CN106611373A - Stock right transfer buying and selling analysis system - Google Patents
Stock right transfer buying and selling analysis system Download PDFInfo
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- CN106611373A CN106611373A CN201510705963.6A CN201510705963A CN106611373A CN 106611373 A CN106611373 A CN 106611373A CN 201510705963 A CN201510705963 A CN 201510705963A CN 106611373 A CN106611373 A CN 106611373A
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- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
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Abstract
The invention discloses a stock right transfer buying and selling analysis system. According to the invention, a computer device is used to directly and quickly analyze and determine the security bull and bear direction and the buying and selling price at the day of stock right transfer. Any weight reduction adjustment or comparison parameter correction is not needed. A T2 policy index is quickly calculated in quotation or after quotation. When the T2 policy pointer value changes to a set value of the system, the system issues a bull and bear buying and selling signal, to provide investors with the actual bull and bear direction and buying and selling price decision signal needs to help users to accurately and quickly grasp the best bull and bear direction and buying and selling price from the stock of the day of stock right transfer.
Description
Technical field
The present invention relates to a kind of equity changes business transaction analysis system, the system can change the same day in equity
Calculate and predict many short sides of stock personal share to turnover and basis of price signal in real time.
Background technology
The way to manage money of the always general masses' favorite of equity investment, if can be rapid in numerous stock informations
A certain advance versus decline first chance is obtained, and dealing decision-making is provided for investor in real time and correctly, is definitely one
As investment crowd is expected asks.But investor encounter equity change day (as except power day, the ex-dividend date, the day of spending more money on,
Capital reduction day or segmentation day etc.) when, calculation mode and KD indexs are reduced using old weights on the market now
Relative method, often resulting in investor cannot be clearly how empty as its judgement stock equity variation same day
Direction and basis of price reliable basis.Ambiguous dealing decision-making can cause improperly operating result,
Except causing investor's mental pressure, can also cause portfolio performance low.
In order to meet the demand, the weights reducing process calculation mode developed by current industry, its
Also there is certain reference and value is judged；But investor must understand completely weights reduction Computing Principle and
Weights change magnitude relationship.If in addition, investor is not enough to gained comprehension of information, selecting mistake more empty
Direction, basis of price and time point, cause worse portfolio performance.
Accordingly, how to develop a kind of when adapting to various equitys and changing, remain to automatization and provide correctly sentence
Determine information, while more can present to simplify display mode, actually art personage is desired most ardently
The problem of solution.
The content of the invention
The invention provides a kind of equity changes business transaction analysis system, for according in a stock market data base
Multiple Transaction Informations carry out computing, the plurality of Transaction Information includes a corresponding stock respectively
Title, stock symbol, date and price data；
The equity changes business transaction analysis system and includes a data capture device and a data operation device；
The data capture device is mutually coupled with the stock market data storehouse of outside, the data operation device and data
Capture device is mutually coupled；The data operation device comprising a Transaction Information set, a control instruction,
One input equipment, T indexs arithmetical unit, T1 strategy indexs, a T indexs adjustor and a T2 are tactful
Index；
Transaction Information set in the data operation device is mutually coupled with the data capture device, institute
State data capture device multiple Transaction Informations are captured and by the plurality of number of transactions from the stock market data storehouse
According to being stored in the Transaction Information set；
The control instruction and the Transaction Information set, the input equipment, the T indexs computing
Device is mutually coupled with the T indexs adjustor；
The control instruction is followed the steps below to a stock symbol enterprise：
(1) if. trade date for the stock symbol enterprise equity change day, by the plurality of thing
Business data transfer to calculate the T indexs arithmetical unit；
(2) if. trade date be the stock symbol enterprise equity change day, by the plurality of affairs
Data transfer to the T indexs adjustor to calculate；
Wherein, the T indexs arithmetical unit one T1 strategy indexs are produced by T1 strategy Index Formulas,
The T1 strategies Index Formula is as follows：
T1 strategy index=(I × W1+J × W2+K × W3) ÷ C4+ (1- θ × W4) × C5；
Wherein W1, W2, W3, W4, C4, C5 are the optimal of the T1 strategies Index Formula decision
Weighted value；Relative quantity energy tide θ is to estimate exchange hand divided by deep bid exchange hand contrast yesterday by deep bid today
Stock is estimated exchange hand and tries to achieve real-time θ values divided by personal share exchange hand yesterday today；Same day opening quotation degree of strength I
It is by difference contrast closing price yesterday of personal share opening price today and closing price yesterday, the T1 strategies index
Formula reselection is distributed a weighted value C1 and tries to achieve I values；In disk, real-time degree of strength J is by personal share disk
The difference of knock-down price and opening price today contrasts opening price today, the T1 strategies Index Formula reselection
Distribute a weighted value C2 and try to achieve J values；And price amplitude K is by highest price in personal share disk today in disk
With difference contrast closing price yesterday of lowest price, T1 strategy Index Formulas reselection one weight of distribution
Value C3 and try to achieve K values；
The control instruction provides a risk control area (γ 2, γ 1), as T1 strategy index >=γ 1>0
When, it is judged to that bull buys signal；As the T1 indexs≤γ 2<When 0, it is judged to nominal sale signal.
