Foreign exchange straddling system

Abstract

To provide a foreign exchange straddling system that allows even an amateur to stably make a profit.SOLUTION: A foreign exchange straddling system 10 using a predetermined asset to automatically purchase and sell another asset, on the basis of a real-time chart in which a change in rate for exchanging the predetermined asset to the other asset is displayed in real time, comprises: a purchase processing unit 12 that performs a transaction for purchasing a predetermined number of another assets on the basis of a threshold for purchase for purchasing the other asset in the real-time chart; a selling processing unit 14 that performs a transaction for selling a predetermined number of another assets on the basis of a threshold for selling for selling the other asset in the real-time chart; and a profit settlement processing unit 16 that settles a profit by selling all other assets held to obtain predetermined assets on the basis of a threshold for profit settlement in a transaction in the real-time chart.SELECTED DRAWING: Figure 1

Description

[Technical field]

[0001] The present invention relates to a foreign exchange hedging system. [Background technology]

[0002] Conventionally, foreign exchange transactions such as exchange of US dollars and Japanese yen and exchange of US dollars and gold have been conducted. For example, Patent Document 1 discloses, as a technology related to the present invention, a foreign exchange transaction program including a real rate gadget that displays a currency pair, a selling price, a buying price, etc. related to a foreign exchange transaction in real time on a desktop screen of a terminal connected to the Internet, a calculation / order gadget that displays an order button and an input window for inputting a currency pair, a transaction start date, a transaction settlement date, etc., and simulates and presents a predicted acquisition amount using the input data, and a trading interface that displays an order screen for causing a foreign exchange transaction system to execute a foreign exchange buying / selling procedure when the order button is clicked, and instructs the foreign exchange transaction system to execute the foreign exchange buying / selling procedure. [Prior art documents] [Patent documents]

[0003] [Patent Document 1] JP 2010-152801 A Summary of the Invention [Problem to be solved by the invention]

[0004] It is not easy for amateurs to make profits from foreign exchange trading. For this reason, amateurs who try foreign exchange trading without due consideration may incur huge losses.

[0005] An object of the present invention is to provide a foreign exchange hedging system that enables even an amateur to stably make a profit. [Means for solving the problem]

[0006] The foreign exchange hedging system of the present invention is a foreign exchange hedging system that automatically buys and sells a specified asset using another asset based on a real-time chart that displays changes in the rate for exchanging the specified asset for another asset in real time, and is characterized in that it comprises a purchase processing unit that performs a transaction to purchase a specified number of the other asset based on a purchase threshold for purchasing the other asset in the real-time chart, a sale processing unit that performs a transaction to sell a specified number of the other asset based on a sale threshold for selling the other asset in the real-time chart, and a profit confirmation processing unit that executes orders by the purchase processing unit and the sale processing unit based on a profit confirmation threshold for the transaction in the real-time chart.

[0007] In addition, in the foreign exchange hedging system of the present invention, it is preferable that a difference between the purchase threshold and the sale threshold is set to a first predetermined value, and a difference between the profit lock-in threshold and the purchase threshold and the sale threshold is set to a second predetermined value.

[0008] In addition, the foreign exchange hedging system according to the present invention preferably further comprises a first adjustment processing unit that sets the first predetermined value to be larger as the number of purchases or sales of the other asset increases.

[0009] In addition, in the foreign exchange hedging system of the present invention, it is preferable to further include a second adjustment processing unit that stops new transactions for purchasing or selling the other asset when the number of purchases or sales of the other asset exceeds a predetermined number, and sets the second predetermined value to a smaller value. Effect of the Invention

[0010] According to the present invention, even an amateur can make a stable profit. [Brief description of the drawings]

[0011] [Figure 1] FIG. 1 is a diagram showing a foreign exchange hedging system according to an embodiment of the present invention. [Diagram 2] FIG. 1 is a diagram showing a transaction in which gold is bought and sold in a foreign exchange hedging system according to an embodiment of the present invention. [Diagram 3] FIG. 13 is a diagram showing changes in gold buying and selling transactions due to the introduction of gap down and profit down in the foreign exchange hedging system of an embodiment of the present invention. [Figure 4] FIG. 13 is a diagram showing how gold is bought and sold with gap down and profit down implemented in a foreign exchange hedging system according to an embodiment of the present invention, and shows how a transaction is carried out when a profit is confirmed on a sale. [Diagram 5] FIG. 13 is a diagram showing how gold is bought and sold with gap down and profit down implemented in a foreign exchange hedging system according to an embodiment of the present invention, and shows how a transaction is carried out when a profit is confirmed on a purchase. [Figure 6] FIG. 1 is a diagram showing a transaction in which gold is bought and sold with loss cut (loss cut position and loss cut profit) being introduced in the foreign exchange hedging system of an embodiment according to the present invention. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS

[0012] Hereinafter, an embodiment of the present invention will be described in detail with reference to the accompanying drawings. In the following, the same elements in all the drawings are given the same reference numerals, and duplicated explanations will be omitted. In addition, in the explanation in the text, the reference numerals previously described will be used as necessary.

