 | win | 30.0 | 140.066 | 139.466 |
| USDJPY | 1.00 | SELL | 2023/05/31 09:44 | 139.762 | 2023/05/31 14:34 | 139.466 | 00:04:50 | 0.0 | win | 29.6 | 140.066 | 139.466 |
| USDJPY | 1.00 | SELL | 2023/06/02 10:59 | 138.871 | 2023/06/02 18:44 | 138.815 | 00:07:45 | 0.0 | win | 5.6 | 139.171 | 138.571 |
| USDJPY | 1.00 | BUY | 2023/06/05 16:14 | 140.383 | 2023/06/05 22:55 | 139.955 | 00:06:41 | 0.0 | lose | -42.8 | 139.955 | 140.971 |
| USDJPY | 1.00 | BUY | 2023/06/08 10:29 | 140.085 | 2023/06/08 13:01 | 139.785 | 00:02:32 | 0.0 | lose | -30.0 | 139.785 | 140.385 |
| USDJPY | 1.00 | BUY | 2023/06/14 14:14 | 140.116 | 2023/06/14 21:29 | 139.816 | 00:07:15 | 0.0 | lose | -30.0 | 139.816 | 140.416 |
| USDJPY | 1.00 | BUY | 2023/06/15 19:14 | 141.084 | 2023/06/15 22:09 | 140.615 | 00:02:55 | 0.0 | lose | -46.9 | 140.615 | 141.545 |
| USDJPY | 1.00 | BUY | 2023/06/21 20:44 | 141.865 | 2023/06/21 22:30 | 142.165 | 00:01:46 | 0.0 | win | 30.0 | 141.565 | 142.165 |
| USDJPY | 1.00 | BUY | 2023/06/30 09:59 | 144.883 | 2023/06/30 15:30 | 144.583 | 00:05:31 | 0.0 | lose | -30.0 | 144.583 | 145.183 |
| USDJPY | 1.00 | BUY | 2023/07/03 19:44 | 144.737 | 2023/07/03 22:45 | 144.437 | 00:03:01 | 0.0 | lose | -30.0 | 144.437 | 145.037 |
| USDJPY | 1.00 | SELL | 2023/07/06 17:44 | 143.907 | 2023/07/06 21:18 | 144.207 | 00:03:34 | 0.0 | lose | -30.0 | 144.207 | 143.607 |
| USDJPY | 1.00 | SELL | 2023/07/07 21:29 | 143.017 | 2023/07/07 21:30 | 142.717 | 00:00:01 | 0.0 | win | 30.0 | 143.317 | 142.717 |
| USDJPY | 1.00 | SELL | 2023/07/11 11:14 | 141.082 | 2023/07/11 11:48 | 140.684 | 00:00:34 | 0.0 | win | 39.8 | 141.517 | 140.684 |
| USDJPY | 1.00 | SELL | 2023/07/12 19:59 | 139.546 | 2023/07/12 21:30 | 139.246 | 00:01:31 | 0.0 | win | 30.0 | 139.846 | 139.246 |
| USDJPY | 1.00 | SELL | 2023/07/13 17:44 | 138.270 | 2023/07/13 18:28 | 138.570 | 00:00:44 | 0.0 | lose | -30.0 | 138.570 | 137.970 |
| USDJPY | 1.00 | SELL | 2023/07/14 09:14 | 137.876 | 2023/07/14 10:26 | 137.576 | 00:01:12 | 0.0 | win | 30.0 | 138.176 | 137.576 |
| USDJPY | 1.00 | BUY | 2023/07/19 16:59 | 139.499 | 2023/07/20 11:59 | 139.215 | 00:19:00 | 0.0 | lose | -28.4 | 139.031 | 140.001 |
| USDJPY | 1.00 | BUY | 2023/07/21 11:14 | 140.150 | 2023/07/21 16:32 | 140.683 | 00:05:18 | 0.0 | win | 53.3 | 139.704 | 140.683 |
| USDJPY | 1.00 | SELL | 2023/07/26 23:44 | 140.416 | 2023/07/27 02:14 | 140.682 | 00:02:30 | 0.0 | lose | -26.6 | 140.716 | 140.116 |
| USDJPY | 1.00 | SELL | 2023/07/27 16:44 | 139.894 | 2023/07/27 21:27 | 140.323 | 00:04:43 | 0.0 | lose | -42.9 | 140.323 | 139.229 |
| USDJPY | 1.00 | SELL | 2023/07/28 10:59 | 139.329 | 2023/07/28 12:28 | 139.629 | 00:01:29 | 0.0 | lose | -30.0 | 139.629 | 139.029 |
