JP2012160157A - Market transaction support device, market transaction support metho and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a market transaction support device capable of supporting an appropriate transaction at a turning point of a trend of a market rate.SOLUTION: An order processing server 1 determines a trend of a market rate on the basis of a temporal movement of a bottom and ceiling rates at a market price and determines the trend of the market rate on the basis of a change in a technical index. When a result of the determination based on the technical index is opposite to a result of the determination based on the bottom and ceiling rates at the market price (when one side is in a rasing trend and the other is in a down trend), the order processing server 1 places an order to sell or buy. Thereby, an appropriate transaction can be performed at a timing when the trend of the market rate moves from the rasing trend to the down trend or from the down trend to the rasing trend.

Description

  The present invention relates to an apparatus that supports market transactions such as stocks and exchanges.

  In recent years, with the development of communication networks represented by the Internet and the spread of computers, market transactions such as stocks and foreign exchange transactions (FX) can be easily performed via the network. Trading on the net by ordinary investors is actively performed, and various tools for supporting and automating transactions using software have been developed.

Japanese Patent No. 4562809 JP 2008-165720 A

  In general, in market transactions, the basic purpose is to buy a trading object at a low price and sell it at a high price. Therefore, it is important to judge the trend of the market price when conducting a transaction. In particular, if an appropriate transaction can be performed at the timing when the trend changes, such as “buy” at the timing when the uptrend starts and “sell” at the timing when the downtrend starts, a large profit can be achieved. Also, by eliminating the open interest at the end of the trend, it is possible to minimize the decrease in profit.

  This invention is made | formed in view of this situation, The objective is to provide the market transaction assistance apparatus which can support the suitable transaction in the conversion point of the market trend.

  The market transaction support apparatus according to the first aspect of the present invention includes a data acquisition unit that sequentially acquires market price data indicating a market price of a transaction object that changes every moment in the market, and the market price data acquired by the data acquisition unit. Based on the market price change pattern, a first trend determination unit that determines whether the market price is in an upward trend or a downward trend, and the market data acquired by the data acquisition unit, Based on the technical index data generated by the index data generating unit that sequentially generates predetermined technical index data indicating the trend of the market price, the market price tends to increase or decrease A second tendency determining unit that determines whether or not the first trend determining unit determines that the market price is in an upward trend; When it is determined that the downward trend of the market has started, a sell order is instructed, and in the state where the first trend determination unit determines that the market price is in a downward trend, the second trend determination unit And an order instructing unit for instructing a buy order when it is determined that the upward trend has started.

  Preferably, the first tendency determination unit is configured to calculate a bottom price of the market price during the temporary decline period when the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again. The bottom price acquisition unit to be acquired, and when the acquired bottom price is increased once or continuously several times, the market price is determined to be upward, and the market price is determined to be upward, and then the market price An uptrend determining unit that determines that the uptrend of the market has ended when the latest market price indicated by the data falls below the latest bottom price acquired by the bottom price acquisition unit; and the market price indicated by the market price data is the highest A ceiling price acquisition unit that acquires the ceiling price of the market during the temporary rising period when the lowest price is updated again after being temporarily updated after updating the low price, and the acquired ceiling price is once or continuously After determining that the market price is in a downward trend when falling several times, and determining that the market price is in a downward trend, the latest ceiling price acquired by the ceiling price acquisition unit is the latest market price indicated by the market price data A downward trend determining unit that determines that the downward trend of the market price has ended when the market price further increases.

Preferably, the bottom price obtaining unit regards the latest market price indicated by the market price data obtained by the data obtaining unit as the highest price when the downtrend judging unit determines that the downtrend has ended. Get the bottom price of.
Preferably, the ceiling price acquisition unit regards the latest market price indicated by the market price data acquired by the data acquisition unit as the lowest price when the upward trend determination unit determines that the upward trend of the market price has ended. The ceiling value of is acquired.

Preferably, the bottom price acquisition unit includes a maximum price storage unit that stores the maximum price of the market price, a latest market price indicated by the market price data acquired by the data acquisition unit, and the maximum price of the maximum price storage unit. If the highest price comparison unit determines that the latest market price is higher than the highest price in the highest price storage unit, the highest price comparison unit determines the highest price as the new highest price. A maximum price update unit stored in the storage unit, and a first bottom price storage unit that stores a bottom price of the market price indicated by the market price data acquired by the data acquisition unit between the update of the maximum value by the maximum value update unit And a second bottom price storage unit, a bottom price comparison unit that compares the latest market price indicated by the market price data acquired by the data acquisition unit with the bottom price of the first bottom price storage unit, and the maximum price update unit After the highest price update If the highest price comparison unit determines that the latest market price indicated by the market price data first acquired by the data acquisition unit is lower than the highest price stored in the highest price storage unit, the latest market price indicated by the first market price data Is stored in the first bottom price storage unit as the bottom price, and then the latest market price indicated by the market price data acquired by the data acquisition unit is stored in the first bottom price storage during the period until the highest price is updated again. If the bottom price comparison unit determines that the price is lower than the bottom price, the bottom price update unit that stores the latest market price in the first bottom price storage unit as a new bottom price, and the maximum price is calculated in the maximum price update unit. When updated, it is determined whether or not the bottom price in the first bottom price storage unit has been updated by the bottom price update unit during a period from the previous highest price update to the current highest price update. When it is determined that includes a confirmation trough acquisition unit for storing a trough which is stored in the first trough storage unit to the second trough storage unit as finalized nadir in the temporary fall period.
Preferably, every time the bottom price determined by the determined bottom price acquisition unit is stored in the second bottom price storage unit, the upward tendency determination unit compares the latest bottom price with the last bottom price determined, When the comparison result that the confirmed bottom price is higher than the last confirmed bottom price is obtained once or continuously several times, it is determined that the market price is increasing and the market price is determined to be increasing Thereafter, when a comparison result is obtained that the latest market price indicated by the market price data is lower than the latest confirmed bottom price, it is determined that the upward trend of the market price has ended.

Preferably, the ceiling price acquisition unit includes a lowest price storage unit that stores the lowest price of the market price, a latest market price indicated by the market price data acquired by the data acquisition unit, and the lowest price of the lowest price storage unit. When the cheapest price comparison unit determines that the latest price is lower than the lowest price in the cheapest price storage unit, the lowest price comparison unit determines that the latest price is the new lowest price. A first ceiling price storage unit that stores the ceiling price of the market indicated by the market price data acquired by the data acquisition unit between the cheapest price update unit stored in the storage unit and the update of the lowest price by the lowest price update unit And the second ceiling price storage unit, the ceiling price comparison unit that compares the latest market price indicated by the market price data acquired by the data acquisition unit with the ceiling price of the first ceiling price storage unit, and the lowest price update unit Cheapest When the latest market price indicated by the market price data first acquired by the data acquisition unit after the update is determined by the lowest price comparison unit to be higher than the lowest price of the lowest price storage unit, the first market price data is The latest market price shown is stored in the first ceiling price storage unit as the ceiling price, and then the latest market price indicated by the market price data acquired by the data acquisition unit is the period until the lowest price is updated again. When the ceiling value comparison unit determines that the ceiling value is higher than the ceiling value of the first ceiling value storage unit, the ceiling price update unit that stores the latest market price as a new ceiling value in the first ceiling value storage unit, and the lowest price update unit When the lowest price is updated, the ceiling price of the first ceiling price storage unit is updated by the ceiling price update unit during a period from the last lowest price update to the current lowest price update. It is determined whether or not it has been updated, and when it is determined that it has been updated, the ceiling value stored in the first ceiling value storage unit is stored in the second ceiling value storage unit as the ceiling value determined in the temporary rising period. Part.
Preferably, the downward trend determination unit compares the latest determined ceiling value with the immediately previous determined ceiling value every time the ceiling value determined by the determined ceiling value acquisition unit is stored in the second ceiling value storage unit. If the comparison result that the confirmed ceiling price is lower than the immediately preceding confirmed ceiling price is obtained once or continuously several times, it is determined that the market price is declining, and the market price is determined to be declining After that, when a comparison result is obtained that the latest market price indicated by the market price data is higher than the latest confirmed ceiling price, it is determined that the downward trend of the market price has ended.

Preferably, the highest price update unit sets the latest market price indicated by the market price data acquired by the data acquisition unit as a new highest price when the downward trend determination unit determines that the downward trend of the market price has ended. Store in the highest value storage unit.
Preferably, the lowest price update unit sets, as the new lowest price, the latest market price indicated by the market price data acquired by the data acquisition unit when the upward trend determination unit determines that the upward trend of the market price has ended. Store in the lowest price storage unit.

Preferably, the order instruction unit determines that the downward trend of the market has started in the second trend determination unit in a state in which the market price is determined to increase in the upward trend determination unit, It is determined in the highest price comparison unit that the latest market price indicated by the market price data is lower than the highest price in the highest price storage unit, or it is determined that the upward trend of the market price has ended in the upward trend determination unit If so, direct the sell order.
Preferably, the order instruction unit determines that the upward trend of the market has started in the second trend determination unit in a state in which the market price is determined to be a downward trend in the downward trend determination unit, It is determined in the lowest price comparison unit that the latest market price indicated by the market price data is higher than the lowest price in the lowest price storage unit, or it is determined that the downward trend in the market price has ended in the downward trend determination unit Instruct the buy order if you are.

Preferably, the market transaction support device is configured so that the highest price storage unit determines that the latest market price indicated by the market price data is lower than the highest price stored in the highest price storage unit. The peak price acquisition unit that acquires the highest price as the peak price immediately before the temporary decline period, and the latest price comparison unit that the latest market price indicated by the market price data is higher than the lowest price of the lowest price storage unit A trough price acquisition unit that acquires the lowest price of the lowest price storage unit as a trough immediately before the temporary rise period, and a latest market price indicated by the market price data in the temporary decline period, Acquired in the peak value comparison unit that compares the previous peak value acquired in the peak value acquisition unit with the latest price and valley value acquisition unit indicated by the market price data in the temporary rise period. One just before And a trough value comparator for comparing the a valley value.
Preferably, the order instruction unit determines that the downward trend of the market has started in the second trend determination unit in a state in which the market price is determined to increase in the upward trend determination unit, When the peak price comparison unit determines that the latest market price is lower than the previous peak price, the sell price is instructed, and the downward trend determination unit determines that the market price is in a downward trend. In the state, it is determined that the upward trend of the market price has started in the second trend determination unit, and further, the latest price is determined to be higher than the previous previous valley value in the valley value comparison unit. Direct the order.

Preferably, the data acquisition unit acquires the market price data indicating a high price and a low price of a market within a predetermined time each time the predetermined time elapses.
In this case, preferably, the highest value comparison unit compares the highest value of the latest market price indicated by the market price data acquired by the data acquisition unit with the highest value of the highest value storage unit, and the highest value. When the highest price comparison unit determines that the highest price of the latest market price is higher than the highest price of the highest price storage unit, the update unit sets the highest price as the new highest price to the highest price. Storing in the value storage unit, the bottom price comparison unit compares the low price of the latest market price indicated by the market price data acquired by the data acquisition unit and the bottom price of the first bottom price storage unit, and updates the bottom price The highest price of the latest price indicated by the market price data first acquired by the data acquisition unit after the highest price is updated by the highest price update unit is lower than the highest price of the highest price storage unit. In the value comparison section In the case where the lowest price of the latest market price indicated by the first market price data is stored in the first bottom price storage unit as the bottom price, the data acquisition unit is then updated until the highest price is updated again. If the lowest price comparison unit determines that the lowest price of the latest market price indicated by the market price data obtained in step S is lower than the lowest price of the first bottom price storage unit, the lowest price of the latest market price is used as the new lowest price. Store in the first bottom price storage.
Preferably, the lowest price comparison unit compares the lowest price of the latest market price indicated by the market price data acquired by the data acquisition unit and the lowest price of the lowest price storage unit, and updates the lowest price. When the lowest price comparison unit determines that the lowest price of the latest market price is lower than the lowest price of the lowest price storage unit, the lowest price is set to the lowest price as the new lowest price. Storing in the storage unit, the ceiling price comparison unit compares the high price of the latest market price indicated by the market price data acquired by the data acquisition unit with the ceiling price of the first ceiling price storage unit, the ceiling price update unit When the lowest price of the latest market price indicated by the market price data first acquired by the data acquisition unit after the update of the lowest price by the lowest price update unit is higher than the lowest price of the lowest price storage unit, the lowest price In the comparison section If it is determined, the high price of the latest market price indicated by the first market price data is stored in the first ceiling price storage unit as the ceiling price, and then the data acquisition is performed until the lowest price is updated again. When the ceiling price comparison unit determines that the high price of the latest market price indicated by the market price data acquired in the section is higher than the ceiling price of the first ceiling price storage unit, the high price of the latest market price is set as a new ceiling price. Stored in the first ceiling value storage unit.

Preferably, the bottom price acquisition unit does not acquire the bottom price for the temporary decline period when the rate of decline in the market price during the temporary decline period is smaller than a predetermined value.
For example, the fixed bottom price acquisition unit is assumed that the bottom price of the first bottom price storage unit is updated by the bottom price update unit during a period from the previous highest price update by the highest price update unit to the current highest price update. In the case where the difference between the updated bottom price and the previous highest value is smaller than a predetermined value, or the ratio of the difference to the updated bottom value or the previous highest value is smaller than a predetermined value. Does not store the updated bottom price in the second bottom price storage unit as a fixed bottom price.