Wherein, the T indexs adjustor produces T2 strategy indexs by T2 strategy Index Formulas,
The T2 strategies Index Formula is as follows：
T2 strategy index=(I ' × W1 '+J ' × W2 '+K ' × W3 ') ÷ C4 '+(1- θ ' × W4 ') × C5 '；
Wherein W1 ', W2 ', W3 ', W4 ', C4 ', C5 ', are that the T2 strategies Index Formula is determined
Best weights weight values；Relative quantity energy tide θ ' is to estimate exchange hand by deep bid today to strike a bargain divided by deep bid yesterday
Amount, contrast personal share are estimated exchange hand and try to achieve real-time θ ' values divided by personal share exchange hand yesterday today；The same day
Opening quotation degree of strength I ' is the difference contrast stock that day opening price and equity variation day reference price are changed by personal share equity
The dynamic day reference price of adaptability in tactics, the T2 strategy Index Formulas reselection are distributed a weighted value C1 ' and try to achieve I '
Value；In disk, real-time degree of strength J ' is the difference that day opening price is changed by knock-down price in personal share disk and equity, right
Change day opening price than equity, T2 strategy Index Formula reselection distribute a weighted value C2 ' and
Try to achieve J ' values；And price amplitude K ' is to change highest price and lowest price in solar disk by personal share equity in disk
Difference contrast equity change day reference price, T2 strategy Index Formula reselection distributes a weighted value
C3 ' and try to achieve K ' values；
The control instruction provides a risk control area (γ 2, γ 1), as T2 strategy index >=γ 1>0
When, it is judged to that bull buys signal；As T2 strategy index≤γ 2<When 0, it is judged to that bear sells
Signal.
Wherein, (1) γ 2, γ is looked forward to according to the stock symbol by the control instruction in the risk control area
The stock of industry during a transaction in, count the stock most preferably buy arrange during price one on the occasion of
γ 1, the γ 1 buy the trigger point of signal for bull, and it is optimal that the control instruction also counts the stock
Negative value γ 2 arranged during selling price, trigger points of the γ 2 for nominal sale signal, the γ 2
The upper and lower border region of more empty trading is constituted with the γ 1, that is, (γ 2, γ is 1) in the risk control area.
For example, wherein 1 risk control areas of the γ (γ 2, γ maximum 1) it is interval for (- 10,10), wherein institute
Stating 1 scopes of γ is：0 ＜ γ 1≤10, wherein 2 scopes of the γ are：2 ＜ 0 of -10≤＜ γ.
Wherein, the T1 strategy indexs or T2 strategy indexs price corresponding when reaching γ 1 is
What system offer judged buys price, wherein T1 strategy indexs or T2 strategy indexs reach γ 2
When corresponding price be system the selling price for judging be provided.
Wherein, investor can further pass through the input equipment, be input into a risk of its sets itself
(α 2, α 1), (1) wider interval scale keeps the chance of original share-holding for α 2, α the risk control area for control zone
It is bigger, as T1 strategy index >=α 1>When 0 or T2 strategy index >=α 1>When 0, it is judged to that bull is bought
Inlet signal；As T1 strategy index≤α 2<When 0 or T2 strategy index≤α 2<When 0, it is judged to
Nominal sale signal.
In addition, the equity that the present invention is provided changes business transaction analysis system can also include a display device,
Display device was mutually coupled with T index arithmetical units and T index adjustors, and the display device is used to show T1
Tactful pointer, T2 strategy pointer, by control instruction provide risk control area (γ 2, γ 1), investor
Sets itself risk control area (α 2, α 1), system provide judge buy price and selling price.
Wherein, the display device can further show the plurality of Transaction Information.
Additionally, the data operation device in the present invention can also include a performance evaluation device and one with
The Performance Measurements data base of performance evaluation device coupling, it is the performance evaluation device and control instruction, defeated
Enter equipment, T pointer operation devices, T pointer adjustments, Transaction Information set and data capture device phase coupling
Connect；The performance evaluation device is according to T1 strategy Index Formulas, T2 strategy Index Formulas and the plurality of thing
Business data calculate the remuneration performance for weighing each stock respectively, and the remuneration performance such as described is stored in the performance
Measure database and by the remuneration performance such as described be shown in the performance evaluation device coupling display set
It is standby.
Wherein, the performance evaluation device is interior during an operation, if meet one or more equitys changing
The closing price of the day previous day of trade during day, is then changed with equity each described, segmentation is gradually closed each
Equity changes the position that day previous day of trade original is held, and each equity that sequentially adds up is segmented during changing and closes
Price differential after deducting correlative charges and tax, adds up the profit and loss and average year rate of returns simultaneously during calculating operation
It is shown in the display device.
The equity that the present invention is provided changes business transaction analysis system and is located at mobile phone, stock handset, flat board meter
In calculation machine, notebook computer, desktop computer or Internet of things device.
In terms of comprehensive, the analysis system that the present invention is provided is that the T produced by algorithm is researched and developed using applicant
Pointer operation device, T index adjustors, T1 strategy indexs, T2 strategy indexs, performance evaluation device, achievement
Effect pointer data storehouse, to multiple Transaction Informations, changes the same day in the stock arm's length dealing day or in equity
Be analyzed, so produce many short sides to and basis of price judge.
