トレーディングシステム・ラボ

EA づくり、MT5 での検証、リスク管理、仕掛けどころ。煽りは置いておいて、仕組みの話をします。

「ロンドン」「ATR」「スプレッド」「円」のような短い語で探すと見つけやすくなります。

検証した4つの手法のうち、生き残ったのは仲値だけ

手法マップで「次はこれを試す」と挙げた4つを検証し、合否そのまま公開します。3つは不合格。残った1つ、9時55分の仲値後のフローは2019年以降すべての年で有効で、EA になり、いま実際に動いています。

仲値 五十日 USDJPY EURJPY バックテスト カレンダー効果 モメンタム ストップ狩り MT5 EA開発
2026/09/11

A Map of FX Techniques, and Where Ours Have Been Tested

Every family of FX technique we know of, in one table, with what our own backtests say about each: proven, rejected, or not yet tested. Two patterns stand out, and they decide what we test next.

strategy backtesting mean reversion trend following breakout sessions MT5 EA development
2026/09/10

Our Daily Signals Are Contrarian. Here Is the Study.

We rebuilt our three D1 signal analyzers over ten years and ten pairs and measured what happened next. The readings are anti-predictive: the stronger the signal, the worse the forward return. What that means for how to read the Signals page.

signals backtesting mean reversion D1 forward returns MT5
2026/09/09
Parameter Optimization Without Overfitting Your EA

Parameter Optimization Without Overfitting Your EA

Learn how to optimize MT5 EAs without curve fitting. Discover how to choose parameter ranges, avoid overfitting traps, and build robust trading systems that survive live markets.

Parameter Optimization Curve Fitting Walk Forward Analysis EA Robustness MT5 Optimization techniques
2026/02/17
MT5 Backtest Report Fields Explained: Profit, Drawdown, and Trade Stats

MT5 Backtest Report Fields Explained: Profit, Drawdown, and Trade Stats

A practical guide to MetaTrader 5 backtest report fields. Learn what Profit Factor, drawdowns, Sharpe ratio, expected payoff, and trade statistics mean, and how to read them for stable EA evaluation.

MT5 Backtest Profit Factor Drawdown Expert Advisor Strategy Tester techniques
2026/02/10
EA .set Files Explained: How to Tune a Scalp Strategy Safely

EA .set Files Explained: How to Tune a Scalp Strategy Safely

Learn how to adjust a MetaTrader EA .set file for a scalping strategy. This guide explains ADX, ATR, filters, risk controls, and why systematic backtesting is essential for maximizing EA performance.

EA Set File MT5 Scalping Strategy ADX ATR Trading EA Parameters EA Backtesting Guide techniques
2026/02/03
Understanding MT5 Modeling Quality: What the Numbers Actually Mean

Understanding MT5 Modeling Quality: What the Numbers Actually Mean

A deep, practical explanation of MT5 modeling quality. Learn what the numbers really mean, how tick data and real ticks affect backtest precision, and why high modeling quality can still produce misleading results.

MT5 modeling quality tick data real ticks backtest precision MT5 backtesting techniques
2026/01/27
How to Backtest MT5 EAs the Right Way (and Avoid False Confidence)

How to Backtest MT5 EAs the Right Way (and Avoid False Confidence)

Learn how to backtest MT5 Expert Advisors the right way. Avoid false confidence caused by poor modeling quality, bad historical data, and unrealistic assumptions. A practical guide for serious EA traders.

MT5 Backtesting Backtest Accuracy Modeling Quality Historical Data MT5 EA Optimization techniques
2026/01/20
Fixing My Least-Winning MT5 EA: Tokyo Swing Trend (USDJPY H1) — Why Exits, Trailing, and Sizing Matter More Than Entries

Fixing My Least-Winning MT5 EA: Tokyo Swing Trend (USDJPY H1) — Why Exits, Trailing, and Sizing Matter More Than Entries

I break down my “least winning” MT5 EA (Tokyo_SwingTrend_USDJPY_H1) and explain the real reasons it struggles: an ambitious 2.5R target paired with RSI pullbacks, a too-tight ATR trailing stop, and fixed minimum lot sizing. I also share practical, code-ready optimization directions: 1.5R–1.8R targets, trailing start at 1.5R with wider steps, equity-risk position sizing, and session/time logic driven by data.

MT5 EA development USDJPY algorithmic trading ATR trailing stop risk-based position sizing RSI pullback strategy techniques
2026/01/15
Forex Market Hours Explained: When Your EA Should Trade — and When It Should Stay Quiet

Forex Market Hours Explained: When Your EA Should Trade — and When It Should Stay Quiet

Learn which Forex market hours matter for EA trading, how each session behaves, and when your automated strategy should trade or stay idle.

Forex Market Hours EA Trading Time Best Time to Trade FOREX Automated Trading Time Zones news
2026/01/08