[0013] Fig. 1 is a diagram showing a foreign exchange hedging system 10 according to an embodiment of the present invention. Fig. 2 is a diagram showing a transaction in which gold is bought and sold in the foreign exchange hedging system 10 according to an embodiment of the present invention.

[0014] FIG. 2(a) is a diagram showing how a transaction is conducted with the purchase threshold and the sale threshold set to the same value in a foreign exchange hedging system 10 according to an embodiment of the present invention, and FIG. 2(b) is a diagram showing how a transaction is conducted with a gap provided between the purchase threshold and the sale threshold.

[0015] FIG. 3 is a diagram showing changes in gold buying and selling transactions due to the introduction of a gap down in the foreign exchange hedging system 10 according to the embodiment of the present invention.

[0016] FIG. 3(a) is a diagram showing how a transaction is conducted by setting a gap (no gap down) between the purchase threshold and the sale threshold, and FIG. 3(b) is a diagram showing how a transaction is conducted by setting a gap (with gap down) between the purchase threshold and the sale threshold.

[0017] FIG. 4 is a diagram showing how gold is bought and sold with the introduction of gap down and profit down in the foreign exchange hedging system 10 of an embodiment according to the present invention, and shows how a transaction occurs when a profit is confirmed on a sale.

[0018] FIG. 5 is a diagram showing how gold is bought and sold with the introduction of gap down and profit down in the foreign exchange hedging system 10 of an embodiment according to the present invention, and shows how a transaction occurs when a profit is confirmed on a purchase.

[0019] FIG. 6 is a diagram showing a transaction in which gold is bought and sold with loss cut (loss cut position and loss cut profit) being introduced in the foreign exchange hedging system 10 according to the embodiment of the present invention.

[0020] The foreign exchange hedging system 10 is a system that automatically buys and sells a specified asset using another asset based on a real-time chart that displays changes in the rate for exchanging the specified asset for another asset in real time.

[0021] The foreign exchange hedging system 10 includes a server 11 having a purchase processing unit 12, a sale processing unit 14, a profit determination processing unit 16, a first adjustment processing unit 18, and a second adjustment processing unit 20.

[0022] The foreign exchange hedging system 10 is connected to terminals of users 4 and a market 6 via a network 2. The market 6 is a securities company or the like that handles foreign currencies.

[0023] The network 2 is a communication network capable of two-way communication, and a representative example is the Internet. The terminal of the user 4 may be any device that can be connected to the network 2, and may be, for example, a personal computer that can be connected to the Internet, or a mobile terminal such as a mobile phone.

[0024] When a short or long position traded in foreign exchange margin trading is established, the server 11 performs the function of determining that it is time to buy or sell when the exchange loss reaches a certain value range, and automatically settles the position.

[0025] The server 11 transmits and receives data on new orders for transaction targets and margin settings for new orders to and from the terminals of the users 4 via the network 2.

[0026] The server 11 imports the transmitted and received data on new orders and margin settings for new orders, sets the margin required per trading currency unit for new orders in foreign exchange margin transactions, places new orders for the transactions, obtains current foreign exchange rate information (real-time charts) from outside, and establishes and automatically settles short or long positions in the above-mentioned foreign exchange margin transactions.

[0027] The server 11 is connected to a foreign exchange rate providing system owned by the market 6. This foreign exchange rate providing system sends current foreign exchange rate information (real-time charts) from outside to the server 11, and receives and sends foreign exchange rate information provided by banks (market 6) that handle foreign exchange transactions.

[0028] The purchase processing unit 12 and the sale processing unit 14 set the margin required per transaction currency unit for a new order in foreign exchange margin trading, and have storage means (e.g., memory) in which data can be written and read. The margin required for, for example, 100,000 US dollars input from the terminal of the user 4 via the network 2 is set to, for example, 400,000 yen, and stored. The purchase processing unit 12 and the sale processing unit 14 then calculate the buying and selling quantities of positions using the gap and profit based on the funds and margin.

[0029] The purchase processing unit 12 and the sale processing unit 14 set the buying and selling order methods for the trading objects of the foreign exchange margin transaction and place new orders, and have storage means (for example, memory) to which data can be written and read.