Accordingly, when the present invention solves traditional KD Indexes Comparisons method and is easy to equity jumbo variation, it is impossible to bright
Really judge the shortcoming in many sky prices and direction, and its every Performance Measurements result and price differential are made a profit and all compared
Weights reducing process is come clearly stable.It is compared to the trading strategies method of traditional type, proposed by the invention
Analysis system can provide rigorous and the transaction rule of rule and the buying signals that more objectively appear on the scene,
And solve existing system and excessively rely on uncertainty caused by user experience, or tradition KD index ratios
It is easy to the shortcoming of distortion compared with method, the present invention is also more clearly stable than using weights reducing process, improves and obtains
The chance of profit, and the profit and loss and estimation remuneration ratio during can accurately weighing investment.
Description of the drawings
Fig. 1 changes the function side of a specific embodiment of business transaction analysis system for the equity that the present invention is provided
Block figure；
Fig. 2 be not used the present invention equity change same day stock, certain many short side of company A stock to and buy
Sell price result of determination figure；
Fig. 3 be using the present invention equity change same day stock, certain many short side of company A stock to and dealing
Price result of determination figure；
The step of Fig. 4 closes method for performance stage schematic diagram.
Description of reference numerals：1- equitys change business transaction analysis system；10- data capture devices；2- stocks
City data base；20- data operation devices；21- Transaction Information set；22-T indexs arithmetical unit；23-T1
Tactful index；24-T index adjustors；25-T2 strategy indexs；26- performance evaluation devices；27- performance weighs
Amount data base；28- control instructions；29- input equipments；30- display devices.
Specific embodiment
Before being further detailed to the present invention, need to understand unless there are definition in addition, otherwise this theory
All technologies and scientific terminology used by bright book, all be familiar with the usual institute of operator belonging to the present invention
The meaning of the same meaning of understanding.In addition, this specification mesh pre-stated only belongs to numerous realities of the present invention
Example one of method, the present invention it is actually used when, can use and this specification methods described
And the similar or equivalent any method of device or means are for it.Furthermore, mentioned in this specification
One number above and below, is comprising number itself.If in addition, this specification refers to certain person with certain second
During to electrically connect or couple, refer to that in fact certain person is the transmission with energy, data or signal with certain second
Behavior, which is not limited with actual connection, accordingly, such as mat it is wired, wirelessly with electricity, light,
The transport behavior that the means such as electromagnetic wave are carried out belongs to its justice.
And it is to be understood that " this " word of description is synonymous with " present invention " word.Separately
Outward, this specification discloses some methods, the flow process for performing disclosed function, not with institute in description
The order of record is limited, and clearly excludes except description has, otherwise each step, the peace of flow process sequencing
Row sees the requirement of user and freely adjusts in end.In addition, each inter-module between each schema in this specification
Ratio be adjusted to maintain the succinct of each drawing, so, in addition to description is clearly stated,
The corresponding size of each component in drawing, position and shape are only for reference.Furthermore, not
Depart under the invention idea of the present invention, the arrangement of the feature such as the size of each component, position and shape
End is seen the requirement of user and is freely changed.Additionally, it is contemplated that the property of each component of the present invention is mutual class
Seemingly, thus the explanation of each inter-module, be numbered and be mutually suitable for.In addition, to keep the succinct of description,
" analysis system " mentioned below refers to that the equity of the present invention changes business transaction analysis system.And this theory
Stock in bright book is to refer to the right or its Financial Derivatives that can be concluded the business in market circulation, such as
Right to choose or warrant etc., collectively termed as stock.And stock market is then place or the means that stock is opened in transaction.
Furthermore, it should be noted that, the composition portion such as the device that is previously mentioned in this specification, module, device, component
Part is not limited with actually separate hardware, the software or tough which can also be individually or after integration
The mode of body is presented, and conjunction first chats bright.
The invention discloses a kind of equity changes business transaction analysis system.Present invention aim to make
Transaction analysis program is used, trading strategies and decision mode are made into appropriate assessment, excluded and change because of equity
Same day influence factor, remains to set up suitable trading strategies to obtain excellent performance.
Specifically, a kind of equity that the present invention is provided changes the principle of business transaction analysis system, for stock
The dynamic same day stock of adaptability in tactics, by " the performance stage closes " and " reference price adjustment " two kinds of situations come
The trend of share of market is predicted.More particularly, the present invention is by the technological side to stock market
T indexs arithmetical unit, T index adjustors is coordinated to be analyzed, with from share price significantly discontinuous information
In deduce the therebetween associated factor, price is smoothed continuous and which is greatly reduced and judges distortion,
The many short sides of correctly predicted stock to and basis of price.
The substantially composition for changing business transaction analysis system below for the equity that the present invention is provided is said
It is bright.One embodiment of the invention discloses a kind of equity of knowing clearly and changes business transaction analysis system, for according to one
Multiple Transaction Informations in stock market data storehouse carry out computing, and it is corresponding that Transaction Information includes one respectively
Time data.
The present invention will be described for clearer, as shown in Figure 1, Figure 2, shown in Fig. 3 and Fig. 4.Fig. 1 is this
The equity that invention is provided changes the functional block diagram of a specific embodiment of business transaction analysis system；Fig. 2 is not for
Using the present invention equity change same day stock, certain many short side of company A stock to and basis of price judge
Result figure；Fig. 3 be using the present invention equity change same day stock, certain many short side of company A stock to and
Basis of price result of determination figure；The step of Fig. 4 closes method for performance stage schematic diagram.