Preferably, the ceiling price acquisition unit does not acquire the ceiling price for the temporary rising period when the rate of increase in the market price during the temporary rising period is smaller than a predetermined value.
For example, the fixed ceiling price acquisition unit is assumed that the ceiling price of the first ceiling price storage unit has been updated by the ceiling price update unit during a period from the previous lowest price update by the lowest price update unit to the current lowest price update. If the difference between the updated ceiling price and the previous lowest price is smaller than a predetermined value, or the ratio of the difference to the updated ceiling price or the previous lowest price is smaller than a predetermined value Does not store the updated ceiling value in the second ceiling value storage unit as a fixed ceiling value.

Preferably, the bottom price acquisition unit does not acquire the bottom price for the temporary decline period when the duration of the temporary decline period is shorter than a predetermined value.
Preferably, the ceiling price acquisition unit does not acquire the ceiling price for the temporary increase period when the time width of the temporary increase period is shorter than a predetermined value.

For example, the market price data includes time information with the market price, and the highest price storage unit stores the time information of the market price data in association with the highest price, and the lowest price storage unit. Stores the time information of the market price data in association with the lowest price.
Preferably, the confirmed bottom price acquisition unit updates the bottom price of the first bottom price storage unit by the bottom price update unit during a period from the previous highest price update by the highest price update unit to the current highest price update. In this case, the difference between the time with the previous highest value and the time with the current highest value is calculated based on the time information stored in the highest value storage unit, and the difference is shorter than a predetermined time. If so, the updated bottom price is not stored in the second bottom price storage unit as a fixed bottom price.
Preferably, the fixed ceiling price acquisition unit updates the ceiling price of the first ceiling price storage unit by the ceiling price update unit during a period from the update of the previous lowest price by the lowest price update unit to the update of the latest lowest price. In this case, the difference between the time with the previous lowest price and the time with the current lowest price is calculated based on the time information stored in the lowest price storage unit, and the difference is shorter than a predetermined time. Then, the updated ceiling value is not stored in the second ceiling value storage unit as a fixed ceiling value.

Preferably, the technical index indicated by the technical index data indicates whether the market price is in an upward trend or a downward trend in accordance with a change direction of the value.
Preferably, the second trend determination unit is configured to acquire a first change point acquisition unit that acquires a technical indicator of a change point at which the change starts when the technical indicator changes in a direction indicating a downward trend of the market price, When the technical index of the change point acquired in the first change point acquisition unit changes once or continuously several times in the direction indicating the downward trend of the market price, or in the first change point acquisition unit After the technical indicator of the change point is acquired, the technical indicator of another change point that has shifted in the direction of the downward trend from the technical indicator of the one change point is acquired once or several times in succession. A first index determination unit that determines that the market price has started to decline, and the change starts when the technical index changes in a direction indicating an upward trend in the market price. A second change point acquisition unit that acquires a technical indicator of the change point, and a technical indicator of the change point acquired by the second change point acquisition unit once or continuously in a direction indicating an upward trend of the market price. In the case of multiple transitions, or after the second change point acquisition unit has acquired the technical indicator of one change point, the change from the technical indicator of the one change point to the direction showing the upward trend of the market And a second index determination unit that determines that the upward trend of the market has begun when the technical index of the change point is acquired once or a plurality of times in succession.

Preferably, the first change point acquisition unit changes the technical index at the start point of the change when the technical index changes by a certain value or a certain ratio in a direction indicating the downward trend of the market price. Get as a point.
Preferably, the second change point acquisition unit changes the technical index at the start point of the change when the technical index changes by a certain value or a certain ratio in a direction indicating an upward trend of the market price. Get as a point.

  Preferably, the market transaction support device includes an order information storage unit that stores information relating to an order of buying and selling that has been accepted, and order information that instructs a new purchase order when the order instruction unit instructs the purchase order. And / or generating order information for instructing a buy order to settle a contracted sell order indicated by information stored in the order information storage unit, and when the order instruction unit is instructed to sell, Order information for instructing a new sell order and / or order information for instructing a sell order for settlement of a contracted buy order indicated by information stored in the order information storage unit is generated, and the generated order An order information generation unit that stores information in the order information storage unit, and an order for buying and selling to a predetermined server that manages market transactions based on the order information stored in the order information storage unit And an order unit that transmits the order data of Utame.

Preferably, when the order information is generated in the order information generation unit, the market transaction support device transmits a notification regarding the content of the order indicated by the generated order information to the order source terminal device, and the order information It has an order reception part which receives the response which shows permission or non-permission of the order concerning the notice from the original terminal unit.
Preferably, the order information generation unit stores the generated order information in the order information storage unit when a response indicating that an order related to the generated order information is permitted is received by the order reception unit.

Preferably, the market transaction support device, when the bottom price is acquired in the bottom price acquisition unit in a state where the market price is determined to rise in the upward trend determination unit, based on the acquired bottom price, The selling price of the stop order order to cut the loss of the contracted buy order is calculated, and the front ceiling price is acquired in the ceiling price acquisition unit in a state where the market price is determined to be falling in the downward trend determination unit A stop price calculation unit that calculates a buy price of the stop price order for cutting the loss of the contracted sell order based on the acquired ceiling price.
Preferably, the order information storage unit stores order information for instructing the stop order, and the order information generation unit calculates the selling price or the buying price of the stop order in the stop price calculating unit. The confirmed limit order information stored in the order information storage unit is changed to the information of the calculated limit order based on the calculated sell price or buy price, and the order unit is configured to display the order with the latest market price indicated by the market price data. When the execution limit of the limit order specified in the order information stored in the information storage unit is satisfied, the order data for performing trading of the stop order is transmitted to the predetermined server.

  Preferably, the order information generating unit cancels the order information of the confirmed sell limit order stored in the order information storage unit when the order instruction unit is instructed to sell, and the order information storage unit If the information on the promised buy order is stored in the section, order information for instructing a sell order for settlement of the promised buy order is generated. Canceling the order information of the confirmed buy limit order stored in the information storage unit and, if the information of the sold order executed in the order information storage unit is stored, buying to settle the executed sell order Generate order information indicating the order.

A market transaction support apparatus according to a second aspect of the present invention is a market transaction support apparatus that determines a market trend of a transaction object in the market, and includes market data indicating the market price of the transaction object that changes in the market. A data acquisition unit that sequentially acquires the market price data from the server to provide, and a temporary decline period in the case where the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again. A bottom price acquisition unit that acquires a bottom price of the market price, and determines that the market price tends to increase when the acquired bottom price increases once or continuously several times, and determines that the market price tends to increase An uptrend determination unit that determines that the uptrend of the market has ended when the market price in the temporary decline period has fallen below the bottom price acquired immediately before, The ceiling price acquisition unit for acquiring the ceiling price of the market price during the temporary increase period when the market price indicated by the price is temporarily increased after the lowest price is updated and then updated again, and the acquired ceiling price is 1 The ceiling value obtained immediately before the market price in the temporary rising period after determining that the market price is in a downward trend when the market price has fallen once or continuously several times, and determining that the market price is in a downward trend A downward trend determining unit that determines that the downward trend of the market has ended when the market price has further increased, and the bottom price acquisition unit is determined by the downward trend determining unit that the downward trend of the market has ended The latest market price indicated by the market price data acquired by the data acquisition unit is regarded as the highest price, and the subsequent bottom price is acquired. The ceiling price acquisition unit is configured to increase the market price in the upward trend determination unit. Direction is the latest rate indicated rate data acquired by the data acquisition unit when it is determined to have ended acquires the ceiling value since regarded as lowest price.
According to the market transaction support apparatus according to the second aspect, since it can be determined whether the market price is rising or falling, it is possible to perform appropriate transactions according to the market trend.

  A market transaction support device according to a third aspect of the present invention is a market transaction support device that supports the determination of the selling price of a stop order for cutting a loss due to a decline in a market price after a buy order is executed, The data acquisition unit that sequentially acquires the market price data indicating the market price of the trading object that changes in the market, the highest price storage unit that stores the highest price of the market price, and the market price data acquired by the data acquisition unit indicate When the highest price comparison unit that compares the latest market price with the highest value of the highest price storage unit and the highest price comparison unit determines that the latest market price is higher than the highest value of the highest price storage unit The market price data acquired by the data acquisition unit between the highest price update unit storing the latest market price as a new highest price in the highest price storage unit and the update of the highest price by the highest price update unit But A bottom price storage unit that stores the bottom price of the market price, a bottom price comparison unit that compares the latest market price indicated by the market price data acquired by the data acquisition unit with the bottom price of the bottom price storage unit, and the highest price update When the highest price comparison unit determines that the latest market price indicated by the market price data first acquired by the data acquisition unit after the update of the highest price by the unit is lower than the highest price of the highest price storage unit, The latest market price indicated by the first market price data is stored in the bottom price storage unit as the bottom price, and then the latest market price data acquired by the data acquisition unit in the period until the highest price is updated again. A bottom price update unit that stores the latest market price in the bottom price storage unit as a new bottom price when it is determined in the bottom price comparison unit that the market price is lower than the bottom price of the bottom price storage unit; When the highest price is updated in the high price update unit, it is determined whether or not the bottom price in the bottom price storage unit has been updated by the bottom price update unit during a period from the previous highest price update to the current highest price update. If it is determined that the bottom price stored in the bottom price storage unit is acquired as a fixed bottom price, and the determined bottom price is acquired in the fixed bottom price acquisition unit, the acquired bottom price is acquired. A stop price calculation unit that calculates a price that is cheaper than the bottom price by a predetermined percentage as the selling price of the stop price order.

  A market transaction support apparatus according to a fourth aspect of the present invention is a market transaction support apparatus that supports the determination of the bid price of a stop order for cutting a loss due to an increase in a market price after a sell order is executed, The data acquisition unit that sequentially acquires the market price data indicating the market price of the trading object that changes every time in the market, the lowest price storage unit that stores the lowest price of the market price, and the market price data acquired by the data acquisition unit When the lowest price comparison unit that compares the latest market price with the lowest price of the lowest price storage unit, and when the latest price market price is lower than the lowest price of the lowest price storage unit is determined in the lowest price comparison unit The market price data acquired by the data acquisition unit between the lowest price update unit storing the latest market price as a new lowest price in the lowest price storage unit and the update of the lowest price by the lowest price update unit But A ceiling price storage unit that stores the ceiling price of the market price, a ceiling price comparison unit that compares the latest market price indicated by the market price data acquired by the data acquisition unit with the ceiling price of the ceiling price storage unit, and the lowest price update When the latest price indicated by the market price data first acquired by the data acquisition unit after the update of the lowest price by the unit is determined to be higher than the lowest price of the lowest price storage unit, the lowest price comparison unit, The latest market price indicated by the first market price data is stored in the ceiling price storage unit as the ceiling price, and then the latest market price data acquired by the data acquisition unit is updated until the lowest price is updated again. When the ceiling price comparison unit determines that the market price is higher than the ceiling price of the ceiling price storage unit, the latest price is stored in the ceiling price storage unit as a new ceiling price. The ceiling price update unit, and when the lowest price is updated in the lowest price update unit, the ceiling price of the ceiling price storage unit is the ceiling price update unit during a period from the previous lowest price update to the current lowest price update. When it is determined that the ceiling value stored in the ceiling value storage unit is determined, the fixed ceiling value acquisition unit that acquires the ceiling value stored in the ceiling value storage unit as a fixed ceiling value, and the ceiling value determined in the fixed ceiling value acquisition unit is And a stop price calculation unit that calculates a price higher than the acquired ceiling price by a predetermined percentage as a buy price of the stop price order.

According to a fifth aspect of the present invention, there is provided a market transaction support apparatus for determining a sell price of a stop order for cutting a loss due to a fall in a market price after a buy order is executed, and a market price after a sell order is executed. A market transaction support device that assists in determining the buy price of the stop order to cut losses due to rising, a data acquisition unit that sequentially acquires market price data indicating the market price of trading objects that change in the market; The bottom price acquisition unit for acquiring the bottom price of the market price during the temporary decline period when the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again, and the market price data is A ceiling price acquisition unit that acquires the ceiling price of the market price during the temporary increase period when the market price is temporarily increased after the lowest price is updated and the lowest price is updated again, and the bottom price acquisition unit In the case where the bottom price is acquired, the selling price of the stop limit order is calculated based on the acquired bottom price, and when the ceiling price is acquired in the ceiling price acquisition unit, the selling price is calculated based on the acquired ceiling price. And a stop price calculation unit for calculating a buy price of the stop price order.
According to the market transaction support apparatus according to the third to fifth aspects, the stop price can be appropriately changed in accordance with the change in the market price.

  A market transaction support method according to a sixth aspect of the present invention is a market transaction support method in which a computer executes processing related to support for market transaction, and the data acquisition means of the computer changes in the market every moment. The step of sequentially acquiring the market price data indicating the market price of the product, and the first trend determination means of the computer, the market price is based on the pattern of change of the market price indicated by the market price data acquired by the data acquisition means A step of determining whether there is an upward trend or a downward trend, and the index data generation means of the computer, based on the market price data acquired by the data acquisition means, a predetermined technical indicating the trend of the market price The step of sequentially generating index data and the second tendency determining means of the computer are the techniques generated by the index data generating means. And determining whether the market price is in an upward trend or a downward trend on the basis of the index indicator data, and the order instruction means of the computer is that the market price is in an upward trend in the first trend determination means In the state of being determined, when the second trend determining means determines that the downward trend of the market has started, a sell order is instructed, and the first trend determining means determines that the market price is in a downward trend. A second order determination means for instructing a buy order when the second trend determination means determines that the upward trend of the market price has started.

  A program according to a seventh aspect of the present invention causes a computer to function as the market transaction support apparatus.

  According to the present invention, by referring to the market price trend determined based on the temporal transition of the bottom price and the ceiling price of the floating market price and the market price trend determined based on the change in the technical index, Supporting appropriate transactions at the conversion point.

