AnomalyCocktail
- 专家
- 版本: 1.20
- 激活: 5
Anomaly Cocktail
Nine calendar anomalies, one glass.
Currency markets are not perfectly random. Recurring flows such as corporate settlement dates, month-end portfolio rebalancing and the rhythm of the Tokyo, London and New York sessions leave repeatable footprints in price. Anomaly Cocktail combines nine of these seasonal patterns into a single Expert Advisor that trades four major pairs from one chart.
■ How it works
- 9 independent modules, each built on a different calendar or session effect
- USDJPY: 4 modules based on Japanese settlement days, holidays and month-end flows
- EURUSD: 3 modules based on month-end flows and a weekly session tendency
- GBPUSD / AUDUSD: 1 month-end module each
- Each module enters at a fixed time on its specific days and exits after a fixed holding period (from about 2 to 8 hours). No positions are held over the weekend.
- Selected modules use a trend filter and an automatic pause rule: if a module's recent virtual results turn negative, it stops trading until the edge returns.
- Every position has a hard stop-loss. No grid, no martingale, no averaging down.
- Lot multipliers per module equalize the risk of each trade (can be switched off).
■ Backtest (Strategy Tester, real ticks, Oct 2006 – Oct 2026, 0.1 lot fixed, 1:25 leverage)
- Profit factor: about 1.8
- Trades: about 160 per year
- Win rate: about 59%
- Profitable in each of the 21 calendar years tested
- Max balance drawdown: about 3% of the initial 1,000,000 JPY deposit
Past performance does not guarantee future results. Calendar anomalies can weaken or disappear when market structure changes.
■ Requirements
- Hedging account (some modules can hold positions on the same symbol at the same time)
- USDJPY, EURUSD, GBPUSD and AUDUSD must be available from your broker. Symbol names with suffixes/prefixes are detected automatically (or can be entered manually).
- Attach to ONE chart only (any symbol, any timeframe). The EA trades all four pairs from that chart.
- Set the server time-zone parameter to match your broker (US-style or EU-style DST, or a fixed offset). Brokers on GMT+2/+3 with US DST switching (e.g. OANDA) work with the default setting.
- Low-spread account recommended. Entries are skipped when the spread is too wide.
- VPS recommended for 24/5 operation.
■ Main parameters
- Modules: switch each of the 9 modules on/off
- Lot mode: fixed lot, or lot proportional to balance
- Lot multipliers: per-module multipliers (on by default)
- Max spread, broker server time, magic numbers (one per module)
■ Notes
- The EA trades only on specific days, so there can be several days in a row without any trade. This is normal.
- In the Strategy Tester, select "Every tick based on real ticks" for the most accurate results. History for all four pairs is requested automatically.