One embodiment of the invention provides a kind of equity and changes business transaction analysis system, for according to one
Multiple Transaction Informations in city data base 2 carry out computing, and the plurality of Transaction Information includes a phase respectively
Corresponding stock name, stock symbol, date and price data；
As shown in Figure 1, the equity that the present invention is provided changes business transaction analysis system 1 and includes a data capture
Equipment 10, a data operation device 20；The equity changes business transaction analysis system 1 and can be located at arbitrary electronics
In device, the electronic installation can for example be mobile phone, stock handset, tablet PC, notebook
Computer, desktop computer and Internet of things device etc., not with citing be limited.
The data capture device 10 is mutually coupled with the stock market data storehouse 2 of outside, the data operation device
20 are mutually coupled with data capture device 10；The data operation device 20 include Transaction Information set 21,
Control instruction 28, input equipment 29, T index strategy arithmetical unit 22, T1 indexs 23, T index adjustors
24th, T2 strategies index 25, performance evaluation device 26, and Performance Measurements data base 27；
Transaction Information set 21 in the data operation device 20 and 10 phase coupling of the data capture device
Connect, the data capture device 10 is from the stock market data storehouse 2 automatically with a frequency or cycle or investment
The condition of people's input is capturing multiple Transaction Informations and the plurality of Transaction Information is stored in the number of transactions
According to set 21；More particularly, data capture device 10 stores the online of stock related data from one
Or in offline data storehouse, multiple corresponding things are captured by the condition of default condition or investor's input
Business data；Transaction Information includes the code name of stock, title, basis of price, exchange hour, transaction
Quantity or other such as complete a business transaction the data such as time limit or stock class.
After data capture device 10 obtains these Transaction Informations, the plurality of Transaction Information will be deposited
And be recorded in the Transaction Information set 21 in data operation device 20, using as follow-up data analysiss
Use with processing.
The control instruction 28 is referred to the Transaction Information set 21, the input equipment 29, the T
Mark and mutually couple arithmetical unit 22, the T indexs adjustor 24；
The control instruction 28 is followed the steps below for a stock symbol enterprise：
(1) if. trade date for the stock symbol enterprise equity change day, by the plurality of thing
Business data transfer to calculate the T indexs arithmetical unit 22；
(2) if. trade date be the stock symbol enterprise equity change day, by the plurality of affairs
Data transfer to the T indexs adjustor 24 to calculate；
Wherein, the T indexs arithmetical unit 22 T1 strategy indexs are produced by T1 strategy Index Formulas
23, the T1 strategies Index Formula is as follows：
T1 strategy index 23=(I × W1+J × W2+K × W3) ÷ C4+ (1- θ × W4) × C5；
Wherein W1, W2, W3, W4, C4, C5 are the optimal of the T1 strategies Index Formula decision
Weighted value：Relative quantity energy tide θ is to estimate exchange hand divided by deep bid exchange hand contrast yesterday by deep bid today
Stock is estimated exchange hand and tries to achieve real-time θ values divided by personal share exchange hand yesterday today, on the occasion of expression personal share amount energy
It is stronger state with respect to deep bid and other stocks, represents that the personal share fund concentration class is high, in being disk
Surging barometer stocks；Same day opening quotation degree of strength I is contrasted by the difference of personal share opening price today and closing price yesterday
Yesterday closing price, T1 strategy Index Formula reselection distributes a weighted value C1 and tries to achieve I values；
In disk, real-time degree of strength J is to be contrasted to open today by the difference of knock-down price and opening price today in personal share disk
Disk valency, the T1 strategy Index Formulas reselection distribute a weighted value C2 and try to achieve J values；
And price amplitude K is to contrast yesterday by the difference of highest price and lowest price in personal share disk today in disk
Closing price, the T1 strategy Index Formulas reselection are distributed a weighted value C3 and try to achieve K values；
The control instruction 28 provide a risk control area (γ 2, γ 1), when T1 strategies index 23 >=
γ1>When 0 (for example：More than or equal to γ 1=+2.5), it is judged to that bull buys signal；When the T1 strategies refer to
Mark 23≤γ 2<When 0 (for example：Less than or equal to γ 2=-2.5) when, it is judged to nominal sale signal.
So that so simply and clearly T1 strategies index 23 changes numerical value, it is bright that judgement obtains a more empty trading
Really decision signal is selected stocks with providing investor, and it is stronger that T1 strategy indexs 23 are worth bigger expression bull trend
Strong, less (negative value) represents that nominal trend is stronger.
