Production background of Gotoh Logic

Good evening, this is 2pay.

It's been a while since my last post.

Recently I’ve been busy with developing new EA and research EA, production requests, and travel(?), so my writing has fallen behind.

I’m working even while moving in the car and during meals, but even then time isn’t enough.

When you think about it, an EA that trades automatically is convenient, isn’t it()

This time I will talk about Goto dates as a survival-oriented topic.

Currently I am selling two EAs related to Goto dates, but I’m also creating a new Goto EA.

Besides Goto, I have several other EAs that function properly, but because verification and backing are not sufficiently completed, I have not been able to release them.

With the Goto EA currently in development, I plan to release other EAs in a different line after this one reaches a milestone.

It may not be the right time to discuss sales, but there is a reason for selling a third Goto EA.

In short, I wanted to create an EA that optimizes profit.

Up to now, each Goto EA has been developed with a different theme.

Solid_AD considers the presence of the company in the background and has incorporated a daily optimization mechanism.

AL_56 is designed with hedging against other currencies and other logics in mind, reducing drawdown.

The logic currently under development after these two will focus on profit optimization.

If you’ve looked at my product lineup, you’ll know I’m monitoring the movements of large investors.

This is the same for EAs, focusing on “from their position, when would they enter.”

First, there is a clear reason that the Goto logic (anomaly) holds.

There are actual demand dollar buys/sales involved in the liquidation of import/export companies connected with overseas operations.

Actual demand is not aimed at investment profits, so a spread (market imbalance) occurs.

(If there were only trades aimed at investment profits, the market would be perfectly efficient.)

Trading that takes advantage of this is the Goto anomaly.

Even with a simple simulation without SL/TP set, the win rate is about 55%.

If you modestly limit SL, the win rate exceeds 60% (RR can be kept at 1:1 or higher).

From an EA developer’s perspective, the Goto anomaly is a very strong edge, and because it can be profitable even with rough operation, it is popular among beginner EA developers.

(Obtaining the Goto date programmatically is technically demanding, though...)

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There aren’t many opportunities to discuss behind-the-scenes EA development, and I think there are few developers who talk about it, so this time I will explain a step-by-step difficulty level of Goto-date EAs, including those aspects.

Whether you feel the EA’s price is high or low will vary by person, but if you carefully examine the logic, you’ll understand there is substantial value (you don’t have to buy, though).

① The beginner’s first step is to enter a long position toward the mid-rate time on days that are multiples of 5.

I will create logic to obtain the current date/time and hold until 10:00 (if exact, at 9:55).

Entries are made after 8:00 when spreads narrow, and the most promising time frame is sought for optimization.

The first stumbling block is the server time and Tokyo time conversion.

② The next level is dealing with daylight saving time.

Many brokers apply US daylight saving time.

Adding daylight saving time to server time increases complexity, but improves closing precision.

Some brokers have European daylight saving time or no DST, so you need to switch to handle various scenarios.

Since DST switching differs by region, you need to research it yourself (you’ll become more familiar with regional nuances in the process).

③ Next is handling spanning days.

As you search for the optimal entry timing, you wonder if entering from the previous day could be profitable.

Simply put, the longer you hold, the more profit you accrue.

Because Goto EA relates to actual demand, it is effective from a day-to-swing viewpoint as well.

If you enter from the previous day, you get a positive swap and a larger price range, and compared to scalping, the profit per trade is larger, so performance is less affected even if you switch brokers.

In Japan time, even on the same day, it may be treated as the previous day on server time, so you need to think about a program to enter on the previous day.

Defining the entry time for the previous day as soon as the Goto date (on days ending with 5 or 0) arrives is not late, so in my case I predefine the last month or so.

If a Goto date falls on Monday, entry would be Friday (Saturday in Tokyo time), so you need to adjust across the weekend.

④ Next is adjusting for holidays.

Holiday arrangements change every year, but excluding the vernal and autumnal equinoxes, everything can be calculated by program.

We obtain Japanese and US holidays and must determine entry dates to avoid them, but

If the day before a Goto date falls on a weekend, it’s necessary to move it to Friday; if Friday is a holiday, the holiday must also be moved; if moving to a holiday would land on a weekend, move further... and so on. If you can avoid Golden Week, you’ll be fine.

If you want to be precise, define Japanese holidays in Tokyo time and US holidays in New York time.

⑤ After optimally adjusting the date, you adjust the time.

The mid-rate announcement is at 9:55, but if you think there will be confirmed sells (or new sells) at the scheduled time, you can anticipate a flood of algorithms at that time and adjust by slightly accelerating settlement.

There are several points in entry as well, but in my case I make sure not to enter after the NYOP cut.

Simply because NYOP cuts are prone to roughness.

⑥ After optimizing time, you also optimize price.

If the market tends to rise, buying a little cheaper at the right time can both reduce losses and pursue profits.

In those high-confidence time slots, it would be ideal to enter while watching price action.

⑦ Aiming for a more advanced EA

・Diversifying positions can smooth the profit/loss per trade (dollar-cost averaging-like).

・By weighting different positions and prioritizing some, you can aim to reduce risk.

・In recent years, Singapore traders have been actively cutting mid-rate positions. Goto logic that hasn’t addressed countermeasures has particularly struggled this spring.

・Check trends outside the mainstream and confirm it is dollar-driven movement.

⑦ there are methods to master beyond that, but that would be too much of a service, so I’ll stop here.

If you understand the underlying movements, you can infer a reasonably optimal parameter without relying on backtests.

I plan to release a new work someday, but please understand there is a possibility I may cancel the release.

Currently on sale: Solid_AD applies to class ⑤, AL_56 applies to part of class ⑦.

The next release is planned to be class ⑦ as well.

I hope to touch a little on the production process.

If I have time again, I will write.

Thank you for reading.