It is a figure which shows an example of the whole structure of the market transaction system which concerns on this invention. It is a figure which shows an example of the hardware constitutions of a terminal device. It is a figure which shows an example of a structure of the order processing server which concerns on 1st Embodiment. It is a figure which shows an example of the market price data acquired by a market price data acquisition part. It is a figure which shows an example of a structure of a 1st tendency determination part. It is a figure which shows an example of a structure of a bottom price acquisition part. It is a figure which shows an example of a structure of a ceiling price acquisition part. It is a figure which shows an example of a structure of a 2nd tendency determination part. It is a figure which shows an example of a structure of a 1st change point acquisition part. It is a figure which shows an example of a structure of a 2nd change point acquisition part. It is a flowchart for demonstrating the operation | movement which performs an order in the order processing server which concerns on 1st Embodiment. It is a figure which shows the example of the chart in case the instruction | indication of a sell order is given in the order processing server which concerns on 1st Embodiment. It is a figure which shows the example of the chart in case the instruction | indication of a purchase order is issued in the order processing server which concerns on 1st Embodiment. It is a 1st flowchart for demonstrating the determination process in a 1st tendency determination part. It is a 2nd flowchart for demonstrating the determination process in a 1st tendency determination part. It is a flowchart for demonstrating the update process of a bottom price. It is a flowchart for demonstrating the update process of a ceiling price. It is a figure which shows an example of the chart of the market price which changes from a downward tendency to an upward tendency. It is a figure which shows an example of the chart of the market price which changes from an upward tendency to a downward tendency. It is a 1st flowchart for demonstrating the determination process in a 2nd tendency determination part. It is a 2nd flowchart for demonstrating the determination process in a 2nd tendency determination part. It is a 3rd flowchart for demonstrating the determination process in a 2nd tendency determination part. It is a figure which shows an example of the chart of the technical parameter | index (RSI) which shows the sign of the market price rise. It is a figure which shows an example of the chart of the technical parameter | index (RSI) which shows the sign of the market price fall. It is a flowchart for demonstrating the process of a sell order or a buy order. It is a flowchart for demonstrating the operation | movement which performs the order of buying and selling in the order processing server which concerns on 2nd Embodiment. It is a figure which shows the example of the chart for demonstrating the timing which the instruction | indication of a sell order is issued in the order processing server which concerns on 2nd Embodiment. It is a figure which shows the example of the chart for demonstrating the timing when the instruction | indication of a purchase order is issued in the order processing server which concerns on 2nd Embodiment. It is a flowchart for demonstrating the operation | movement which performs the order of buying and selling in the order processing server which concerns on 3rd Embodiment. It is a figure which shows the example of the chart for demonstrating the timing when the instruction | indication of a sell order is issued in the order processing server which concerns on 3rd Embodiment. It is a figure which shows the example of the chart for demonstrating the timing when the instruction | indication of a purchase order is issued in the order processing server which concerns on 3rd Embodiment. It is a figure which shows an example of a structure of the order processing server which concerns on 4th Embodiment. It is a flowchart for demonstrating the operation | movement which performs the order of buying and selling in the order processing server which concerns on 4th Embodiment. It is a figure which shows the example of the chart for demonstrating the timing when the instruction | indication of a sell order is issued in the order processing server which concerns on 4th Embodiment. It is a figure which shows the example of the chart for demonstrating the timing when the instruction | indication of a purchase order is issued in the order processing server which concerns on 4th Embodiment. It is a figure which shows an example of a structure of the order processing server which concerns on 5th Embodiment. It is a flowchart for demonstrating the stop price update process performed with the determination process of a 1st tendency determination part in the order processing server which concerns on 5th Embodiment. It is a flowchart for demonstrating the update process of a stop price when it determines with an upward tendency in a 1st tendency determination part. It is a flowchart for demonstrating the update process of a stop price when it determines with a 1st tendency determination part as a downward tendency. It is a figure for demonstrating the operation | movement from which the stop price is changed in the order processing server which concerns on 5th Embodiment, and shows the example of the chart of the upward tendency where the sell price of a stop limit order is changed. It is a figure for demonstrating the operation | movement from which the stop price is changed in the order processing server which concerns on 5th Embodiment, and shows the example of the chart of the downward tendency in which the buy price of a stop order is changed. It is a figure which shows the example of the setting screen of the transaction conditions in an order processing server.

<First Embodiment>
FIG. 1 is a diagram showing an example of the overall configuration of a market transaction system according to the present invention.
A market transaction system 1 shown in FIG. 1 includes an order processing server 1, a plurality of terminal devices 2, a market price data providing server 3, and a market exchange server 4.

  The market exchange server 4 is a computer system that manages buying and selling of stocks, receivables, exchange rates, etc. on a stock exchange or the like. The market exchange server 4 executes trading in accordance with the ordering data transmitted from the order processing server 1 such as a securities company or an FX trader, and returns the established trading result to the order processing server 1 as execution information.

  The market data providing server 3 is a computer system that provides market price information that is attached to the market exchange server 4 by buying or selling stocks or the like as market data. The market data providing server 3 is connected to, for example, the market exchange server 4 via the communication network 9, generates the market price data based on the market price information obtained from the market exchange server 4 in real time, and generates the generated market price data. This is provided to the order processing server 1 and the terminal device 2.

The terminal device 2 is a terminal device such as a personal computer or a mobile phone operated by a user to place an order for buying and selling stocks. The terminal device 2 accesses the order processing server 1 via the communication network 9 such as the Internet, and transmits an instruction relating to buying and selling orders to the order processing server 1.
In addition, when a notification requesting confirmation of an order is sent by the transaction support function described later in the order processing server 1, the terminal device 2 transmits a response indicating whether the order is permitted or not to the order processing server 1.

  The order processing server 1 is a computer system that processes an order received from a user terminal device 2, and is operated and managed by, for example, a securities company or an FX trading company. The order processing server 1 generates order data for placing a sell or buy order in response to an order instruction transmitted from the terminal device 2 via the communication network 9 and transmits the order data to the market exchange server 4. . When the transaction according to the order data is executed, the order processing server 1 accesses an account management server (not shown) on the basis of information such as the contract price received from the market exchange server 4, and deposits / Instructs the withdrawal process.

  Further, the order processing server 1 includes a transaction support function for automatically determining the establishment of advantageous trading conditions in addition to the basic function of placing an order for trading with the market exchange server 4. In other words, the order processing server 1 determines whether or not the conditions for buying and selling that can expect a profit are established by analyzing the price movement of the market price. If it is determined that favorable trading conditions have been established, the order processing server 1 automatically generates “sell” or “buy” order information according to the determination result, and determines whether or not to permit the order. A confirmation notification is transmitted to the terminal device 2. In response to the confirmation notification from the terminal device 2, the order processing server 1 transmits order data to the market exchange server 4 according to the content of the permitted order.

FIG. 2 is a diagram illustrating an example of a hardware configuration of the order processing server 1.
The order processing server 1 illustrated in FIG. 2 includes a communication unit 11, an operation unit 12, a display 13, a storage unit 14, a processing circuit 15, and a work memory 16. The communication unit 11, the operation unit 12, the display 13, the storage unit 14, and the processing circuit 15 are connected via, for example, an internal bus.
The communication unit 11 communicates with the terminal device 2 and the market data providing server 3 through the communication network 9 such as the Internet under the control of the processing circuit 15 to transmit / receive order information, market data, and the like.
The operation unit 12 is a user interface that is operated by a user to input commands and instructions, and includes, for example, a keyboard, a mouse, a touch panel, and the like.
The display 13 displays a screen corresponding to the display signal generated in the processing circuit 15.
The storage unit 14 is a device for storing a program and data for causing the processing circuit 15 to execute processing. For example, the storage unit 14 is a non-volatile memory such as a hard disk or a flash ROM, or a storage device having a relatively large capacity such as a magneto-optical disk device. Composed.
The work memory 16 is a device that stores program codes executed in the processing circuit 15, data temporarily used in the course of processing, and the like, and is configured by a relatively high-speed storage device such as an SRAM.
The processing circuit 15 is a circuit that executes processing according to a program stored in the storage unit 14, and comprehensively controls the overall operation of the terminal device 2. The processing circuit 15 sequentially executes the instructions of the program while appropriately storing the processing target and the data being processed in the working memory 16.

FIG. 3 is a diagram showing an example of the configuration of the order processing server 1 realized by the cooperation of each hardware element shown in FIG. 2 and a program.
The order processing server 1 shown in FIG. 3 includes a market price data acquisition unit 101, a first trend determination unit 103, an index data generation unit 104, a second trend determination unit 105, an order instruction unit 106, and an order information storage unit. 107, an order information generation unit 108, an order reception unit 109, and an order unit 110.

[Market data acquisition unit 101]
The market price data obtaining unit 101 accesses the market price data providing server 3 via the communication network 9 and sequentially obtains market price data indicating market prices such as stocks and exchange rates that change every time in the trading of the market exchange from the market price data providing server 3. To do.

FIG. 4 is a diagram illustrating an example of the market price data acquired by the market price data acquisition unit 101. In the example of FIG. 4, one quote data includes data indicating the opening price, closing price, low price, and high price of the market within a predetermined time (15 minutes in the example of FIG. 4), and the time of the starting point. Contains data to show. The market price data acquisition unit 101 acquires market price data including these values within a predetermined time each time a predetermined time elapses (every 15 minutes in the example of FIG. 4).
The market price data acquisition unit 101 generates market price data including a high price, a low price, etc. for each predetermined time as shown in the example of FIG. 4 based on the market price information provided sequentially from the market price data providing server 3. Also good.

[First tendency determination unit 103]
The first tendency determination unit 103 determines whether the market price is in an upward trend or a downward trend based on the pattern of change in the market price indicated by the market price data acquired in the market price data acquisition unit 101. That is, the first tendency determination unit 103 determines whether the market price is in an upward trend or a downward trend depending on whether the trend of the market price indicated by the series of market price data satisfies a predetermined condition. .
Specifically, the 1st tendency judgment part 103 acquires the bottom price of the temporary fall period which arises between the time when a market price updates the maximum price at any time, and when the bottom price rises once or continuously several times, It is determined that there is an upward trend. In addition, the first tendency determination unit 103 obtains the ceiling price of the temporary rising period that occurs between the time when the market price updates the lowest price, and if the ceiling price falls once or continuously several times, the market price tends to decline. Judge that there is.

FIG. 5 is a diagram illustrating an example of the configuration of the first tendency determination unit 103.
The first tendency determination unit 103 illustrated in FIG. 5 includes a bottom price acquisition unit 120, an upward trend determination unit 121, a ceiling price acquisition unit 122, and a downward trend determination unit 123.

The bottom price acquisition unit 120 is based on a series of market data sequentially acquired by the market price data acquisition unit 101, and temporarily falls after the market price has updated the highest price and then updated the highest price again. Gets the bottom price of. Therefore, the bottom price acquisition unit 120 acquires the bottom price when the temporary decline period ends and the maximum price is updated.
The bottom price acquisition unit 120 regards the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 as the highest price when the downward trend determination unit 123 determines that the downward trend has ended. Get the bottom price after that. That is, when the downtrend ends and the trend shifts to an indeterminate state, the bottom price acquisition unit 120 resets the highest price that serves as a reference for acquiring the bottom price to the latest market price at that time.

FIG. 6 is a diagram illustrating an example of the configuration of the bottom price acquisition unit 120.
The bottom price acquisition unit 120 illustrated in FIG. 6 includes a maximum price storage unit 130, a maximum price comparison unit 131, a maximum price update unit 132, a first bottom price storage unit 133, a bottom price comparison unit 134, and a bottom price update unit 135. The fixed bottom price acquisition unit 136 and the second bottom price storage unit 137 are provided.

  The highest price storage unit 130 stores the highest price of the market indicated by the market price data acquired by the market price data acquisition unit 101.

  The highest price comparing unit 131 compares the latest market price indicated by the market price data acquired by the market price data acquiring unit 101 with the highest price stored in the highest price storage unit 130. For example, the highest price comparison unit 131 compares the latest highest market price (FIG. 4) included in the market price data with the highest price stored in the highest price storage unit 130.

  When the highest price update unit 132 determines that the latest market price is higher than the highest price in the highest price storage unit 130 in the highest price comparison unit 131, the highest price update unit 132 stores the latest market price in the highest price storage unit 130 as a new highest price. . For example, when the highest price comparison unit 131 determines that the highest price (FIG. 4) of the latest market price included in the market price data is higher than the highest price stored in the highest price storage unit 130, the highest price update unit 132 Is stored in the maximum value storage unit 130 as a new maximum value.

The first bottom price storage unit 133 and the second bottom price storage unit 137 store the bottom price of the market price indicated by the market price data acquired by the market price data acquisition unit 101 between the maximum price updates by the maximum price update unit 132.
The 1st bottom price storage part 133 memorizes the bottom price temporarily in the temporary fall period between the time when the maximum price is updated. The second bottom price storage unit 137 stores the bottom price determined at the end of the temporary decline period.

  The bottom price comparing unit 134 compares the latest market price indicated by the market price data acquired by the market price data acquiring unit 101 with the bottom price of the first bottom price storage unit 133. For example, the bottom price comparison unit 134 compares the latest low price (FIG. 4) included in the market price data with the bottom price of the first bottom price storage unit 133.