Wherein, the T indexs adjustor 24 produces T2 strategy indexs by T2 strategy Index Formulas
25, the T2 strategies Index Formula is as follows：
T2 strategy index 25=(I ' × W1 '+J ' × W2 '+K ' × W3 ') ÷ C4 '+(1- θ ' × W4 ') × C5 '；
Wherein W1 ', W2 ', W3 ', W4 ', C4 ', C5 ' are that the T2 strategies Index Formula is determined
Best weights weight values：Relative quantity energy tide θ ' is to estimate exchange hand divided by deep bid exchange hand yesterday by deep bid today
Contrast personal share is estimated exchange hand and try to achieve real-time θ ' values divided by personal share exchange hand yesterday today, on the occasion of expression
Personal share amount can deep bid and other stocks be stronger state relatively, represent that the personal share fund concentration class is high,
For surging fund energy indexes stock in disk；
The same day opening quotation degree of strength I ' be by personal share equity change day opening price and equity change day reference price it
Difference contrast equity changes day reference price, and the T2 strategy Index Formulas reselection distributes a weighted value
C1 ' and try to achieve I ' values；
In disk, real-time degree of strength J ' is the difference contrast that day opening price is changed by knock-down price in personal share disk and equity
Equity changes day opening price, and the T2 strategy Index Formulas reselection is distributed a weighted value C2 ' and asked
Obtain J ' values；
And price amplitude K ' is the difference that highest price and lowest price in solar disk are changed by personal share equity in disk
Contrast equity changes day reference price, and the T2 strategy Index Formulas reselection distributes a weighted value C3 '
And try to achieve K ' values；
The control instruction 28 is to provide a risk control area (γ 2, γ 1), when T2 strategy indexs 25
≥γ1>When 0 (for example：More than or equal to γ 1=+2.5), it is judged to that bull buys signal；When the T2 plans
Slightly 25≤γ of index 2<When 0 (for example：Less than or equal to γ 2=-2.5), it is judged to nominal sale signal；
So that so simply and clearly T2 strategies index 25 changes numerical value, it is bright that judgement obtains a more empty trading
Really decision signal is selected stocks with providing investor, and it is stronger that T2 strategy indexs 25 are worth bigger expression bull trend
Strong, less (negative value) represents that nominal trend is stronger.
(1) γ 2, γ are according to the stock symbol enterprise by the control instruction in aforesaid risk control area
Stock during a transaction in, count the stock and most preferably buy one arranged during price on the occasion of γ 1,
The γ 1 buys the trigger point of signal for bull, and the control instruction simultaneously counts the stock and most preferably sells
Negative value γ 2 arranged during price, trigger points of the γ 2 for nominal sale signal, the γ 2 and institute
State γ 1 and constitute the upper and lower border region of more empty trading, be also the risk control area (γ 2, γ 1), this wind
(1) γ 2, γ are alternatively referred to as optimal many nils intervals, and (γ 2, γ is 1) for dangerous control zone.
For example, can by the risk control area (γ 2, γ maximum interval 1) be set as (- 10,10), make
Obtaining wherein described 1 scopes of γ is：0 ＜ γ 1≤10, wherein 2 scopes of the γ are：2 ＜ 0 of -10≤＜ γ, such as
This can conveniently coordinate T1 strategy index 23 change numerical value to change the setting of numerical value with T2 strategy indexs 25.
Wherein, the T1 strategy indexs 23 or T2 strategy pointers 25 in a few days rise first in transaction and reach
Price is bought to what the as system offer of price corresponding during γ 1 judged, also, the T1 strategies refer to
Concluding the business corresponding price when reaching γ 2 of in a few days decline first of mark 23 or described T2 strategy pointers 25 is
System provides the selling price for judging.
In addition, the investor of the present invention, according to individual risk's tolerances, can also further by described defeated
Enter equipment 29 be input into its sets itself a risk control area (α 2, α 1), the risk control area (α 2,
1) more wide then representative keeps the chance of original share-holding bigger to α, and investor holds more conservative state trading
Degree, as 23 >=α of T1 strategy indexs 1>When 0 or T2 strategies index 25 >=α 1>When 0, it is judged to bull
Buy signal；As 23≤α of T1 strategy indexs 2<When 0 or T2 strategies index 25≤α 2<When 0,
It is judged to nominal sale signal.
In addition, the equity that the present invention is provided changes business transaction analysis system includes a display device 30, show
Show that equipment 30 is mutually coupled arithmetical unit 22, T indexs adjustor 24 with T indexs, the display device 30 is
For showing T1 strategy pointer 23, T2 strategy pointers 25, the risk control area provided by control instruction 28
(γ 2, γ 1), investor's sets itself risk control area (α 2, α 1), system provide judge buy price
With selling price.
Wherein, the display device 30 can further show the plurality of Transaction Information.
Wherein, the display device 30 is alternatively a touch display device, when the display device 30
For a touch display device when, the display device 30 also can and be input equipment 29.
As shown in Fig. 2 Fig. 2 is the equity that the present invention is not used changes same day stock, many short sides of the stock
To and basis of price result of determination, this figure be lift company A as a example by, it is 20130902 that its equity changes day,
But still using the embodiment of T1 strategy Index Formulas, by the T1 plans of direct gained T indexs arithmetical unit 22
Slightly index 23=-18.69≤γ 2=-2.5 (γ 2 is the optimization short side signal trigger value to be set by the system),
This is that (wherein open the set a short side sale signal T1 strategy pointer 23=-18.69 degree of strength=- 117.61, receives
Disk degree of strength=23.77, can obtain a sale signal by T1 strategy Index Formulas：T1 strategy indexs 23=
-18.69).Inquiry Fig. 3 is except the power breath same day (20130902)：Free rationed shares ratio 40%, cash dividend 3.4,
Power breath value=84.5, and stock same day opening price=200.5, highest price=214, lowest price=198, receive
Disk valency=214；But corresponding selling price=260, and do not fall within stock real price area described in the same day
Between (198,214) interior, obvious traditional approach judgement：It is still public using T1 strategy indexs day to be changed in equity
Formula has significant error, affects investor's performance very huge.
