OPEN-SOURCE SCRIPT
已更新

Gotobi Teriyaki

8 489
USDJPY Anomaly.

This anomaly originated in Japan.

Buy from 2:00 pm Japan time.

Sell at 9:55 Japan time.

Japanese importers often settle payments to suppliers in dollars, and exchange yen for dollars on settlement days (days falling on a 5 or 10, so-called goto days).

Therefore, on goto days, there is sometimes a shortage of dollars held by financial institutions. This is called the "middle price shortage," and financial institutions purchase dollars through the foreign exchange market to resolve the middle price shortage.

As a result, the dollar currency is bought and USD/JPY depreciates against the yen. Since the yen has historically appreciated against the dollar, exporting companies make forward exchange contracts with financial institutions as a risk hedge.

Financial institutions are therefore forced to procure dollars in the market because they do not have enough dollars in their balance sheets to deliver to exporters.

Five days is called "GO" in Japanese.

Ten days is called "TO" in Japanese.

In Japanese, a day is called "BI".

Now I can eat teriyaki all day long :)

ドル円ゴトー日ストラテジーを作ってみました。

版本注释
delete day % 10 == 0

免责声明

这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。