| USDJPY | 1.00 | BUY | 2023/07/31 09:14 | 140.822 | 2023/07/31 10:11 | 141.122 | 00:00:57 | 0.0 | win | 30.0 | 140.414 | 141.122 |
| USDJPY | 1.00 | BUY | 2023/07/31 22:29 | 142.556 | 2023/08/01 06:44 | 142.297 | 00:08:15 | 0.0 | lose | -25.9 | 141.880 | 143.294 |
| USDJPY | 1.00 | BUY | 2023/08/01 16:59 | 142.709 | 2023/08/01 21:02 | 143.009 | 00:04:03 | 0.0 | win | 30.0 | 142.409 | 143.009 |
| USDJPY | 1.00 | BUY | 2023/08/03 02:59 | 143.189 | 2023/08/03 13:04 | 143.489 | 00:10:05 | 0.0 | win | 30.0 | 142.889 | 143.489 |
| USDJPY | 1.00 | BUY | 2023/08/04 03:14 | 142.632 | 2023/08/04 03:14 | 142.632 | 00:00:00 | 0.0 | win | 0.0 | 142.332 | 142.932 |
| USDJPY | 1.00 | SELL | 2023/08/04 03:14 | 142.632 | 2023/08/04 11:45 | 142.332 | 00:08:31 | 0.0 | win | 30.0 | 142.932 | 142.332 |
| USDJPY | 1.00 | SELL | 2023/08/07 08:59 | 141.870 | 2023/08/07 09:51 | 141.570 | 00:00:52 | 0.0 | win | 30.0 | 142.170 | 141.570 |
| USDJPY | 1.00 | BUY | 2023/08/08 08:59 | 142.538 | 2023/08/08 09:33 | 142.838 | 00:00:34 | 0.0 | win | 30.0 | 142.238 | 142.838 |
| USDJPY | 1.00 | BUY | 2023/08/08 17:14 | 143.048 | 2023/08/09 03:17 | 143.348 | 00:10:03 | 0.0 | win | 30.0 | 142.748 | 143.348 |
| USDJPY | 1.00 | BUY | 2023/08/10 01:44 | 143.566 | 2023/08/10 06:29 | 143.688 | 00:04:45 | 0.0 | win | 12.2 | 143.266 | 143.866 |
| USDJPY | 1.00 | BUY | 2023/08/10 18:44 | 143.852 | 2023/08/10 21:29 | 143.552 | 00:02:45 | 0.0 | lose | -30.0 | 143.552 | 144.152 |
| USDJPY | 1.00 | BUY | 2023/08/12 00:29 | 144.839 | 2023/08/14 06:59 | 144.954 | 00:06:30 | 0.0 | win | 11.5 | 144.539 | 145.139 |
| USDJPY | 1.00 | BUY | 2023/08/15 01:59 | 145.281 | 2023/08/15 07:44 | 145.497 | 00:05:45 | 0.0 | win | 21.6 | 144.981 | 145.581 |
| USDJPY | 1.00 | BUY | 2023/08/15 19:14 | 145.611 | 2023/08/15 22:18 | 145.311 | 00:03:04 | 0.0 | lose | -30.0 | 145.311 | 145.911 |
| USDJPY | 1.00 | SELL | 2023/08/18 20:29 | 145.440 | 2023/08/18 21:25 | 145.740 | 00:00:56 | 0.0 | lose | -30.0 | 145.740 | 145.140 |
| USDJPY | 1.00 | BUY | 2023/08/22 04:29 | 146.193 | 2023/08/22 12:11 | 145.893 | 00:07:42 | 0.0 | lose | -30.0 | 145.893 | 146.493 |
| USDJPY | 1.00 | SELL | 2023/08/23 20:29 | 145.367 | 2023/08/23 22:45 | 145.067 | 00:02:16 | 0.0 | win | 30.0 | 145.667 | 145.067 |
| USDJPY | 1.00 | BUY | 2023/08/25 08:14 | 145.981 | 2023/08/25 20:59 | 145.993 | 00:12:45 | 0.0 | win | 1.2 | 145.681 | 146.281 |
| USDJPY | 1.00 | SELL | 2023/08/30 09:44 | 146.002 | 2023/08/30 15:41 | 146.302 | 00:05:57 | 0.0 | lose | -30.0 | 146.302 | 145.702 |
| USDJPY | 1.00 | SELL | 2023/09/01 08:14 | 145.491 | 2023/09/01 16:59 | 145.419 | 00:08:45 | 0.0 | win | 7.2 | 145.791 | 145.191 |