As shown in figure 3, Fig. 3 is to change same day stock using the equity of the present invention, many short sides of the stock to
And basis of price result of determination, as a example by this figure still lifts company A, its equity variation day is 20130902,
And use T2 strategy Index Formula embodiment, stock name and operation during all with Fig. 2 embodiments.
By T2 strategy indexs 25=+5.84 of 24 direct gained of T indexs adjustor, Fig. 3 embodiments refer to for T2 strategies
Mark 25=+5.84 >=γ 1=+2.5, are one to buy in many ways signal；Wherein buy price=203.7 (such as Fig. 3,
In many sky trigger price fields of T2 pointers formula, it is, with negative number representation, to represent what is withholdd to buy price
Connotation, conversely, selling price is then represented with positive number, represents the connotation of gathering, wherein the degree of strength that opens the set
=-4.65, close degree of strength=32.27；One can be obtained by T2 pointers formula and buy signal：T2 strategy indexs
25=+5.84).As day (20130902) is removed in inquiry Fig. 3 embodiments：Free rationed shares ratio 40%, it is existing
Golden dividend 3.4, power breath value=84.5, and stock same day opening price=200.5, highest price=214 are minimum
Valency=198, closing price=214；To being judged to buy in many ways, price is to buy price to many short sides of the system
=203.7；Meet equity change stock real price described in the same day it is interval (198,214) in；Obvious is sent out
Bright T2 strategy Index Formulas change the judgement of the same day more existing mode in equity, more precisely, make throwing
Money people equity change the same day stock in, still accurately promptly can grasp optimal many short sides to and
Basis of price judges.
The two embodiment explanations of company A in comprehensive Fig. 2, Fig. 3 can obtain conclusion：(1). many short sides are to sentencing
It is fixed：Fig. 2 embodiments sell (T1 strategy index 23=-18.69≤γ 2=-2.5), Fig. 3 embodiments for short side
It is modified to and buys in many ways (T2 strategy index 25=+5.84 >=γ 1=+2.5).(2). basis of price judges：
First embodiment price is judged to selling price=260, does not meet and changes stock described in the same day in equity
Real price interval (198, it is 214) interior；Second embodiment revised rate is judged to buy price=203.7,
Comply fully with equity change stock real price described in the same day it is interval (198,214) in.It is to sum up obvious existing
There is mode to be determined with significant error, affect investor's performance very huge.
Additionally, the present invention is more by one " the performance stage closes method ", existing system investment behaviour is solved
Make the problem that Performance Measurements correctly cannot be assessed, the data operation device 20 in the present invention also includes one
The Performance Measurements data base 27 that performance evaluation device 26, is coupled with the performance evaluation device 26, the achievement
Effect evaluator 26 is and control instruction 28, input equipment 29, T indexs arithmetical unit 22, T index adjustors
24th, Transaction Information set 21 and data capture device 10 are mutually coupled.Performance evaluation device 26 can be according to T1 plans
Slightly Index Formula, T2 strategy Index Formulas and the plurality of Transaction Information, calculate respectively and weigh each stock
Remuneration performance, and the remuneration performance such as described is stored in into the Performance Measurements data base 27, and will be described etc.
Remuneration performance is shown in the display device 30 with the performance evaluation device 26 coupling.
It is interior during one that the performance stage closes method, if meet one or more equitys variation days,
The closing price of the day previous day of trade is changed with equity each described, segmentation is gradually closed each equity and changed
The position (multi-party position or short side position) that day previous day of trade original is held, each equity that sequentially adds up change
After period segmentation is closed price differential and deducts correlative charges and tax, accurately can add up during weighing operations damage
Benefit and average year rate of returns are calculated, and can calculate effective season rate of returns or effective year rate of returns etc. afterwards,
And the Performance Measurements data base 27 is stored in, and the display device 30 can be shown in.
The performance stage is closed method and can be illustrated with Fig. 4, in Fig. 4 stock have three personal share adaptability in tactics move day T,
T-1 and T-2, with the previous day of trade closing price of per share adaptability in tactics dynamic day, it is previous that equity variation day is closed in segmentation
The how empty position held of day of trade original is (for example：Fig. 3 embodiments equity changes day for 20130902；In the past
One day of trade 20130830 closing price=284, offset closes original and holds multi-party position price=268.8, valency
Differential loss benefit is=284-268.8=15.2), segmentation during each equity that sequentially adds up changes is closed price differential and is deducted
After correlative charges and tax, accurately can add up the profit and loss during weighing operations and average year rate of returns is calculated and (schemed
3 embodiments：The cumulative profit and loss=622.31 during operation, average year rate of returns=171.2%).
Business transaction analysis system is changed according to a kind of equity of the present invention, investor can be input in input equipment
Date terms and stock symbol condition, make system that the operation phase of any one section of period is calculated according to Transaction Information
Between add up the profit and loss and average year rate of returns, and be shown in the display device 30 and refer to for investor, throwing
Money people can be input into different condition repeatedly carries out tentative calculation, even if meeting one in during the time conditions
Or multiple equitys change day, still can correctly be calculated according to " the performance stage closes method ", make investment
The people cumulative profit and loss and average year rate of returns during can obtaining correct operation.