[0030] It then stores the conditions, such as the type of asset to be bought or sold (e.g., gold / US dollar, US dollar / yen, pound / yen, euro / yen, Australian dollar / yen, etc.), transaction amount, and designated price, which are input from the user's 4 terminal via network 2.

[0031] The purchase processing unit 12, the sale processing unit 14, and the profit determination processing unit 16 acquire current foreign exchange rate information from the outside, and have, for example, a receiving means. Then, they receive, for example, gold / US dollar exchange rate information (real-time chart) sent from a foreign exchange rate providing system owned by the market 6.

[0032] The profit determination processing unit 16 compares the acquired current foreign exchange rate with a threshold value and executes an order, and includes, for example, a comparison means.

[0033] The purchase processing unit 12 performs a transaction to purchase a predetermined amount of another asset based on a purchase threshold for purchasing another asset on a real-time chart. Specifically, as shown in Fig. 2(a), the purchase processing unit 12 performs an initial buy order (purchase of gold with US dollars) on a market basis, and the rate at this time becomes the purchase threshold and the sell threshold.

[0034] The selling processing unit 14 performs a transaction to sell a predetermined amount of another asset based on a selling threshold for selling the other asset on the real-time chart. Specifically, as shown in Fig. 2(a), after the first buying order is placed by the buying processing unit 12 on a market basis, the selling processing unit 14 places a selling order (selling for gold and obtaining US dollars) when the selling threshold determined at this time is reached.

[0035] The profit determination processing unit 16 determines profits by executing orders from the purchase processing unit 12 and the sale processing unit 14 based on the profit determination threshold of the transaction in the real-time chart. Specifically, as shown in Fig. 2(a), buying and selling are executed every time the real-time chart exceeds the purchase threshold and the sale threshold, and when it exceeds the profit determination threshold with a predetermined gap from the purchase threshold and the sale threshold, the orders from the purchase processing unit 12 and the sale processing unit 14 are executed to determine profits.

[0036] Next, a description will be given of the operation of the foreign exchange hedging system 10 configured as above. As shown in Fig. 2(a), in a real-time chart for exchanging US dollars and gold, the purchase processing unit 12 makes a first purchase order as the market proceeds.

[0037] The rate at the time of the first buy order (BUY) is determined as the purchase threshold and sell threshold, and the order quantity at the time of the first buy order is set to 1. Then, as shown in Figure 2(a), the chart goes up and down in a parabolic curve, and when it falls below the purchase threshold and sell threshold, the first sell order (SELL) is made. At this time, the order quantity sold is twice that of the first buy order.

[0038] After that, the chart draws a curve like a downward parabola and rises again, and when it exceeds the purchase threshold and the selling threshold, a second buy order is placed. At this time, the number of orders twice that of the first buy order is purchased.

[0039] Next, the chart again draws a curve like a parabola and moves up and down, and when it falls below the purchase threshold and the selling threshold, a second sell order (SELL) is placed. At this time, the number of orders twice that of the first buy order is sold.

[0040] After this, as shown in Fig. 2(a), the real-time chart continues to decline, and when it falls below the profit confirmation threshold provided with a predetermined gap value from the purchase threshold and the selling threshold, the previous orders are executed to confirm the profit. At this time, since the buy order (BUY) is -3 and the sell order (SELL) is +4, a profit of 1 time can be obtained.

[0041] As described above, according to the foreign exchange two-way system 10, the user 4 can automatically buy and sell without the need to check the real-time chart by himself / herself, and can obtain stable profits, which has a remarkable effect.

[0042] In Fig. 2(a), the purchase threshold and the selling threshold are set to the same value, but in Fig. 2(b), a difference (gap) of the first predetermined value is set between the purchase threshold and the selling threshold. At this time, the profit confirmation threshold is set with a difference (profit) of the second predetermined value between the purchase threshold and the selling threshold, respectively. The reason for setting the gap is that it is preferable that there is a certain gap in consideration of the spread and the stop level.

[0043] As shown in Fig. 2(b), in the real-time chart for exchanging the US dollar and gold (GOLD), the purchase processing unit 12 places a first buy order (BUY) at the prevailing price.

[0044] The rate at the time of the first buy order (BUY) is determined as the purchase threshold, the number of orders at the time of the first buy order is multiplied by 1, and the difference (gap) between the first specified values ​​is set to 200 to determine the sell threshold.

[0045] As shown in Figure 2(b), the chart moves up and down in a parabolic curve, and when it falls below the sell threshold, the first sell order (SELL) is placed, selling four times the amount of the first buy order.

