Nagi Carry
- Experts
- 버전: 1.0
- 활성화: 5
◆ Positive-swap carry EA for MT5. Buys GBPJPY/AUDCHF on RSI oversold-recovery, averages with a
depth-capped nampin ladder, closes the basket at a fixed ATR target. Backtested 2021-2026:
net +$12,781, PF 1.33, Sharpe 1.91, max DD 4.1%.
◆ NAGI CARRY is a positive-swap carry EA for MetaTrader 5. It buys two structurally
positive-swap pairs (GBPJPY, AUDCHF) on an RSI(14) oversold-then-recover trigger, and
collects interest-rate carry (positive swap) while the position is held.
WHAT IT DOES
If price continues to move against the position after entry, the EA adds up to 3 nampin
legs at ATR-proportional spacing (this lowers the average entry price, it does not chase
losses blindly — the leg count and spacing are both fixed and capped). The whole basket
closes together at a single ATR-proportional take-profit level measured from the average
entry price. A CFTC COT positioning filter (public, weekly futures-market data) skips new
entries when speculative positioning in GBPJPY/AUDCHF is heavily one-sided.
IMPORTANT — HONEST RISK DISCLOSURE
This EA does NOT set a per-trade stop-loss. Risk is instead managed at the BASKET level:
once the nampin depth cap is reached, a basket-wide ATR-based hard stop force-closes the
entire position. During the averaging (nampin) phase, floating drawdown can be larger than
with a single-trade EA that uses a per-trade stop. This is a deliberate design trade-off
that lets the strategy capture the positive-swap carry effect and mean-reversion trades,
not an oversight. Please size your account and lot accordingly.
VERIFIED BACKTEST RESULTS (2021.01-2026.08, 5.7 years, real historical data)
- Net Profit: $12,781.46 (on $30,000 starting balance, 0.01 base lot + anti-martingale sizing)
- Profit Factor: 1.325
- Sharpe Ratio: 1.911
- Max Drawdown: 4.12% (balance) / 5.60% (equity)
- Win Rate: 69.15%
- Total trades: 3,154 (6,308 fills including nampin legs)
Tested at $30,000 starting balance, 1:25 leverage. Past performance does not guarantee
future results. This is simulated historical performance from MT5 Strategy Tester, not
live/real trading results.
RISK MANAGEMENT
- Nampin depth is hard-capped at 3 legs — this is not an unlimited martingale.
- Win/loss-streak-based position sizing, capped between 0.4x and 2.2x (never unlimited).
- New entries are paused when account margin level drops below 300%.
- New entries are paused during known broker rollover/thin-liquidity hours.
- Optional CFTC COT positioning filter (see WHAT IT DOES) to skip crowded-positioning
entries.
REQUIREMENTS
- MetaTrader 5 (not compatible with MT4).
- To enable automatic weekly COT data refresh in live/demo use, add
publicreporting.cftc.gov to MT5's Tools > Options > Expert Advisors allowed-URL list.
Without this, the EA keeps trading normally using its last-known COT data (no crash, no
blocked trading) — this only affects how current the positioning filter is.
- Parameters (including the rollover-hour pause window) were tuned and validated using
GaitameFinest (Japan) real historical data. If running on a different broker, we
recommend re-validating time-based filters against that broker's own server clock.
- Demo-test before live use is recommended, as with any EA, and especially with this one
given the no-per-trade-stop-loss design described above.
WHAT'S CONFIGURABLE
Symbol list, lot size, magic number, RSI thresholds, ATR spacing/TP/stop multipliers,
nampin depth cap, rollover-hour pause window, news-window filter on/off, streak-based
sizing on/off, COT filter on/off and threshold.
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