When the present invention solves traditional KD Indexes Comparisons method and is easy to equity jumbo variation, it is impossible to clearly judge
The shortcoming in sky prices and direction, and its every Performance Measurements result more and price differential are made a profit all than weights also
Former method is come clearly stable.Compared to the trading strategies method of traditional type, analysis system proposed by the present invention
And its method can provide rigorous and the transaction rule of rule and the buying signals that more objectively appear on the scene,
And solve existing system and excessively rely on uncertainty caused by user experience, or tradition KD index ratios
It is easy to the shortcoming of distortion compared with method, the present invention is also definitely stable than using weights reducing process, improves
The chance of profit, and the profit and loss and estimation remuneration ratio during can accurately weighing investment.
Claims (10)
1. a kind of equity changes business transaction analysis system, for according to the multiple affairs in a stock market data base
Data carry out computing, and the plurality of Transaction Information includes a corresponding stock name, stock respectively
Code name, date and price data, it is characterised in that：
The equity changes business transaction analysis system and includes a data capture device and a data operation device；
The data capture device is mutually coupled with the stock market data storehouse of outside, the data operation device and data
Capture device is mutually coupled；The data operation device comprising a Transaction Information set, a control instruction,
One input equipment, T indexs arithmetical unit, T1 strategy indexs, a T indexs adjustor and a T2 are tactful
Index；Transaction Information set in the data operation device is mutually coupled with the data capture device,
The data capture device captures multiple Transaction Informations and by the plurality of affairs from the stock market data storehouse
Data are stored in the Transaction Information set；
The control instruction and the Transaction Information set, the input equipment, the T indexs computing
Device is mutually coupled with the T indexs adjustor；
The control instruction is followed the steps below to a stock symbol enterprise：
(1) if. trade date for the stock symbol enterprise equity change day, by the plurality of thing
Business data transfer to calculate the T indexs arithmetical unit；
(2) if. trade date be the stock symbol enterprise equity change day, by the plurality of affairs
Data transfer to the T indexs adjustor to calculate；
Wherein, the T indexs arithmetical unit one T1 strategy indexs are produced by T1 strategy Index Formulas,
The T1 strategies Index Formula is as follows：
T1 strategy index=(I × W1+J × W2+K × W3) ÷ C4+ (1- θ × W4) × C5；
Wherein W1, W2, W3, W4, C4, C5 are the optimal of the T1 strategies Index Formula decision
Weighted value；Relative quantity energy tide θ is to estimate exchange hand divided by deep bid exchange hand contrast yesterday by deep bid today
Stock is estimated exchange hand and tries to achieve real-time θ values divided by personal share exchange hand yesterday today；Same day opening quotation degree of strength I
It is by difference contrast closing price yesterday of personal share opening price today and closing price yesterday, the T1 strategies index
Formula reselection is distributed a weighted value C1 and tries to achieve I values；In disk, real-time degree of strength J is by personal share disk
The difference of knock-down price and opening price today contrasts opening price today, the T1 strategies Index Formula reselection
Distribute a weighted value C2 and try to achieve J values；And price amplitude K is by highest price in personal share disk today in disk
With difference contrast closing price yesterday of lowest price, T1 strategy Index Formulas reselection one weight of distribution
Value C3 and try to achieve K values；
The control instruction provides a risk control area (γ 2, γ 1), as T1 strategy index >=γ 1>0
When, it is judged to that bull buys signal；As T1 strategy index≤γ 2<When 0, it is judged to that bear sells
Signal.
Wherein, the T indexs adjustor produces T2 strategy indexs by T2 strategy Index Formulas,
The T2 strategies Index Formula is as follows：
T2 strategy index=(I ' × W1 '+J ' × W2 '+K ' × W3 ') ÷ C4 '+(1- θ ' × W4 ') × C5 '；
Wherein W1 ', W2 ', W3 ', W4 ', C4 ', C5 ' are that the T2 strategies Index Formula is determined
Best weights weight values；Relative quantity energy tide θ ' is to estimate exchange hand divided by deep bid exchange hand yesterday by deep bid today
Contrast personal share is estimated exchange hand and try to achieve real-time θ ' values divided by personal share exchange hand yesterday today；The same day opens the set
Degree of strength I ' is that the difference contrast equity for changing day opening price and equity variation day reference price by personal share equity becomes
Dynamic day reference price, the T2 strategy Index Formulas reselection are distributed a weighted value C1 ' and try to achieve I ' values；
In disk, real-time degree of strength J ' is the difference contrast equity that day opening price is changed by knock-down price in personal share disk and equity
Day opening price is changed, the T2 strategy Index Formulas reselection is distributed a weighted value C2 ' and tries to achieve J '
Value；And price amplitude K ' is the difference pair that highest price and lowest price in solar disk are changed by personal share equity in disk
Change day reference price than equity, T2 strategy Index Formula reselection distribute a weighted value C3 ' and
Try to achieve K ' values；
The control instruction provides a risk control area (γ 2, γ 1), as T2 strategy index >=γ 1>0
When, it is judged to that bull buys signal；As T2 strategy index≤γ 2<When 0, it is judged to that bear sells
Signal.
