Kagura001

  • Experts
  • Seira Yokota
    Seira Yokota
    5 (5)
    🔥 TYO – Tokyo Yield Optimization
    If you want to win, abandon emotion.
    TYO is an EA development collective based in Tokyo.
    What we create
    is not an EA for dreaming.
    It's an EA for survival.
    The market shows no mercy.
    There are countless EAs hyping explosive profits.
  • Version: 1.0
KAGURA (Japanese: the Shinto dance performed through the night until dawn) is a **gold-only day-trading EA that rides the London breakout of the range built during Tokyo hours**. Gold forms a narrow box during Asian hours on physical demand and picks its direction when London arrives. FX and stock indices have no such structure: in my tests 27 other instruments (14 FX pairs, 7 indices, WTI, Brent, silver, BTC, ETH) all failed — **only gold (GOLD and its euro quote XAUEUR) passed**. ■Logic: the box is the M5 high/low between 03:00 and 09:00 server time, valid only when its height is 0.3–1.5x the daily ATR. From 09:00 to 16:00, one trade in the breakout direction the moment a close leaves the box (no buffer — perturbation tests showed "entering late loses"). SL beyond the opposite side + 10% of ATR, TP = one box height from the box edge, everything closed at 22:00. **The real edge is a volatility filter**: trades are taken only when the M1 ATR is at least 3% of the daily ATR. The raw breakout alone is PF 1.07 on real ticks (1.00 excluding 2026) — no edge; with the filter it becomes PF 1.51. I disclose where the edge comes from instead of hiding it. One trade per symbol per day, no counter-trend, no martingale, grid or averaging. ■Two symbols from one chart: GOLD and XAUEUR ON by default (XAUUSD/GOLD/GOLDEUR naming resolved automatically). XAUEUR is gold in euros, so running both roughly doubles gold exposure — conservative users can switch XAUEUR off or halve its lot. ■Results (raw-spread data + $7/lot round-turn deducted, fixed 0.10 lot, Mar 2020 – Aug 2026): GOLD **PF 1.75, +$11,696, 282 trades**; XAUEUR PF 1.37, +$6,261, 250 trades; combined PF 1.55, max drawdown $1,814. Honest note: 2023 was flat and 2024 slightly negative (−$155); much of the profit sits in the 2025–26 gold rally. ■Robustness and double validation: a 56-run perturbation grid — all 18 neighbouring settings PF 1.23–1.92, so this is a plateau, not a spike. Every trade was reproduced on REAL TICKS, the actual spread refunded, RAW + $7/lot charged and P/L normalized to a $2,000 gold price: GOLD PF 1.51 (283 trades), PF 1.88 on a standard-spread account (154 trades); XAUEUR PF 1.34 over 2017–2026 (348 trades). Trade-for-trade identity between the multi-symbol build and the single engine: 282/282 and 250/250. No summer/winter dependence. ■Account: the volatility filter is broker-independent. RAW/ECN recommended; on a standard-spread account the trade count roughly halves, yet the remaining trades scored PF 1.88 on real ticks. Designed for GMT+2/+3 servers with US DST switching (most MT5 brokers). ■How to use: attach to any M5 chart, both symbols run as-is, enable algo trading. About 40–45 trades per symbol per year. The free version trades a fixed 0.01 lot, no compounding. Past performance does not guarantee future results. Test on demo first; VPS recommended. Built with Anthropic's Claude Code as a development partner.

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Krzysztof Tadeusz Kanacki
703
Krzysztof Tadeusz Kanacki 2026.09.12 10:36 

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Seira Yokota
9690
Reply from developer Seira Yokota 2026.09.13 03:56
Hi Kris, Thank you for the detailed feedback and for testing KAGURA001 with real ticks. PF 1.62 with equity DD below 2% is a very nice result, especially from an independent broker environment. You made a very sharp observation regarding XAUUSD and XAUEUR. Without revealing the proprietary logic, I can say that KAGURA is not simply a correlation-based EA. The relationship between XAUUSD and XAUEUR is used as one part of the market-context confirmation. When both markets show compatible directional conditions, it can increase the quality of the setup. The EA also evaluates price structure, session/timing conditions, momentum and several internal filters. So both Asian-session behavior and cross-market confirmation are relevant, but neither represents the complete strategy by itself. The main philosophy behind KAGURA is selective execution and controlled risk rather than maximizing trade frequency. Thanks again for the excellent observation and for sharing your independent test results. Feedback like this is very valuable for further development. Best regards,
Ken
TYO EA LAB.
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