The bottom price update unit 135 stores, in the first bottom price storage unit 133, the cheapest value (bottom price) among the market price data acquired by the market price data acquisition unit 101 between the maximum price updates by the maximum price update unit 132.
That is, the bottom price update unit 135 is the best when the latest market price indicated by the market price data first acquired by the market price data acquisition unit 101 after the maximum price update by the maximum price update unit 132 is lower than the maximum price of the maximum price storage unit 130. When it is determined by the value comparison unit 131, the latest market price indicated by the first market price data is stored as the bottom price in the first bottom price storage unit 133 (that is, the initial value of the market price during the temporary decline period is stored). Thereafter, in the period until the maximum price is updated again, the bottom price comparison unit 134 determines that the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 is lower than the bottom price of the first bottom price storage unit 133. In this case, the bottom price update unit 135 stores the latest market price in the first bottom price storage unit 133 as a new bottom price.
For example, the bottom price update unit 135 has the highest price storage unit 130 that has the latest high market price data (FIG. 4) included in the market price data first acquired by the market price data acquisition unit 101 after the highest price is updated by the highest price update unit 132. When the maximum price comparison unit 131 determines that the price is lower than the maximum price, the latest low price (FIG. 4) included in the first market price data is stored in the first bottom price storage unit 133 as the bottom price. After that, when the lowest price (FIG. 4) of the latest market price included in the market price data acquired by the market price data acquisition unit 101 is lower than the lowest price of the first bottom price storage unit 133 in the period until the highest price is updated again, the lowest price is obtained. When it is determined in the comparison unit 134, the bottom price update unit 135 stores the latest low price of the market price in the first bottom price storage unit 133 as a new bottom price.

  In addition, the bottom price update unit 135 holds a flag f1 indicating the update state of the bottom price between the maximum price updates. That is, when the bottom price update unit 135 updates the bottom price of the first bottom price storage unit 133, the flag f1 is set to “1”, and the maximum price update unit 132 updates the maximum price of the maximum price storage unit 130. , The flag f1 is reset to “0”. Accordingly, the flag f1 is “1” in the temporary decline period between the update of the maximum value.

When the maximum price is updated in the maximum price update unit 132, the fixed bottom price acquisition unit 136 determines that the bottom price of the first bottom price storage unit 133 is the bottom price update unit during the period from the previous maximum price update to the current maximum price update. It is determined whether or not it has been updated by 135 (that is, whether the flag f1 is “1” or “0”). When it determines with having updated here, the fixed bottom price acquisition part 136 stores the bottom price memorize | stored in the 1st bottom price memory | storage part 133 in the 2nd bottom price memory | storage part 137 as a fixed bottom price in a temporary fall period.
The above is the description of the bottom price acquisition unit 120.

Returning to FIG.
The ceiling price obtaining unit 122 obtains the ceiling price of the market during the temporary rise period when the market price temporarily rises after updating the lowest price and updates the lowest price again based on a series of sequentially obtained market price data. To do. Therefore, the ceiling price acquisition unit 122 acquires the ceiling price when the temporary increase period ends and the lowest price is updated.
Also, the ceiling price acquisition unit 122 regards the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 when the upward trend determination unit 121 determines that the upward trend of the market price has ended, and so on. Get the ceiling value of. In other words, when the upward trend ends and the trend shifts to an indeterminate state, the ceiling price acquisition unit 122 resets the lowest price as a reference when acquiring the ceiling price to the latest market price at that time.

FIG. 7 is a diagram illustrating an example of the configuration of the ceiling value acquisition unit 122.
The ceiling price acquisition unit 122 illustrated in FIG. 7 includes a lowest price storage unit 140, a lowest price comparison unit 141, a lowest price update unit 142, a first ceiling price storage unit 143, a ceiling price comparison unit 144, and a ceiling price update unit 145. The fixed ceiling price acquisition unit 146 and the second ceiling price storage unit 147 are included.

  The lowest price storage unit 140 stores the lowest price of the market price indicated by the market price data acquired by the market price data acquisition unit 101.

  The lowest price comparison unit 141 compares the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 with the lowest price in the lowest price storage unit 140. For example, the lowest price comparison unit 141 compares the latest lowest price (FIG. 4) included in the market price data with the lowest price in the lowest price storage unit 140.

  When the latest price is determined to be lower than the lowest price in the highest price storage unit 130 by the lowest price comparison unit 141, the lowest price update unit 142 stores the latest price in the lowest price storage unit 140 as a new lowest price. . For example, when the lowest price comparison unit 141 determines that the lowest price (FIG. 4) of the latest price included in the market price data is lower than the lowest price stored in the lowest price storage unit 140, the lowest price update unit 142 Is stored in the lowest price storage unit 140 as a new lowest price.

The first ceiling price storage unit 143 and the second ceiling price storage unit 147 store the ceiling price of the market indicated by the market price data acquired by the market price data acquisition unit 101 between the update of the lowest price by the lowest price update unit 142.
The first ceiling price storage unit 143 temporarily stores the ceiling price within the temporary rise period between the times when the lowest price is updated. The second ceiling price storage unit 147 stores the ceiling price determined at the end of the temporary rise period.

  The ceiling price comparison unit 144 compares the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 with the ceiling price of the first ceiling price storage unit 143. For example, the ceiling price comparison unit 144 compares the latest high price (FIG. 4) included in the market price data with the ceiling price of the first ceiling value storage unit 143.

The ceiling price update unit 145 stores the highest value (ceiling price) in the market price data acquired by the market price data acquisition unit 101 in the first ceiling price storage unit 143 between the update of the highest price by the lowest price update unit 142.
That is, the ceiling price update unit 145 is the highest when the latest price indicated by the market price data first acquired by the market price data acquisition unit 101 after the lowest price update by the lowest price update unit 142 is higher than the lowest price of the lowest price storage unit 140. When it is determined by the low price comparison unit 141, the latest market price indicated by the first market price data is stored as the ceiling price in the first ceiling price storage unit 143 (that is, the initial value of the market price during the temporary rise period is stored). Thereafter, in the period until the lowest price is updated again, the ceiling price comparison unit 144 determines that the latest market price indicated by the market price data acquired by the market price data acquisition unit 101 is higher than the ceiling price of the first ceiling price storage unit 143. In this case, the ceiling price update unit 145 stores the latest market price in the first ceiling value storage unit 143 as a new ceiling price.
For example, in the ceiling price update unit 145, the latest low price (FIG. 4) included in the market price data first acquired by the market price data acquisition unit 101 after the lowest price update by the lowest price update unit 142 is the lowest price storage unit 140. If the lowest price comparison unit 141 determines that the price is higher than the lowest price, the highest price (FIG. 4) of the latest market price included in the first market price data is stored in the first ceiling price storage unit 143 as the ceiling price. After that, when the highest price (FIG. 4) of the latest market price included in the market price data acquired by the market price data acquisition unit 101 is higher than the ceiling price of the first ceiling price storage unit 143 in the period until the lowest price is updated again, the ceiling price When it is determined in the comparison unit 144, the highest price of the latest market price is stored in the first ceiling price storage unit 143 as a new ceiling price.

  Further, the ceiling price update unit 145 holds a flag f2 indicating the update state of the ceiling price between the update of the lowest price. That is, when the ceiling price update unit 145 updates the ceiling price of the first ceiling value storage unit 143, the flag f2 is set to “1”, and the lowest price of the lowest price storage unit 140 is updated by the lowest price update unit 142 , The flag f2 is reset to “0”. Therefore, the flag f2 becomes “1” in the temporary increase period between the update of the lowest price.

When the lowest price is updated in the lowest price update unit 142, the fixed ceiling price acquisition unit 146 determines that the ceiling price in the first ceiling price storage unit 143 is the ceiling price update unit during the period from the previous lowest price update to the current lowest price update. It is determined whether or not it has been updated at 145 (that is, whether the flag f2 is “1” or “0”). When it determines with having updated here, the fixed ceiling value acquisition part 146 stores the ceiling value memorize | stored in the 1st ceiling value memory | storage part 143 in the 2nd ceiling value memory | storage part 147 as a ceiling value decided in the temporary rise period.
This completes the description of the ceiling price acquisition unit 122.

Returning again to FIG.
The upward trend determination unit 121 determines that the market price is in an upward trend when the bottom price acquired by the bottom price acquisition unit 120 continues to increase, and determines that the upward trend has ended when this condition is broken.
In other words, the upward trend determination unit 121 determines that the market price tends to increase when the bottom price acquired by the bottom price acquisition unit 120 increases once or continuously several times. Then, after determining that the market price is in an upward trend, if the latest price indicated by the market price data (for example, the lowest price of the latest market price data) falls below the latest floor price acquired by the bottom price acquisition unit 120, the upward trend determination unit 121 determines that the upward trend of the market has ended.
For example, every time the bottom price determined by the confirmed bottom price acquisition unit 136 is stored in the second bottom price storage unit 137, the upward tendency determination unit 121 compares the latest bottom price with the last bottom price determined, When the comparison result that the confirmed bottom price is higher than the last confirmed bottom price is obtained once or continuously several times, it is determined that the market price tends to increase. Then, after determining that the market price is on an upward trend, if a comparison result is obtained that the latest price indicated by the market price data (for example, the lowest price of the latest market data) is lower than the latest confirmed bottom price, an upward trend is determined. The part 121 determines that the upward trend of the market price has ended.

The downward trend determination unit 123 determines that the market price is in a downward trend when the ceiling price acquired by the ceiling price acquisition unit 122 continues to decrease, and determines that the downward trend has ended when this condition is broken.
That is, the downward trend determination unit 123 determines that the market price tends to decrease when the ceiling price acquired by the ceiling price acquisition unit 122 decreases once or continuously several times. Then, after determining that the market price is in a downward trend, when the latest market price indicated by the market price data (for example, the highest price of the latest market data) is higher than the latest ceiling price acquired by the ceiling price acquisition unit 122, the downward trend determination unit 123 determines that the downward trend of the market has ended.
For example, each time the ceiling value determined by the determined ceiling value acquisition unit 146 is stored in the second ceiling value storage unit, the downward trend determination unit 123 compares the latest determined ceiling value with the immediately previous determined ceiling value. If the comparison result that the confirmed ceiling price is cheaper than the immediately preceding confirmed ceiling value is obtained once or continuously several times, it is determined that the market price tends to fall. Then, after determining that the market price is in a downward trend, if a comparison result is obtained that the latest market price indicated by the market price data (for example, the high price of the latest market price data) is higher than the latest confirmed ceiling price, a downward trend determination is made. The part 123 determines that the downward trend of the market price has ended.

[Indicator data generation unit 104]
Returning to FIG.
The index data generation unit 104 sequentially generates predetermined technical index data indicating a market trend, such as RSI (relative strength index), based on the market price data acquired by the market data acquisition unit 101. The technical index indicated by the index data indicates whether the market price is declining or rising depending on the direction of change of the value.

[Second tendency determination unit 105]
Based on the technical index data generated by the index data generation unit 104, the second tendency determination unit 105 determines whether the market price is on an upward trend or a downward trend. That is, the second tendency determination unit 105 determines whether the market price is on an upward trend or a downward trend depending on whether or not the change in the index data satisfies a predetermined condition.

FIG. 8 is a diagram illustrating an example of the configuration of the second tendency determination unit 105.
The second tendency determination unit 105 illustrated in FIG. 8 includes a first change point acquisition unit 150, a first index determination unit 151, a second change point acquisition unit 152, and a second index determination unit 153.

  The first change point acquisition unit 150 acquires the technical index of the change point at which the change starts when the technical index changes in a direction indicating a downward trend in the market price. For example, the first change point acquisition unit 150 acquires, as a change point, the technical index at the start point of the change when the technical index changes by a certain value or a certain ratio in a direction that shows a downward trend in the market price.

FIG. 9 is a diagram illustrating an example of the configuration of the first change point acquisition unit 150.
The first change point acquisition unit 150 illustrated in FIG. 9 includes an index data storage unit 160, a first change point detection unit 161, a first change point storage unit 162, a confirmed first change point acquisition unit 163, One change point storage unit 164 is provided.

  The index data storage unit 160 stores technical index data sequentially generated by the index data generation unit 104.

The first change point detection unit 161 compares the current technical index data generated in the index data generation unit 104 with the previous technical index data stored in the index data storage unit 160, and the previous technical index is the current technical index data. Detects whether or not the technical indicator is changing in a direction indicating a downward trend. For example, when the technical index is RSI, the first change point detector 161 detects that the technical index has changed in the downward direction when the previous technical index is lower than the current technical index.
When the first change point detection unit 161 detects a change in the technical index (decrease in RSI) in a direction indicating a downward trend of the market price, the first change point detection unit 161 sets the flag f3 to “1” and resets the flag f4 to “0”. To do.
In addition, the first change point detection unit 161 changes the flag f3 from “0” to “1” according to the comparison result between the previous technical index and the current technical index, and the information about the previous technical index is displayed. The change point is stored in the first change point storage unit 162. For example, the first change point detection unit 161 stores, in the first change point storage unit 162, information on the technical index at the change point and its time.

The confirmed first change point acquisition unit 163 compares the technical index data generated in the index data generation unit 104 with the technical index data of the latest change point stored in the first change point storage unit 162, and determines the latest change. When the latest technical index changes by a certain value (or by a certain percentage) in a direction that shows a downward trend in the market, compared to the technical index of the point, the technical index data at the most recent change point is defined as the confirmed change point. Store in the confirmed first change point storage unit 164.
The above is the description of the first change point acquisition unit 150.

Returning to FIG.
The second change point acquisition unit 152 acquires the technical index of the change point at which the change starts when the technical index changes in a direction indicating an upward trend in the market price. For example, when the technical index changes by a certain value or by a certain ratio in the direction showing the upward trend of the market price, the second changing point acquisition unit 152 acquires the technical index at the starting point of the change as the changing point.