2. equity according to claim 1 changes business transaction analysis system, it is characterised in that described
(1) γ 2, γ is handed over one according to the stock of the stock symbol enterprise by the control instruction in risk control area
During easily, counting the stock and one arranged during price most preferably being bought on the occasion of γ 1, the γ 1 is many
Head buys the trigger point of signal, and the control instruction is arranged when also counting the optimal selling price of the stock
Negative value γ 2, trigger points of the γ 2 for nominal sale signal, the γ 2 and γ 1 constitute one
The upper and lower border region of individual more empty trading, is also that (γ 2, γ is 1) in the risk control area.
3. equity according to claim 2 changes business transaction analysis system, it is characterised in that the γ 1
Risk control area (γ 2, γ maximum 1) it is interval for (- 10,10), wherein 1 scopes of the γ are：0 ＜ γ 1≤
10, wherein 2 scopes of the γ are：2 ＜ 0 of -10≤＜ γ.
4. equity according to claim 3 changes business transaction analysis system, it is characterised in that described
In a few days rising reaches price corresponding during γ 1 first for T1 strategy indexs or the transaction of T2 strategy pointers
What as system offer judged buys price, wherein T1 strategy indexs or T2 strategy pointers exist
Transaction in a few days declines the selling price for reaching that price corresponding during γ 2 is system offer judgement first.
5. equity according to claim 3 changes business transaction analysis system, it is characterised in that investment
People is further input into (α 2, α 1), the institute of a risk control area of its sets itself by the input equipment
State risk control area (1) wider representative keeps the chance of original share-holding bigger for α 2, α, when the T1 it is tactful
Index >=α 1>When 0 or T2 strategy index >=α 1>When 0, it is judged to that bull buys signal；As the T1
Index≤α 2<When 0 or T2 indexs≤α 2<When 0, it is judged to nominal sale signal.
6. equity according to claim 5 changes business transaction analysis system, it is characterised in that also wrap
Containing a display device, the display is set and is mutually coupled with T index arithmetical units and T index adjustors, described aobvious
Show equipment for showing T1 strategy pointers, T2 strategy pointers, the risk control area provided by control instruction
(γ 2, γ 1), investor's sets itself risk control area (α 2, α 1), system provide judge buy price
With selling price.
7. equity according to claim 6 changes business transaction analysis system, it is characterised in that described
Display device further shows the plurality of Transaction Information.
8. equity according to claim 6 changes business transaction analysis system, it is characterised in that described
Data operation device also includes a performance evaluation device and a performance coupled with the performance evaluation device
Measure database, the performance evaluation device are referred to control instruction, input equipment, T pointer operation devices, T
Pin adjustor, Transaction Information set and data capture device are mutually coupled；The performance evaluation device is according to T1
Tactful Index Formula, T2 strategy Index Formulas and the plurality of Transaction Information are calculated respectively and weigh each stock
Remuneration performance, and the remuneration performance such as described is stored in into the Performance Measurements data base, and will be described etc.
Remuneration performance is shown in the display device with performance evaluation device coupling.
9. equity according to claim 8 changes business transaction analysis system, it is characterised in that its achievement
Effect evaluator is interior during an operation, if meet one or more equitys variation days, with each institute
The closing price that equity changes the day previous day of trade is stated, segmentation is gradually closed each equity and changes day previous friendship
The position that Yi Yuan holds, segmentation during each equity that sequentially adds up changes are closed price differential and deduct related expense
With with tax after, adding up during calculating operation the profit and loss and average year rate of returns is shown in described aobvious
Show equipment.
10. equity according to claim 1 changes business transaction analysis system, it is characterised in that described
Equity change business transaction analysis system located at mobile phone, stock handset, tablet PC, notebook computer,
In desktop computer or Internet of things device.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201510705963.6A CN106611373A (en) | 2015-10-27 | 2015-10-27 | Stock right transfer buying and selling analysis system |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201510705963.6A CN106611373A (en) | 2015-10-27 | 2015-10-27 | Stock right transfer buying and selling analysis system |
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| Publication Number | Publication Date |
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| CN106611373A true CN106611373A (en) | 2017-05-03 |
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ID=58615428
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| CN201510705963.6A Withdrawn CN106611373A (en) | 2015-10-27 | 2015-10-27 | Stock right transfer buying and selling analysis system |
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Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN107578334A (en) * | 2017-09-07 | 2018-01-12 | 张毅 | The execution method and distributed transaction system of a kind of electronic transaction strategy |
| TWI706340B (en) * | 2018-07-27 | 2020-10-01 | 香港商阿里巴巴集團服務有限公司 | Event prediction method and device, electronic equipment |
-
2015
- 2015-10-27 CN CN201510705963.6A patent/CN106611373A/en not_active Withdrawn
Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN107578334A (en) * | 2017-09-07 | 2018-01-12 | 张毅 | The execution method and distributed transaction system of a kind of electronic transaction strategy |
| TWI706340B (en) * | 2018-07-27 | 2020-10-01 | 香港商阿里巴巴集團服務有限公司 | Event prediction method and device, electronic equipment |
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Application publication date: 20170503 |