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Re: JP225 ADR Extension-Based Momentum Model

funchi, Thu Feb 26, 2026 11:12 am

I have systemised it to make verification easier.
There was a significant difference between vague manual verification and systemised automated verification.
The win rate deteriorated, but the payoff ratio improved.

Previously, conditions such as “slightly above” or “slightly below” were ambiguous.
Also, performance will change if the parameter settings are adjusted.

Performance from July 2025 to the present is shown in the top left of the chart.
In summary: 153 trades, a win rate of 30%, and a payoff ratio of 3.6.
Please refer to the attached chart for details.

The “FNC_QUIET_EDGE_2604” indicator plots the entry and exit points,
and the “FNC_BacktestAnalyzer_ByTrendline” indicator displays the results.
All parameters are set to their default values.

The parameter settings for the “FNC_QUIET_EDGE_2604” indicator are explained below.

----- ADR -----
Sets the reference price for the ADR line.

If you want the ADR line to be evaluated based on today’s open:
Reference price = OPEN
Bar shift = 0

If you want the ADR line to be evaluated based on the previous day’s close:
Reference price = CLOSE
Bar shift = 1

----- Entry Settings -----
Configure the entry conditions.

ADR Open pos percent
A trade is entered when price exceeds the specified ADR line.

Applied price
HIGH/LOW: Entry occurs when the high or low breaches the ADR line.
CLOSE: Entry occurs when the closing price breaches the ADR line.

Trading Hours (Start time)
Set the trading start time using the MT4 server time.

Max Trades Per Day
Set the maximum number of trades per day.

----- Exit Settings -----
Configure the exit conditions.

ADR SL pos percent
The position is exited when price exceeds the specified ADR line.

Applied price
HIGH/LOW: Exit occurs when the high or low breaches the ADR line.
CLOSE: Exit occurs when the closing price breaches the ADR line.

Trading Hours (Forced closing time)
Set the trading end time using the MT4 server time.

If the trading start time and trading end time are set in reverse order, the system will not function.
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