FIG. 10 is a diagram illustrating an example of the configuration of the second change point acquisition unit 152.
The second change point acquisition unit 152 illustrated in FIG. 10 includes an index data storage unit 170, a second change point detection unit 171, a second change point storage unit 172, a confirmed second change point acquisition unit 173, A two-change point storage unit 174 is included.

  The index data storage unit 170 stores technical index data sequentially generated by the index data generation unit 104. The index data storage unit 170 and the index data storage unit 160 (FIG. 9) may be shared.

The second change point detection unit 171 compares the current technical index data generated in the index data generation unit 104 with the previous technical index data stored in the index data storage unit 170, and the previous technical index is the current technical index data. Detects whether or not the technical indicator is changing in a direction that indicates a rising trend in the market. For example, when the technical index is RSI, the second change point detection unit 171 detects that the technical index has changed in the upward direction when the previous technical index is higher than the current technical index.
When the second change point detection unit 171 detects a change in the technical index (an increase in RSI) in a direction indicating an upward trend in the market price, the second change point detection unit 171 sets “1” to the flag f4 and resets the flag f3 to “0”. In addition, when the flag f4 is changed from “0” to “1” in accordance with the comparison result between the previous technical index and the current technical index, the second change point detection unit 171 includes information on the previous technical index. Is stored in the second change point storage unit 172 as a change point. For example, the second change point detection unit 171 stores the technical index at the change point and information related to the time in the second change point storage unit 172.

The confirmed second change point acquisition unit 173 compares the technical index data generated in the index data generation unit 104 with the technical index data of the latest change point stored in the second change point storage unit 172, and determines the latest change. When the latest technical index changes by a predetermined value (or by a predetermined ratio) in the direction showing the upward trend of the market price compared to the technical index of the point, the technical index data at the most recent change point is defined as the change point Store in the confirmed second change point storage unit 174.
The above is the description of the second change point acquisition unit 152.

Returning again to FIG.
The first index determination unit 151 is configured to decrease the market price when the technical index of the change point acquired by the first change point acquisition unit 150 changes once or continuously several times in the direction indicating the downward trend of the market price. It is determined that has started. For example, when the technical index is RSI, the first index determination unit 151 has the change point once or continuously several times in a state where the RSI is in a range indicating “over-bought” (for example, 75% or more). When the price falls, it is determined that the downward trend has started.

  The second index determination unit 153 determines the upward trend of the market price when the technical index of the transition point acquired by the second transition point acquisition unit 152 changes once or continuously several times in the direction indicating the upward trend of the market price. It is determined that has started. For example, when the technical index is RSI, the second index determination unit 153 changes the change point once or several times in a state where the RSI is in a range indicating “oversold” (for example, 25% or less). When the price rises, it is determined that the upward trend of the market has started.

[Order instruction unit 106]
Returning again to FIG.
The order instruction unit 106 indicates a sell order when the second trend determination unit 105 determines that the market price has started to fall while the first trend determination unit 103 determines that the market price is increasing. To do. In addition, the order instruction unit 106 determines that a buy order is received when the second trend determination unit 105 determines that the upward trend of the market has started while the first trend determination unit 103 determines that the market price is decreasing. Instruct.

[Order Information Generation Unit 108]
The order information generation unit 108 generates order information indicating the content of the order to be ordered from the market exchange server 4 in response to an instruction from the user terminal device 2 received by the order reception unit 109, and the order information storage unit 107. To store. The order information includes, for example, information such as a user identification number, order type (sell / buy, market order, limit order, etc.), a price at which buying and selling should be executed, and the amount and quantity of buying and selling.

In addition, when the order instruction unit 106 is instructed to buy a purchase order, the order information generation unit 108 displays a contracted sell order indicated by order information for instructing a new buy order or information stored in the order information storage unit 107. Order information for instructing a buy order for settlement is generated. On the other hand, when the sales order is instructed by the order instruction unit 106, the order information generation unit 108 displays the contracted buy order indicated by the order information for instructing a new sell order or the information stored in the order information storage unit 107. Order information for instructing a selling order for settlement is generated.
When the order information is automatically generated as described above, the order information generation unit 108 does not store the order information in the order information storage unit 107 until the order permission is received from the user terminal device 2. That is, when the order reception unit 109 receives a response from the terminal device 2 that permits an order related to the automatically generated order information, the order information generation unit 108 stores the order information in the order information storage unit 107. To do.

[Order accepting unit 109]
The order receiving unit 109 communicates with the user terminal device 2 via the communication network 9. For example, the reception unit 109 has a function as a Web server, and exchanges Web page data (HTML data or the like) with a Web browser of a terminal device using a predetermined protocol such as HTTP. That is, the order receiving unit 109 displays a screen for inputting authentication information for the user to log in to the system, a screen for displaying a market chart, a screen for inputting a new order, a past order history, and a contract history. Screen display data such as HTML data is generated and transmitted to the terminal device 2 so that the screen is displayed on the display of the terminal device 2. The order receiving unit 109 receives information input on these screens from the terminal device 2.

In addition, when the order information generation unit 108 automatically generates order information according to the order instruction from the order instruction unit 106, the order reception unit 109 notifies the order source terminal device 2 of the order content indicated by the order information. Send to.
For example, the order receiving unit 109 has an e-mail transmission function, and transmits an e-mail in which the URL of the order confirmation Web page of the order receiving unit 109 is described to the user's e-mail address. When the user of the terminal device 2 accesses the URL described in the e-mail, the order receiving unit 109 displays screen data for confirming with the user permission / denial of the order related to the automatically generated order information. Transmit to device 2. The order reception unit 109 receives a permission or non-permission response input by the user on the confirmation screen from the terminal device 2 and passes it to the order information generation unit 108.

[Ordering part 110]
Based on the order information stored in the order information storage unit 107, the order unit 110 transmits ordering data for placing an order for buying and selling to the market exchange server 4, and the result of the buying and selling executed according to the ordering data. Information (contract information) is received from the market exchange server 4. The contract information includes, for example, a user identification code, an order identification code, an order acceptance result (notification of whether acceptance has been confirmed), an execution result of the order (price, date, quantity, etc. for which the sale is promised) Is included. The order unit 110 adds these pieces of information to the order information in the order information storage unit 107.

[Order information storage unit 107]
The order information storage unit 107 stores information related to the order of buying and selling whose acceptance is confirmed in the order processing server 1. Information on orders that have been confirmed to be accepted includes information on orders that have been executed.

  Here, the operation of the order processing server 1 according to this embodiment having the above-described configuration will be described in detail.

  FIG. 11 is a flowchart for explaining an operation in which the order processing server 1 automatically determines advantageous buying and selling conditions based on price movements and executes an order. The order processing server 1 repeatedly executes the processing shown in FIG.

  The first tendency determination unit 103 determines whether the market price tends to increase or decrease based on the market price data sequentially acquired by the market price data acquisition unit 101 (step ST100). That is, the 1st tendency judgment part 103 acquires the bottom price of the temporary fall period between the time when the highest price is updated, and when the bottom price rises once or continuously several times, it judges that the market price tends to rise. To do. Moreover, the 1st tendency determination part 103 acquires the ceiling price of the temporary rise period between the time when the lowest price is updated, and when a ceiling price falls once or several times continuously, it determines with the market price having a tendency to fall. To do.

  On the other hand, the second tendency determination unit 105 determines whether the market price tends to increase or decrease based on the technical index data sequentially generated by the index data generation unit 104 (step ST110). For example, when the technical indicator is RSI, the second tendency determination unit 105 acquires a change point at which the RSI value starts to drop, and when the change point drops once or continuously several times, the market price tends to drop. Judge that there is. Moreover, the 2nd tendency determination part 105 acquires the change point from which RSI begins to rise, and when this change point rises once or several times continuously, it determines with the market price having an upward tendency.

When it is determined by the first tendency determining unit 103 that the market price is increasing (step ST120), and the second trend determining unit 105 is determined that the market price is decreasing (step ST130), the order instruction unit 106 Directs sell orders. As a result, the order information generation unit 108 automatically generates order information for instructing a sell order (step ST140).
Further, when it is determined that the market price is in a downward trend in the first trend determination unit 103 (step ST150), and the market trend is in the upward trend in the second trend determination unit 105 (step ST160), an order instruction The unit 106 instructs a purchase order. As a result, the order information generating unit 108 generates order information for instructing a buy order (step ST170).
When the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 are the same tendency, or when one of the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 is indefinite (even if the upward trend If there is no downward trend), no order instruction is issued by the order instruction unit 106, and no order information is generated.

  12 and 13 are diagrams showing specific examples of the market price and technical index charts. FIG. 12 shows a chart when a sell order instruction is issued, and FIG. 13 shows a chart when a buy order instruction is issued.

12 and 13, the upper side shows a candlestick chart of the market price. The symbol “candlestick” represents a high price, a low price, an open price, and a close price within a certain period. The lower side of the white square represents the opening price, the upper side represents the closing price, the upper side of the black square represents the opening price, and the lower side represents the closing price. The upper end of the line protruding upward from the upper side of the rectangle indicates a high value, and the lower end of the line protruding downward from the lower side of the rectangle indicates a low value.
The dashed-dotted line shown in FIG. 12, FIG. 13 shows the transition of the market price referred when the 1st tendency determination part 103 performs determination. Specifically, the alternate long and short dash line indicates that the highest price of the candlestick when the highest price is updated by the highest price updating unit 132, the lowest price of the candlestick when the lowest price is updated by the bottom price updating unit 135, and the lowest price The low price of the candlestick when the lowest price is updated in the update unit 142 and the high price of the candlestick when the ceiling price is updated in the ceiling price update unit 145 are connected.

  On the other hand, in FIGS. 12 and 13, the lower side shows a chart of RSI. RSI is a type of index called an oscillator, and varies in the range of 0 to 100% as shown in the figure. The second tendency determination unit 105 determines the trend of the market price based on the transition of the change point of the RSI in the range of 75 to 100% indicating “oversold” and the range of 0 to 25% indicating “oversold”. Determine.

In the example of FIG. 12, the first tendency determination unit 103 determines “upward trend” in the market price data from “p61” to “p73”, whereas the second tendency determination unit 105 determines “q64”. It is determined that “downtrend” has started in the index data (RSI). When the second tendency determination unit 105 determines the start of “downtrend”, the determination by the first tendency determination unit 103 is “uptrend” opposite to this, so the order instruction unit 106 displays “q64” shown in FIG. The sales order is instructed at the timing of the index data of “”.
On the other hand, in the example of FIG. 13, the first tendency determination unit 103 determines “downtrend” in the market price data from “p81” to “p93”, whereas the second tendency determination unit 105 “ It is determined that “upward trend” has started in the index data of “q84”. When the second tendency determining unit 105 determines the start of the “upward trend”, the determination by the first tendency determining unit 103 is the “downtrend” opposite to this, so the order instruction unit 106 displays “q84” shown in FIG. The purchase order is instructed at the timing of the index data.

  Next, the determination process (ST100: FIG. 11) based on the floor price and the ceiling price of the market price in the first tendency determination unit 103 will be described with reference to the flowcharts of FIGS.

  When the market price data is acquired in the market price data acquisition unit 101 (ST200), the maximum price comparison unit 131 compares the maximum price so far stored in the maximum price storage unit 130 with the latest market price indicated by the market price data. (ST205). When the latest market price is higher than the highest price, the highest price update unit 132 stores the latest market price as a new highest price in the highest price storage unit 130 (ST210). In this case, the ceiling price update process associated with the market price increase is also performed (ST215). The ceiling value update process will be described later with reference to FIG.

  Next, the confirmed bottom price acquisition unit 136 determines whether or not the bottom price update unit 135 has updated the bottom price between the previous maximum price update and the current maximum price update (whether or not there has been a temporary decline period). ) Is referred to (ST220). When the flag f1 is “1”, since the bottom price of the temporarily falling period is stored in the first bottom price storage unit 133, the fixed bottom price acquisition unit 136 acquires this as the fixed bottom price, and the second bottom price storage unit It is stored in 137 (ST230). Also, since the temporary decline period has ended due to the update of the maximum value, the bottom price update unit 135 resets the flag f1 to “0” (ST225).

  When the newly confirmed bottom price is stored in the second bottom price storage unit 137, the upward trend determination unit 121 determines whether the confirmed bottom price has continuously increased a predetermined number of times (ST235), and the bottom price continuously increases. When it is, it is determined that the market price tends to rise (ST240).

  When the flag f1 is “0” in step ST200, there is no temporary decline period of the market price, and the market price monotonously increases. In this case, the first tendency determination unit 103 maintains the determination result so far. Moreover, also when there is no continuous raise of the bottom price in step ST235, the 1st tendency determination part 103 maintains the determination result so far (ST245).

  If the highest price has not been updated, lowest price comparison section 141 compares the lowest price so far stored in lowest price storage section 140 with the latest market price indicated by the market price data (ST250). When the latest market price is lower than the lowest price, lowest price update section 142 stores the latest market price as a new lowest price in lowest price storage section 140 (ST255). In this case, the bottom price update process associated with the market price drop is also performed (ST260). The bottom price update process will be described later with reference to FIG.

  Next, the confirmed ceiling price acquisition unit 146 determines whether or not the ceiling price update unit 145 has updated the ceiling price between the previous update of the lowest price and the update of the current lowest price (whether or not there is a temporary rise period). ) Is referred to (ST265). When the flag f2 is “1”, since the ceiling value for the temporarily rising period is stored in the first ceiling value storage unit 143, the fixed ceiling value acquisition unit 146 acquires this as the fixed ceiling value and obtains the second ceiling value. The data is stored in the storage unit 147 (ST275). Moreover, since the temporary increase period has ended due to the update of the lowest price, the ceiling price update unit 145 resets the flag f2 to “0” (ST270).