[0046] The chart then makes a downward parabolic curve and rises again, and when it crosses the buy threshold, a second buy order is placed, this time buying 13 times the quantity of the first buy order.

[0047] Next, the chart will again move up and down in a parabolic curve, and when it falls below the sell threshold, a second sell order will be placed, this time selling 40 times the amount of the first buy order.

[0048] After this, as shown in Figure 2(b), the real-time chart continues to fall, and when the selling threshold and the specified profit value (here 100) fall below the profit lock-in threshold, the orders up to that point are executed and the profit is locked in. At this time, the buy order (BUY) is -14 x 300 = -4200, and the sell order (SELL) is 44 x 100 = 4400, so a profit of +200 can be obtained.

[0049] Next, an example of introducing a gap down that widens the gap when the number of buying and selling increases as shown in Figure 3 will be described. For comparison, Figure 3(a) is a diagram showing how trading is carried out with a constant gap as shown in Figure 2(b) without a gap down, and Figure 3(b) is a diagram showing how trading is carried out with a 20% gap down introduced. If a gap down is not provided, as shown in Figure 3(a), there is a possibility that many positions will be taken, so the number of positions is suppressed in order to reduce the risk of margin loss.

[0050] The gap down setting is executed by the function of the first adjustment processing unit 18. The first adjustment processing unit 18 has a function of setting the first predetermined value (gap) to be larger when the number of purchases or sales of another asset increases.

[0051] Figure 4 is a diagram showing the state of trading when a 20% gap down is introduced and profits are confirmed with a sell order (SELL). As shown in Figure 4, compared to the first buy order (BUY) and sell order (SELL), the first predetermined value difference (gap) from the second buy order (BUY) onwards is reduced by 20% for trading, and the second predetermined value difference (profit) at this time is set to 90%, and here profits are confirmed after the second sell order.

[0052] FIG. 5 is a diagram showing the state of trading when a 20% gap down is introduced and profit is confirmed with a buy order (BUY). As shown in FIG. 5, the first predetermined value difference (gap) is reduced by 20% from the second buy order (BUY) onwards compared to the first sell order (SELL) and buy order (BUY), and the second predetermined value difference (profit) at this time is set to 90%, and here, profit is confirmed after the second buy order. Note that in FIGS. 4 and 5, a 10 profit down and down start position are set at the third position, but this is not limited to the third position and may be other positions, for example, the fourth position or the fifth position.

[0053] FIG. 6 is a diagram showing the state of trading when a loss cut is set. Loss cut includes a loss cut position and a loss cut profit. The loss cut is set by the function of the second adjustment processing unit 20. The second adjustment processing unit 20 stops new transactions for the purchase or sale of another asset when the number of purchases or sales of another asset exceeds a predetermined number, and sets the second predetermined value to be smaller.

[0054] Here, a sell order (SELL) or a buy order (BUY) is set as one position. Here, the second adjustment processing unit 20 stops new orders with an upper limit of three positions. [Explanation of symbols]

[0055] 2 network, 4 user, 6 exchange, 10 foreign exchange hedging system, 11 server, 12 purchase processing section, 14 sale processing section, 16 profit determination processing section, 18 first adjustment processing section, 20 second adjustment processing section.

Claims

1. A foreign exchange hedging system that automatically buys and sells a predetermined asset using another asset based on a real-time chart that displays changes in a rate for exchanging the predetermined asset into the other asset in real time, comprising: a purchase processing unit that executes a transaction for purchasing a predetermined number of the other asset based on a purchase threshold for purchasing the other asset on the real-time chart; a selling processing unit that executes a transaction for selling a predetermined number of the other asset based on a selling threshold for selling the other asset on the real-time chart; a profit determination processing unit that determines profits by executing orders by the purchase processing unit and the sale processing unit based on a profit determination threshold value of a transaction on the real-time chart; A foreign exchange hedging system comprising:

2. 2. The foreign exchange hedging system according to claim 1, The difference between the purchase threshold and the sale threshold is set to a first predetermined value, A foreign exchange hedging system, characterized in that the profit lock-in threshold is set to have a difference of a second predetermined value between the purchase threshold and the sale threshold.

3. 3. The foreign exchange hedging system according to claim 2, A foreign exchange hedging system comprising: a first adjustment processing unit that sets the first predetermined value to be larger as the number of purchases or sales of the other asset increases.

4. 4. The foreign exchange hedging system according to claim 3, A foreign exchange hedging system comprising a second adjustment processing unit that stops new transactions for the purchase or sale of the other asset when the number of purchases or sales of the other asset exceeds a predetermined number, and sets the second predetermined value to a smaller value.

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