Short-term foreign exchange rate trading based on the support/resistance level of Ichimoku Kinkohyo
Short-term foreign exchange rate trading based on the support/resistance level of Ichimoku Kinkohyo
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DOI：
10.1109/infoseee.2014.6948127
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发表时间：
2014-04
期刊：
影响因子：
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通讯作者：
Shangkun Deng;A. Sakurai
中科院分区：
文献类型：
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作者：
Shangkun Deng;A. Sakurai
在本研究中，我们进行了外汇汇率模拟交易的基础上，传统的日本技术指标称为一目金孝，这是众所周知的，并广泛使用在日本的各种市场价格的技术分析。我们根据一目五行的支撑/阻力位设计了两种交易策略，并对短期外汇汇率进行了模拟交易。交易策略适用于五种货币对：USD/JPY，EUR/USD，GBP/USD，USD/CHF和AUD/USD。实验结果表明，基于一目金孝的交易策略的平均收益显著优于其他基准策略。
In this study, we conducted foreign exchange rate simulated trading based on a traditional Japanese technical indicator called Ichimoku Kinkohyo, which is well-known and widely used in Japan for technical analysis on various kinds of market prices. We designed two trading strategies based on the support/resistance level of the five elements of Ichimoku and conducted simulated trading on short-term foreign exchange rate. The trading strategies are applied to five currency pairs: USD/JPY, EUR/USD, GBP/USD, USD/CHF and AUD/USD. Experimental results show that the average return of one trading strategy that based on Ichimoku Kinkohyo is extremely better than that of other baseline strategies.