  When the newly determined ceiling value is stored in the second ceiling value storage unit 147, the downward tendency determination unit 123 determines whether or not the determined ceiling value has continuously decreased a predetermined number of times (ST280), and the ceiling value continuously decreases. When it is, it is determined that the market price tends to fall (ST285).

  When the flag f2 is “0” in step ST265, there is no temporary increase period of the market price, and the market price is decreasing monotonously. In this case, the first tendency determination unit 103 maintains the determination result so far. Moreover, also when there is no continuous ceiling value increase in step ST280, the 1st tendency determination part 103 maintains the determination result until then (ST245).

  When the latest market price has not updated the highest price or the lowest price, the floor price update unit 135 performs a floor price update process (ST300) and the ceiling price update unit 145 performs a ceiling price update process (ST305).

FIG. 16 is a flowchart for explaining the bottom price update processing (ST260, ST300).
When the flag f1 indicating the temporary decline period is “0” (ST400), the bottom price update unit 135 sets the flag f1 to “1” (ST405) and sets the first bottom price with the latest market price as the initial bottom price. Store in storage unit 133 (ST410). On the other hand, when the flag f1 is “1” (ST400), the bottom price update unit 135 compares the bottom price in the first bottom price storage unit 133 with the latest price (ST415), and if the latest price is lower than the bottom price, the latest price is updated. Is stored in the first bottom price storage unit 133 as a bottom price (ST410).

FIG. 17 is a flowchart for explaining the ceiling value update processing (ST215, ST305).
When the flag f2 indicating the temporary rise period is “0” (ST450), the ceiling price update unit 145 sets the flag f2 to “1” (ST455), and sets the first ceiling value with the latest market price as the initial ceiling value. The data is stored in the storage unit 143 (ST460). On the other hand, when the flag f2 is “1” (ST450), the ceiling price update unit 145 compares the ceiling price of the first ceiling price storage unit 143 with the latest market price (ST465), and if the latest market price is higher than the ceiling price, the latest price is obtained. Is stored in the first ceiling value storage unit 143 as a ceiling price (ST460).

Returning to FIG.
If the latest market price has not updated the highest price or the lowest price, and it is determined that the market price is on an upward trend (ST310), has the first trend determination unit 103 terminated the upward trend of the market price? Determine whether or not.
That is, when it is determined that the market price is in an upward trend (ST310), and the latest market price is lower than the latest confirmed bottom price (ST315), the upward trend determination unit 121 ends the upward trend of the market price. It is determined that the state is indefinite (a state that is neither an upward trend nor a downward trend) (ST335).
In this case, the lowest price update unit 142 stores the latest market price in the lowest price storage unit 140 as a new lowest price (ST320). Thus, the ceiling price acquisition unit 122 can acquire the ceiling price and the downward trend determination unit 123 can determine the downward trend, with the latest market price as the initial value of the lowest price. The ceiling price update unit 145 resets the flag f2 to “0” to end the temporary rise period from the previous lowest price (ST325), and the confirmed ceiling price acquisition unit 146 stores the first ceiling value storage unit 143 in the first ceiling value storage unit 143. The ceiling value to be set is stored in the second ceiling value storage unit 147 as a fixed ceiling value (ST330). The ceiling value determined at this time corresponds to the highest value in the period of the finished upward trend.
When the latest market price is higher than the latest confirmed bottom price (ST315), the upward trend determination unit 121 maintains the determination of the upward trend (ST340).

On the other hand, when the latest market price has not updated the highest price or the lowest price and it is determined that the market price is in a downward trend (ST350), the first trend determination unit 103 ends the downward trend in the market price. Determine whether or not.
That is, when it is determined that the market price is in a downward trend (ST350), and the latest market price is higher than the latest confirmed ceiling price (ST355), the downward trend determination unit 123 ends the downward trend in the market price. It is determined that the tendency is indefinite (ST375).
In this case, the highest price update unit 132 stores the latest market price as a new highest price in the highest price storage unit 130 (ST360). This makes it possible to acquire the bottom price by the bottom price acquisition unit 120 and determine the upward trend by the upward trend determination unit 121 using the latest market price as a reference for the highest price. Further, the bottom price update unit 135 resets the flag f1 to “0” to end the temporary decline period from the previous highest value (ST365), and the confirmed bottom price acquisition unit 136 stores it in the first bottom price storage unit 133. The bottom price to be determined is stored in the second bottom price storage unit 137 as a fixed bottom price (ST370). The bottom price determined at this time corresponds to the lowest price in the period of the downward trend that has ended.
When the latest market price is cheaper than the latest confirmed ceiling price (ST355), the downtrend determining unit 123 maintains the downtrend determination (ST380).
If the latest market price has not updated the highest price or the lowest price, and the market price has been determined to be in an indeterminate trend state, first trend determination section 103 maintains the determination in an indefinite trend state (ST380).

FIG. 18 is a diagram showing an example of a market price chart that changes from a downward trend to an upward trend.
In the example of FIG. 18, the high price data of “p31”, “p33”, and “p36” are the ceiling prices during the temporary rise period that occurs between the update of the lowest prices, and these series of ceiling prices decline over time. is doing. Thus, in the period when the ceiling price is falling, the first tendency determination unit 103 determines that the market price is a downward trend.
After the market price drops from the ceiling price of “p36” and reaches the lowest price of “p38”, when the market price rises and reaches the high value of “p39”, it becomes higher than the latest ceiling price “p36”. The part 103 determines that the downward trend of the market has ended. In this case, the high value of “p39” is stored in the maximum value storage unit 130 as a new maximum value. Further, the low price of “p38” stored in the first bottom price storage unit 133 is stored in the second bottom price storage unit 137 as the latest confirmed bottom price.
After the downtrend ends and the trend is uncertain, the market price rises while updating the highest price. When the market price temporarily drops from the update of the highest price at “p40” and the market price again updates the highest price at “p42”, the low price of “p41” is stored in the second bottom price storage unit 137 as the confirmed bottom price. . The bottom price of “p41” is higher than the bottom price of “p38”. When the market price further rises to the high value of “p43”, reaches the high value of “p44” that exceeds the high value of “p43” after a temporary decline period, the low price of “p43” is confirmed as the low price, and the second bottom price storage unit 137. The bottom price of “p43” is higher than the bottom price of “p41”. Here, when the bottom price increases twice from “p38”, the upward trend determination unit 121 determines that the market price has entered an upward trend.

FIG. 19 is a diagram illustrating an example of a market price chart that changes from an upward trend to a downward trend.
In the example of FIG. 19, the low price of the price data of “p2”, “p4”, “p7” is the bottom of the temporary decline period that occurs between the update of the highest price, and these series of bottom prices rises with time is doing. Thus, in the period when the bottom price is rising, the 1st tendency judgment part 103 judges a market as an upward tendency.
After the market price rises from the bottom price of “p7”, reaches the lowest price of “p10” after reaching the highest price of “p9”, it becomes cheaper than the latest bottom price “p7” when it reaches the low price of “p10”. The part 103 determines that the upward trend of the market price has ended. In this case, the low price of “p10” is stored in the lowest price storage unit 140 as a new lowest price. Further, the high value of “p9” stored in the first ceiling storage unit 143 is stored in the second ceiling value storage unit 147 as the latest determined ceiling value.
After the upward trend ends and the trend becomes uncertain, the market price declines while updating the lowest price. When the market price temporarily rises from the update of the lowest price in “p11” and the market price again updates the lowest price in “p13”, the high price of “p12” is stored in the second ceiling price storage unit 147 as the fixed ceiling price. . The ceiling price of “p12” is lower than the ceiling price of “p9”. When the market price further drops to the low price of “p14”, reaches the low price of “p16”, which is lower than the low price of “p14”, after a temporary rise period, the second ceiling price storage unit as the ceiling price where the high price of “p15” is fixed 147 is stored. The ceiling value of “p15” is even cheaper than the ceiling value of “p12”. Here, when the ceiling price has decreased twice from “p9”, the downward trend determining unit 123 determines that the market price has entered a downward trend.
The above is the description of the determination process (ST100: FIG. 11) in the first tendency determination unit 103.

  Next, the determination process (ST110: FIG. 11) based on the technical index in the second tendency determination unit 103 will be described with reference to the flowcharts of FIGS.

  The index data generation unit 104 calculates, for example, RSI as a technical index (ST500). Second change point detection section 171 (FIG. 10) compares the current technical index calculated by index data generation section 104 with the previous technical index stored in index data storage section 160 (ST505). Is higher than the previous technical index, the flag f3 indicating a decrease in the technical index is reset to “0” (ST510). In this case, the second change point detection unit 171 checks the value of the flag f4 indicating an increase in the technical index (ST515). If the flag f4 is “0”, the flag f4 is set to “1” ( ST520) On condition that the previous technical index is lower than 25% (ST525), information related to the previous technical index (for example, technical index and time information) is stored in the second change point storage unit 172 as a change point. (ST530). The reason why the change point is limited to 25% or less is that an increase in the change point in a range of 25% or less indicating a tendency of “oversold” indicates a sign of an upward trend in the market price.

  If the current technical index is higher than the previous technical index, the confirmed second change point acquisition unit 173 compares the latest change point stored in the second change point detection unit 171 with the current technical index (ST535). . When the current technical index is higher than a most recent change point by a certain value (or a certain percentage), the confirmed second change point acquisition unit 173 determines the most recent change point as a confirmed change point. The data is stored in the two change point storage unit 174 (ST540).

  When a new change point is stored in the confirmed first change point storage unit 174, the second index determination unit 153 compares this new change point with the previous change point, and based on the comparison result, the change point It is determined whether or not has risen (ST545). If the change point has increased continuously a predetermined number of times, second index determination section 153 determines that the market price tends to increase (ST550).

  The second index determination unit 153 compares the current technical index with the most recent change point when the current technical index is higher than the previous technical index and the previous technical index is higher than 25% (ST525). If the change point has not risen by a certain value (or more than a certain percentage) (ST535), or if the change point has not risen continuously for a predetermined number of times (ST545), the previous judgment is maintained (ST625).

  On the other hand, the first change point detector 161 compares the current technical index with the previous technical index (ST555), and if the current technical index is lower than the previous technical index, the first change point detection unit 161 sets a flag f4 indicating an increase in the technical index. Reset to “0” (ST560). In this case, the first change point detection unit 161 checks the value of the flag f3 indicating a decrease in the technical index (ST565), and if the flag f3 is “0”, sets the flag f3 to “1” ( ST570) On condition that the previous technical index exceeds 75% (ST575), the information related to the previous technical index (for example, the technical index and its time information) is used as a change point in the first change point storage unit 162. Store (ST580). The reason for limiting to the change point of 75% or more is that a decrease in the change point in the range of 75% or more showing the tendency of “overbought” indicates a sign of a downward trend in the market price.

  When the current technical index is lower than the previous technical index, the confirmed first change point acquisition unit 163 compares the latest change point stored in the first change point detection unit 161 with the current technical index (ST585). . When the current technical index is lower than a recent change point by a certain value or more (or a certain percentage or more), the confirmed first change point acquisition unit 163 determines the most recent change point as a confirmed change point. The data is stored in the 1 change point storage unit 164 (ST590).

  When a new change point is stored in the confirmed first change point storage unit 164, the first index determination unit 151 compares the new change point with the previous change point, and based on the comparison result, the change point It is determined whether or not has decreased continuously for a predetermined number of times (ST595). When the changing point has been continuously decreased a predetermined number of times, the first index determination unit 151 determines that the market price tends to decrease (ST600).

  The first index determination unit 151 compares the current technical index with the most recent change point when the current technical index is lower than the previous technical index, or when the previous technical index is lower than 75% (ST575). If the change point has not decreased by a certain value (or more than a certain ratio) (ST585), and if the change point has not decreased continuously for a predetermined number of times (ST595), the determination up to that point is maintained (ST625).

  When the current technical index is equal to the previous technical index, the second tendency determination unit 105 sets flags f3 and f4, respectively, if the current technical index is lower than 75% and higher than 25% (ST605, ST610). While resetting to “0” (ST615), the market trend is determined to be indefinite (ST620). On the other hand, if the current technical index is higher than 75% or lower than 25% (ST605, ST610), second tendency determination section 105 maintains the determination so far (ST625).

FIG. 23 is a diagram illustrating an example of a chart of a technical index (RSI) showing an indication of an increase in the market price.
In the example of FIG. 23, the technical indicators (RSI) of “q34”, “q37”, and “q42” are each a change point that starts a change in the upward direction, and is less than 25% indicating “oversold” Is in range. The second change point detector 171 (FIG. 10) stores the technical indicators of these change points in the second change point storage unit 172. When the technical index increases by a certain value (or a certain ratio) with respect to the changing point of the second changing point storage unit 172, the confirmed second changing point acquisition unit 173 determines the changing point of the second changing point storage unit 172. The determined change point is stored in the confirmed second change point storage unit 174 as a confirmed change point. In the example of FIG. 23, when the technical index “q39” is acquired, the changing point “q37” is determined. The change point of “q37” decided this time is higher than the change point (“q34”) decided last time. The second index determination unit 153 determines that the market price tends to increase based on the confirmed change point increasing from “q34” to “q37”.
Next, when the change point of “q42” is determined, the change point of “q42” is higher than the previous change point (“q37”). Therefore, the second index determination unit 153 maintains the determination that the market price tends to increase based on the confirmed change point increasing from “q37” to “q42”.
Thereafter, when the index of “q47” exceeds 25%, the second tendency determination unit 105 determines that the market price has become an indefinite trend.