| USDJPY | 1.00 | BUY | 2023/09/04 09:29 | 146.111 | 2023/09/04 16:42 | 146.411 | 00:07:13 | 0.0 | win | 30.0 | 145.811 | 146.411 |
| USDJPY | 1.00 | BUY | 2023/09/05 22:29 | 147.335 | 2023/09/05 23:01 | 147.635 | 00:00:32 | 0.0 | win | 30.0 | 147.035 | 147.635 |
| USDJPY | 1.00 | BUY | 2023/09/07 02:44 | 147.566 | 2023/09/07 09:44 | 147.866 | 00:07:00 | 0.0 | win | 30.0 | 147.266 | 147.866 |
| USDJPY | 1.00 | BUY | 2023/09/08 19:14 | 147.338 | 2023/09/08 22:07 | 147.638 | 00:02:53 | 0.0 | win | 30.0 | 147.038 | 147.638 |
| USDJPY | 1.00 | SELL | 2023/09/12 01:14 | 146.359 | 2023/09/12 08:56 | 146.659 | 00:07:42 | 0.0 | lose | -30.0 | 146.659 | 146.059 |
| USDJPY | 1.00 | BUY | 2023/09/15 23:59 | 147.863 | 2023/09/18 11:29 | 147.724 | 00:11:30 | 0.0 | lose | -13.9 | 147.563 | 148.163 |
| USDJPY | 1.00 | BUY | 2023/09/21 13:14 | 148.341 | 2023/09/21 18:29 | 148.201 | 00:05:15 | 0.0 | lose | -14.0 | 148.041 | 148.641 |
| USDJPY | 1.00 | BUY | 2023/09/25 10:14 | 148.374 | 2023/09/25 20:54 | 148.674 | 00:10:40 | 0.0 | win | 30.0 | 148.074 | 148.674 |
| USDJPY | 1.00 | BUY | 2023/10/02 09:29 | 149.592 | 2023/10/02 22:59 | 149.824 | 00:13:30 | 0.0 | win | 23.2 | 149.292 | 149.892 |
| USDJPY | 1.00 | BUY | 2023/10/13 10:14 | 149.807 | 2023/10/13 18:29 | 149.723 | 00:08:15 | 0.0 | lose | -8.4 | 149.507 | 150.107 |
| USDJPY | 1.00 | BUY | 2023/10/23 21:59 | 149.939 | 2023/10/24 00:30 | 149.794 | 00:02:31 | 0.0 | lose | -14.5 | 149.794 | 150.239 |
| USDJPY | 1.00 | BUY | 2023/10/25 09:29 | 149.883 | 2023/10/26 05:20 | 150.106 | 00:19:51 | 0.0 | win | 22.3 | 149.778 | 150.106 |
| USDJPY | 1.00 | BUY | 2023/10/26 11:14 | 150.308 | 2023/10/26 15:05 | 150.608 | 00:03:51 | 0.0 | win | 30.0 | 150.008 | 150.608 |
| USDJPY | 1.00 | SELL | 2023/10/27 21:59 | 149.873 | 2023/10/28 00:02 | 149.573 | 00:02:03 | 0.0 | win | 30.0 | 150.173 | 149.573 |
| USDJPY | 1.00 | SELL | 2023/10/30 16:14 | 149.426 | 2023/10/30 20:02 | 149.726 | 00:03:48 | 0.0 | lose | -30.0 | 149.726 | 149.126 |
| USDJPY | 1.00 | SELL | 2023/11/02 18:14 | 150.302 | 2023/11/02 21:52 | 150.002 | 00:03:38 | 0.0 | win | 30.0 | 150.602 | 150.002 |
| USDJPY | 1.00 | SELL | 2023/11/06 11:29 | 149.554 | 2023/11/07 00:44 | 149.755 | 00:13:15 | 0.0 | lose | -20.1 | 149.854 | 149.254 |
| USDJPY | 1.00 | BUY | 2023/11/07 20:14 | 150.399 | 2023/11/08 06:14 | 150.428 | 00:10:00 | 0.0 | win | 2.9 | 150.099 | 150.699 |
| USDJPY | 1.00 | BUY | 2023/11/10 03:59 | 151.150 | 2023/11/10 09:14 | 151.323 | 00:05:15 | 0.0 | win | 17.3 | 150.817 | 151.450 |
| USDJPY | 1.00 | BUY | 2023/11/10 18:59 | 151.446 | 2023/11/11 05:59 | 151.529 | 00:11:00 | 0.0 | win | 8.3 | 151.146 | 151.746 |