FIG. 24 is a diagram showing an example of a chart of technical indicators (RSI) showing signs of a decline in the market price.
In the example of FIG. 24, the technical indicators (RSI) of “q4”, “q7”, and “q12” are change points at which the change starts to decrease, respectively, and are 75% or more indicating “overbought” Is in range. The first change point detection unit 161 (FIG. 9) stores the technical indicators of these change points in the first change point storage unit 162. When the technical index decreases by a certain value (or a certain ratio) with respect to the changing point of the first changing point storage unit 162, the confirmed first changing point acquisition unit 163 determines the changing point of the first changing point storage unit 162. The determined change point is stored in the confirmed first change point storage unit 164. In the example of FIG. 24, when the technical index “q9” is acquired, the changing point “q7” is determined. The change point of “q7” determined this time is lower than the change point (“q4”) determined last time. The first index determination unit 151 determines that the market price tends to decrease based on the confirmed change point decreasing from “q4” to “q7”.
Next, when the changing point of “q12” is determined, the changing point of “q12” is lower than the previous changing point (“q7”). Therefore, the first index determination unit 151 maintains the determination that the market price tends to decrease based on the confirmed change point decreasing from “q7” to “q12”.
Thereafter, when the technical index of “q17” falls below 75%, the second trend determination unit 105 determines that the market price has become indefinite.

  Next, with reference to the flowchart of FIG. 25, processing of a sell order or a buy order (ST140, 170: FIG. 11) will be described.

When an order for buying and selling is instructed by the order instruction unit 106, the order information generating unit 108 generates order information for instructing new buying or selling or order information for instructing buying and selling for settlement of the contracted open interest. (ST700). When the order information is generated by the order information generation unit 108, the order reception unit 109 transmits a notification requesting confirmation of the order contents indicated by the generated order information to the order source terminal device 2, and the terminal device 2 corresponding thereto. Waiting for reception of a response from (ST710). When the order acceptance unit 109 receives a response indicating that the order is permitted (ST715), the order information generation unit 108 stores the order information generated in step ST700 in the order information storage unit 107 (ST720). The order unit 110 transmits the order data to the market exchange server 4 in accordance with the confirmed order information stored in the order information storage unit 107.
On the other hand, if the response from the terminal device 2 is a request for correction of the order contents (ST730), the order information generation unit 108 generates order information whose order contents are corrected in response to this request (ST700). The order receiving unit 109 retransmits the corrected order information to the terminal device 2 (ST705). When the response from the terminal device 2 indicates that the order is not permitted, the order information generation unit 108 discards the generated order information without storing it in the order information storage unit 107.

  As described above, according to the order processing server 1 according to the present embodiment, the market price trend is determined based on the temporal transition of the bottom price and the ceiling price of the market price, and the market price trend is determined based on the change of the technical index. judge. Then, the order processing server 1 sells or sells when the trend determination result based on the technical index is opposite to the trend determination result based on the market bottom / ceiling price (when one is rising and the other is falling). Direct buy orders. Thereby, appropriate trading can be performed at the timing when the market trend changes from rising to falling or falling to rising.

  In addition, according to the order processing server 1 according to the present embodiment, when ordering buying and selling according to the market trend determination result, a notification requesting confirmation of order contents is sent to the terminal device 2 of the ordering user. The order is confirmed when a response indicating that the order is permitted is received from the terminal device 2 in response to the notification. That is, when the order processing server 1 confirms the order of buying and selling according to the trend determination result, the user's permission is required, so that the transaction is automatically performed under unfavorable conditions that the user does not want. Can reduce the risk of loss.

<Second Embodiment>
Next, a second embodiment of the present invention will be described.

In the order processing server 1 according to the first embodiment described above, when the determination result of the second tendency determination unit 105 is opposite to the determination result of the first tendency determination unit 103, as shown in FIGS. The purchase order processing is performed (at the timing of “q64” in FIG. 12 and “q84” in FIG. 13). Therefore, there is a possibility that a sell order is placed in a state where the market price is continuously updating the highest price, or a buy order is placed in a state where the market price is continuously updating the lowest price. In this case, the loss may increase when the trend does not reverse against the prediction.
Therefore, in the order processing server 1 according to the second embodiment, in addition to the determination result of the second tendency determination unit 105 being opposite to the determination result of the first tendency determination unit 103, the highest value update and the lowest price The purchase and sale order processing is performed on the condition that the renewal stops.

FIG. 26 is a flowchart for explaining an operation of executing an order for buying and selling in the order processing server 1 according to the second embodiment.
Compared with the flowchart shown in FIG. 11 in the first embodiment, “step ST131” and “step ST161” are added to the flowchart shown in FIG. Other operations of the order processing server 1 according to the second embodiment are the same as those of the first embodiment.

According to the flowchart of FIG. 26, in the state in which the market price is determined to be upward in the upward trend determination unit 121 (FIG. 5) (ST120), the downward trend in the market price is determined in the second trend determination unit 105 (FIG. 8). When the latest market price indicated by the market price data (for example, the high price of the market price data) is lower than the maximum price stored in the maximum price storage unit 130 (FIG. 6), the maximum price comparison unit 131 (FIG. 6). If it is determined in (ST131), the order instruction unit 106 (FIG. 3) issues a sell order instruction (ST140).
Further, in a state where the market price is determined to be in a downward trend in the downward trend determining unit 123 (FIG. 5) (ST150), it is determined in the second trend determining unit 105 (FIG. 8) that the upward trend of the market has started ( ST160) Further, when the latest price indicated by the market price data (for example, the lowest price of the market price data) is higher than the lowest price in the lowest price storage unit 140 (FIG. 7), the lowest price comparison unit 141 (FIG. 7) determines. (ST161) The order instruction unit 106 (FIG. 3) issues a buy order instruction (ST170).

  FIGS. 27 and 28 are diagrams for explaining the timing at which an order for buying and selling is issued in the order processing server 1 according to the second embodiment, and FIG. 27 is a chart when an instruction for selling order is issued. FIG. 28 shows an example of a chart when a buy order instruction is issued. In each figure, the upper side shows a candlestick chart, and the lower side shows an RSI chart.

  The chart in FIG. 27 is the same as the chart in FIG. 12 described above. In the case of the first embodiment shown in FIG. 12, an order of “sell” is made at a timing (“q64”) at which the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 become opposite. On the other hand, in the case of the second embodiment shown in FIG. 27, the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 are opposite (“q64”), and the highest market price is updated. At the timing of the market price data of “p70” that stops, “Sell” is placed.

  The chart of FIG. 28 is the same as the chart of FIG. 13 described above. In the case of the first embodiment shown in FIG. 13, an order of “sell” is made at a timing (“q84”) at which the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 become opposite. On the other hand, in the case of the second embodiment shown in FIG. 28, the determination results of the first tendency determination unit 103 and the second tendency determination unit 105 are opposite (“q84”), and the lowest price of the market price is updated. At the timing of the market price data of “p90” that stops the “buy” order.

  As described above, in the order processing server 1 according to the second embodiment, when placing an order for buying and selling based on the market trend determination result by the first trend determination unit 103 and the second trend determination unit 105, “Sell” As for the order, the update of the highest price is stopped, and for the “buy” order, the update of the lowest price is stopped. Therefore, it is easy to avoid cases where the highest price of the market continues after an order of “Buy” or the lowest price of the market continues after an order of “Sell”, so the risk of an increase in loss immediately after the order can be reduced. In addition, when the stop limit is set for the purpose of loss cut, it is possible to reduce the case where the stop limit order is executed by the market price moving in the direction contrary to the prediction immediately after the order is placed.

<Third Embodiment>
Next, a third embodiment of the present invention will be described.

  In the order processing server 1 according to the second embodiment described above, order processing for buying and selling is performed on condition that the update of the highest price and the update of the lowest price are stopped. On the other hand, in the order processing server 1 according to the third embodiment, the order processing for buying and selling is performed on the condition that the first trend determining unit 103 determines the end of the upward trend or the downward trend.

FIG. 29 is a flowchart for explaining the operation of executing the order for buying and selling in the order processing server 1 according to the third embodiment.
Compared with the flowchart shown in FIG. 11 in the first embodiment, “step ST132, ST133” and “step ST162, ST163” are added to the flowchart shown in FIG. Other operations of the order processing server 1 according to the third embodiment are the same as those of the first embodiment.

According to the flowchart of FIG. 29, in the state in which the market price is determined to be upward in the upward trend determination unit 121 (FIG. 5) (ST120), the downward trend of the market price in the second trend determination unit 105 (FIG. 8). Is determined to have started (ST130), the determination result of the upward tendency determination unit 121 based on the market price data acquired thereafter is monitored (ST132, ST133). When the upward trend determination unit 121 obtains a determination result that the upward trend of the market has ended, the order instruction unit 106 (FIG. 3) issues a sell order instruction (ST140).
In addition, it is determined that the upward trend of the market has started in the second tendency determination unit 105 (FIG. 8) while it is determined that the market price has a downward trend in the downward trend determination unit 123 (FIG. 5) (ST150). (ST160), the determination result of the downward tendency determination unit 123 based on the market price data acquired thereafter is monitored (ST162, ST163). When the determination result that the downward trend of the market price has been completed is obtained in the downward tendency determination unit 123, the order instruction unit 106 (FIG. 3) issues a buy order instruction (ST170).

  30 and 31 are diagrams for explaining the timing at which an order for buying and selling is issued in the order processing server 1 according to the third embodiment. FIG. 30 is a chart when an instruction for selling order is issued. FIG. 31 shows a chart when a buy order instruction is issued. In each figure, the upper side shows a candlestick chart, and the lower side shows an RSI chart.

  The chart of FIG. 30 is the same as the charts of FIGS. 12 and 27 described above. In the case of the second embodiment shown in FIG. 27, the order of “sell” is made at the timing of the market data of “p70” at which the update of the highest price of the market stops. On the other hand, in the case of the third embodiment shown in FIG. 30, the “sell” order is placed at the timing of the market data of “p74”, which is determined by the first tendency determination unit 103 that the upward trend has ended.

  Further, the chart of FIG. 31 is the same as the charts of FIGS. 13 and 28 described above. In the case of the second embodiment shown in FIG. 28, the “buy” order is placed at the timing of the market data “p90” at which the update of the lowest price of the market stops. On the other hand, in the case of the third embodiment shown in FIG. 31, the “buy” order is placed at the timing of the market price data of “p94” determined by the first tendency determination unit 103 that the downward trend has ended.

  As described above, in the order processing server 1 according to the third embodiment, the first tendency is determined after the first tendency determination unit 103 determines the upward tendency and the second tendency determination unit 105 determines the downward tendency. When the determination unit 103 determines that the upward trend has ended, an order of “sell” is instructed. In addition, when it is determined that the first tendency determination unit 103 determines a downward trend, and after the second tendency determination unit 105 determines that the downward tendency has occurred, the first tendency determination unit 103 determines that the downward trend has ended. A “buy” order is instructed. That is, since the order of buying and selling is instructed after the trend reversal becomes more certain, it is possible to reduce the risk of loss due to market movements contrary to prediction.

<Fourth Embodiment>
Next, a fourth embodiment of the present invention will be described.

  FIG. 32 is a diagram illustrating an example of the configuration of the order processing server 1 according to the fourth embodiment. The order processing server 1 shown in FIG. 32 has the same configuration as the order processing server 1 (FIG. 3) according to the first embodiment, and includes a peak value / valley value acquisition unit 111 and a peak value / valley value comparison unit. 112.

  Each time the peak value / valley value acquisition unit 111 determines that the highest price comparison unit 131 determines that the latest market price indicated by the market price data is lower than the highest price stored in the highest price storage unit 130 (the updating of the highest price stops temporarily. Every time the falling period starts, the highest value in the highest value storage unit 130 is acquired as the peak value immediately before the temporary falling period. Further, the peak value / valley value obtaining unit 111 (when the latest price indicated by the market price data is higher than the lowest price in the lowest price storage unit 140 is determined by the lowest price comparison unit 141) Every time the temporary rising period starts), the lowest price stored in the lowest price storage unit 140 is acquired as a valley price immediately before the temporary rising period.

  The peak value / valley value comparison unit 112 is the latest market price indicated by the market price data and the one immediately before acquired by the peak value / valley value acquisition unit 111 in the temporary fall period in which the highest price of the market price is updated. Compare the previous peak value. In addition, the peak value / valley value comparison unit 112 is a temporary rise period between the time when the lowest price of the market price is updated, and the latest market price indicated by the market price data and the previous value acquired by the peak value / valley value acquisition unit 111. Compare the previous valley value.

The order instruction unit 106 orders “sell” or “buy” based on the comparison result in the peak value / valley value comparison unit 112 in addition to the determination results of the first tendency determination unit 103 and the second tendency determination unit 105. Instruct.
That is, the order instructing unit 106 determines that the downward trend has started in the second trend determining unit 105 in a state in which the upward trend determining unit 121 determines that the market price is in an upward trend. When the valley price comparing unit 112 determines that the latest market price is cheaper than the previous peak price, an order of “sell” is instructed.
In addition, the order instruction unit 106 determines that the upward trend of the market has started in the second trend determination unit 105 in a state where the market price has been determined to decrease in the downward trend determination unit 121, When the valley price comparing unit 112 determines that the latest market price is higher than the immediately preceding valley price, an order of “buy” is instructed.

FIG. 33 is a flowchart for explaining an operation of executing an order for buying and selling in the order processing server 1 according to the fourth embodiment.
Compared with the flowchart shown in FIG. 11 in the first embodiment, “steps ST134 and ST135” and “steps ST164 and ST165” are added to the flowchart shown in FIG. Other operations of the order processing server 1 according to the fourth embodiment are the same as those of the first embodiment.