| USDJPY | 1.00 | BUY | 2023/11/13 17:29 | 151.829 | 2023/11/14 00:02 | 151.529 | 00:06:33 | 0.0 | lose | -30.0 | 151.529 | 152.129 |
| USDJPY | 1.00 | SELL | 2023/11/15 17:59 | 150.486 | 2023/11/15 22:30 | 150.186 | 00:04:31 | 0.0 | win | 30.0 | 150.786 | 150.186 |
| USDJPY | 1.00 | SELL | 2023/11/17 10:29 | 150.613 | 2023/11/17 17:25 | 150.313 | 00:06:56 | 0.0 | win | 30.0 | 150.913 | 150.313 |
| USDJPY | 1.00 | SELL | 2023/11/21 17:29 | 147.323 | 2023/11/22 01:14 | 147.898 | 00:07:45 | 0.0 | lose | -57.5 | 147.898 | 146.784 |
| USDJPY | 1.00 | SELL | 2023/11/27 20:29 | 149.036 | 2023/11/27 22:05 | 148.736 | 00:01:36 | 0.0 | win | 30.0 | 149.336 | 148.736 |
| USDJPY | 1.00 | SELL | 2023/11/28 23:29 | 148.211 | 2023/11/29 00:39 | 147.911 | 00:01:10 | 0.0 | win | 30.0 | 148.511 | 147.911 |
| USDJPY | 1.00 | SELL | 2023/11/29 14:29 | 146.979 | 2023/11/29 19:48 | 147.810 | 00:05:19 | 0.0 | lose | -83.1 | 147.810 | 146.382 |
| USDJPY | 1.00 | BUY | 2023/12/01 03:44 | 148.174 | 2023/12/01 10:02 | 147.678 | 00:06:18 | 0.0 | lose | -49.6 | 147.678 | 148.789 |
| USDJPY | 1.00 | SELL | 2023/12/08 09:29 | 143.560 | 2023/12/08 15:59 | 144.172 | 00:06:30 | 0.0 | lose | -61.2 | 144.594 | 141.336 |
| USDJPY | 1.00 | BUY | 2023/12/12 00:29 | 146.438 | 2023/12/12 10:10 | 145.633 | 00:09:41 | 0.0 | lose | -80.5 | 145.633 | 147.114 |
| USDJPY | 1.00 | SELL | 2023/12/12 18:44 | 145.392 | 2023/12/12 20:35 | 145.092 | 00:01:51 | 0.0 | win | 30.0 | 145.692 | 145.092 |
| USDJPY | 1.00 | SELL | 2023/12/14 20:14 | 141.481 | 2023/12/14 22:30 | 142.224 | 00:02:16 | 0.0 | lose | -74.3 | 142.224 | 140.528 |
| USDJPY | 1.00 | SELL | 2023/12/21 18:14 | 143.159 | 2023/12/21 20:36 | 142.859 | 00:02:22 | 0.0 | win | 30.0 | 143.459 | 142.859 |
| USDJPY | 1.00 | SELL | 2023/12/22 22:59 | 142.035 | 2023/12/23 01:45 | 142.521 | 00:02:46 | 0.0 | lose | -48.6 | 142.521 | 141.488 |
| USDJPY | 1.00 | BUY | 2023/12/27 15:29 | 142.661 | 2023/12/27 18:14 | 142.516 | 00:02:45 | 0.0 | lose | -14.5 | 142.361 | 142.961 |
| USDJPY | 1.00 | BUY | 2024/01/03 14:59 | 142.122 | 2024/01/03 16:19 | 142.422 | 00:01:20 | 0.0 | win | 30.0 | 141.822 | 142.422 |
| USDJPY | 1.00 | BUY | 2024/01/04 10:29 | 143.382 | 2024/01/04 22:14 | 144.126 | 00:11:45 | 0.0 | win | 74.4 | 142.830 | 144.796 |
| USDJPY | 1.00 | SELL | 2024/01/09 19:29 | 143.882 | 2024/01/10 00:44 | 144.192 | 00:05:15 | 0.0 | lose | -31.0 | 144.192 | 143.475 |
| USDJPY | 1.00 | SELL | 2024/01/12 15:14 | 145.121 | 2024/01/12 22:14 | 145.430 | 00:07:00 | 0.0 | lose | -30.9 | 145.578 | 144.416 |
| USDJPY | 1.00 | BUY | 2024/01/16 10:59 | 145.897 | 2024/01/16 17:38 | 146.414 | 00:06:39 | 0.0 | win | 51.7 | 145.577 | 146.414 |
コメント