According to the flowchart of FIG. 33, in the state where the market price is determined to be in the upward trend in the upward trend determination unit 121 (FIG. 5) (ST120), the downward trend of the market price in the second trend determination unit 105 (FIG. 8). In the present embodiment, the value of the flag f1 indicating the temporary decline period and the comparison result by the peak value / valley value comparison unit 112 are further referred to. That is, when the flag f1 is “1” (ST134) and the comparison result that the latest market price is cheaper than the previous previous peak value is obtained in the peak value / valley value comparison unit 112 (ST135). ), The order instruction unit 106 (FIG. 3) issues a sell order instruction (ST140).
Further, in a state where the market price is determined to be in a downward trend in the downward trend determining unit 123 (FIG. 5) (ST150), it is determined in the second trend determining unit 105 (FIG. 8) that the upward trend in the market price has started. In the case (ST160), the present embodiment further refers to the value of the flag f2 indicating the temporary rise period and the comparison result by the peak value / valley value comparison unit 112. That is, when the flag f2 is “1” (ST164) and the comparison result that the latest market price is higher than the immediately preceding valley value is obtained in the peak / valley value comparing unit 112 (ST165). ), The order instruction unit 106 (FIG. 3) issues a buy order instruction (ST170).

  FIGS. 34 and 35 are diagrams for explaining the timing at which an order for buying and selling is issued in the order processing server 1 according to the fourth embodiment, and FIG. 34 is a chart when an instruction for selling order is issued. FIG. 35 shows a chart when a buy order instruction is issued. In each figure, the upper side shows a candlestick chart, and the lower side shows an RSI chart.

  The chart of FIG. 34 is the same as the charts of FIGS. 12, 27, and 30 described above. In the case of the third embodiment shown in FIG. 30, an order of “sell” is made at the timing of the market data of “p74”, in which it is determined by the first trend determination unit 103 that the upward trend has ended. On the other hand, in the case of the fourth embodiment shown in FIG. 34, the market data of “p71” in which the market price during the temporary decline period is cheaper than the peak value (p66) immediately before the previous peak value (p69). At the timing of “”, an order of “sell” is made. That is, when the market price becomes cheaper than the recently broken peak price (p66), it is determined that the downward trend of the market price has become certain, and an order for “sell” is placed.

  The chart of FIG. 35 is the same as the charts of FIGS. 13, 28, and 31 described above. In the case of the third embodiment shown in FIG. 31, an order of “buy” is made at the timing of the market data of “p94” in which it is determined by the first tendency determination unit 103 that the downward trend has ended. On the other hand, in the case of the fourth embodiment shown in FIG. 35, the market data of “p91” in which the market price during the temporary rise period is higher than the valley value (p86) immediately before the valley value (p89) just before. At the timing of, “buy” order is placed. That is, when the market price becomes higher than the recently broken valley price (p86), it is judged that the upward trend of the market price has become certain, and an order for “buy” is placed.

As described above, in the order processing server 1 according to the fourth embodiment, the first trend determination unit 103 determines that the trend is an upward trend, and the second trend determination unit 105 determines that the trend is a downward trend. In the period, when the market price becomes lower than the previous peak price (the peak price that has recently exceeded), an order for “sell” is instructed. In general, in the upward trend, the recently broken peak price may become a resistance line that prevents the market price from dropping, so if the market price becomes cheaper than the recently broken peak price, the market price declines more. It will be certain. Accordingly, an order for “sell” is instructed in a situation where the downward trend is certain, and the risk that the market price will increase after the order for “sell” can be reduced.
Further, in the order processing server 1 according to the fourth embodiment, in the temporary increase period when the first tendency determination unit 103 determines the downward tendency and the second tendency determination unit 105 determines the upward tendency. When the market price is higher than the previous trough price (the trough price recently broken), an order for “buy” is instructed. Generally, in a market with a downward trend, the recently broken valley price may become a resistance line that prevents the market price from rising, so if the market price becomes higher than the recently broken valley price, the market price rises more It will be certain. Accordingly, an order for “buy” is instructed in a situation where the upward trend is certain, and the risk of the market price falling after the order for “buy” can be reduced.

<Fifth Embodiment>
Next, a fifth embodiment of the present invention will be described.

  In order to cut the loss due to the decline in the market price after the buy order has been executed and the loss due to the increase in the market price after the sell order has been executed, the reverse order is performed to reverse the traded order with the predetermined order. Limit orders may be set. In the fifth embodiment, the price of buying and selling in this stop order is automatically changed according to the market price movement.

  FIG. 36 is a diagram illustrating an example of the configuration of the order processing server 1 according to the fifth embodiment. The order processing server 1 shown in FIG. 36 has a configuration similar to that of the order processing server 1 (FIG. 3) according to the first embodiment, and also includes a stop price calculation unit 113.

  When the bottom price is acquired by the bottom price acquisition unit 120 (FIG. 5) in the state where the market price is determined to be upward by the upward trend determination unit 121 (FIG. 5), the reverse limit price calculation unit 113 acquires the bottom price. Based on the bottom price, the selling price of the stop order for cutting the loss of the promised buy order is calculated. For example, the stop price calculation unit 113 calculates a value obtained by subtracting a predetermined value from the bottom price acquired by the bottom price acquisition unit 120 or a value obtained by reducing the bottom price by a predetermined ratio as the selling price of the stop price order.

  Further, when the ceiling price is acquired by the ceiling price acquisition unit 122 (FIG. 5) in the state where the market price is determined to be downward by the downward trend determination unit 123 (FIG. 5), the reverse limit price calculation unit 113 acquires this value. Based on the obtained ceiling price, the bid price of the stop order for cutting the loss of the contracted sell order is calculated. For example, the stop limit calculation unit 113 calculates a value obtained by adding a predetermined value to the ceiling price acquired by the ceiling price acquisition unit 122 or a value obtained by increasing the ceiling price by a predetermined ratio as a buy price for the stop limit order.

  When the stop price calculation unit 113 calculates the sell price or the buy price of the stop price order, the order information generation unit 108 converts the confirmed stop price order stored in the order information storage unit 107 into the reverse by the calculated sell price or the buy price. Change to limit order.

Further, when the order instruction unit 106 is instructed to sell, the order information generation unit 108 cancels the order information of the confirmed sell limit order stored in the order information storage unit 107 and the order information storage unit 107. If the information on the buy order (buy-denominated ball) executed in the above is stored, order information for instructing a sell order for settlement of the buy order is generated.
Furthermore, when the order instruction unit 106 is instructed to buy, the order information generation unit 108 cancels the order information of the confirmed buy limit order stored in the order information storage unit 107 and the order information storage unit 107. If the information on the sold order (selled ball) is stored, the order information indicating the buy order for settlement of the sell order is generated.

  The order unit 110, when the latest market price indicated by the market price data satisfies the limit order execution conditions specified in the order information stored in the order information storage unit 107, is an order for trading this limit order. Data is transmitted to the market exchange server 4. For example, in the case where the selling stop price that cuts the loss of a purchased ball is set in the order information stored in the order information storage unit 107, the order unit 110 may purchase a purchased ball when the market price becomes lower than the stop price. The selling order data to be canceled is transmitted to the market exchange server 4. In addition, in the order information stored in the order information storage unit 107, when a buy stop price that cuts the loss of a sold ball is set, the order unit 110 displays a sold ball when the market price becomes higher than the stop price. The purchase order data to be canceled is transmitted to the market exchange server 4.

FIG. 37 is a flowchart for explaining the stop price update process executed together with the determination process of the first tendency determination unit 103 in the order processing server 1 according to the fifth embodiment.
Compared with the flowchart shown in FIG. 14, “step ST241” and “step ST286” are added to the flowchart shown in FIG. Other operations of the order processing server 1 according to the fifth embodiment are the same as those of the first to fourth embodiments.

When the first tendency determination unit 103 determines that the market price tends to increase (ST240), a process of updating the stop price of the order information stored in the order information storage unit 107 is performed (ST241).
The flowchart of FIG. 38 shows an example of the updating process of the stop price when the first tendency determination unit 103 determines that the upward tendency is present.
First, stop price calculating section 113 calculates the selling price of the stop limit order based on the latest confirmed bottom price stored in second bottom price storage section 137 (ST800). For example, the stop limit calculation unit 113 calculates the result of subtracting a predetermined offset value from the latest bottom price as the selling price of the stop limit order. When the stop limit is calculated by the stop limit calculation unit 113, the order information generation unit 108 compares the calculated stop limit with the stop limit of the order information stored in the order information storage unit 107 (ST805). If the calculated stop price is higher than the currently determined stop price, the order information generation unit 108 changes the stop price of the order information stored in the order information storage unit 107 to the calculated stop price ( ST810). If the calculated stop price is lower than the current stop price, the order information generation unit 108 does not update the stop price. This is because if the selling price of the stop order is reduced, the amount of loss when the stop order is executed increases.

Even when the first tendency determining unit 103 determines that the market price tends to fall (ST285), a process of updating the stop price of the order information stored in the order information storage unit 107 is performed (ST286).
The flowchart of FIG. 39 shows an example of the update process of the stop price when the first tendency determination unit 103 determines a downward trend.
First, stop price calculating section 113 calculates the bid price of the stop limit order based on the latest confirmed ceiling price stored in second ceiling price storage section 147 (ST850). For example, the stop limit calculation unit 113 calculates the result of adding a predetermined offset value to the latest ceiling price as the buy price of the stop limit order. When the stop limit is calculated by the stop limit calculation unit 113, the order information generation unit 108 compares the calculated stop limit with the stop limit of the order information stored in the order information storage unit 107 (ST855). When the calculated stop price is lower than the currently confirmed stop price, the order information generation unit 108 changes the stop price of the order information stored in the order information storage unit 107 to the calculated stop price ( ST860). On the other hand, if the calculated stop price is higher than the current stop price, the order information generation unit 108 does not update the stop price. This is because if the limit price of the stop order is increased, the amount of loss at the time of execution of the limit order increases.

  40 and 41 are diagrams for explaining an operation in which the stop limit is changed in the order processing server 1 according to the fifth embodiment. 40 shows an example of an upward trend chart in which the selling price of the stop order is changed, and FIG. 41 shows an example of a chart of a downward tendency in which the buy price of the stop order is changed. In each figure, the upper side shows a candlestick chart, and the lower side shows an RSI chart. Moreover, the staircase-shaped graph shown with a candlestick chart shows transition of a reverse finger value.

  In the example of FIG. 40, since the buy-denominated ball is held at the rising trend market price, the sell stop price is set to cut the loss due to the market price decline. This stop price is updated at the timing of “p63”, “p65”, “p68” at which the bottom prices of “p62”, “p64”, “p67” are determined, and only a predetermined offset value (or a predetermined ratio) from the bottom price. Only) is set to a cheap value. When a sell order is instructed by the order instructing unit 106 at the timing of “p70”, the sell stop order is canceled and a sell order for settlement of a purchased ball is performed. In other words, the buy-in ball is settled at an early stage when the market price shifts to a downward trend.

  Further, in the example of FIG. 41, because the market is selling at a market with a downward trend, a buy stop limit is set to cut a loss due to an increase in the market price. The stop price is updated at timings “p83”, “p85”, and “p88” at which the ceiling values of “p82”, “p84”, and “p87” are determined, and only a predetermined offset value (or a predetermined ratio) from the ceiling value. Only) is set to a higher value. When a buy order is instructed by the order instructing unit 106 at the timing of “p90”, the sell stop order is canceled and a sell order for settlement of the buy-out ball is placed. In other words, sold balls are settled at an early stage when the market price shifts to an upward trend.

As described above, according to the order processing server 1 according to the fifth embodiment, the selling price of the stop order for loss cut is set based on the bottom price of the temporary decline period when the market price is rising. Then, the buy price of the stop order for loss cut is set based on the ceiling price of the temporary rise period when the market price tends to fall.
Generally, the bottom price of a temporary decline period in an uptrend market tends to increase as the market price rises, and the ceiling price of the temporary market period in a downtrend market tends to become cheaper as the market price falls. Therefore, by setting the stop price according to this bottom price and ceiling price, it is possible to suppress wasteful execution of the stop limit order as compared to the conventional trail method that makes the stop price follow the market price with a certain price range, and the stop limit price Loss when orders are executed can be reduced.

  In addition, according to the order processing server 1 according to the fifth embodiment, when a purchase order is instructed by the order instructing unit 106, the stop order is canceled and an order to settle the established open position is issued. Done. As a result, the open interest is settled at the initial stage when the market trend changes, and the decrease in profits can be suppressed.

  Next, the example of the screen for a user to set transaction conditions in the order processing server 1 which concerns on each embodiment mentioned above is demonstrated.

  FIG. 42 is a diagram illustrating an example of a transaction condition setting screen in the order processing server 1. The information on this screen is generated, for example, as Web page data in the order receiving unit 109 (FIG. 3) and transmitted to the terminal device 2.

  The screen example of FIG. 42 shows a screen for setting transaction conditions regarding foreign exchange margin trading. At the top of the screen, there are buttons to select "Buy", "Sell" or "Both Sell and Buy", a list box to select and enter the target currency pair from the list, and the currency of the transaction A box for entering the number of lots (amount) is provided. Below the upper part, a column 500 for setting trend judgment conditions, a column 501 for new orders, a column 502 for settlement orders, a column 503 for additional orders, and a column 504 for stop limit (loss cut) orders. And a column 505 relating to other special orders.

  A column 500 for setting trend determination conditions includes a list box for setting a time scale of market price data used for determination by the first trend determination unit 103 and generation of technical index data by the index data generation unit 104. It has been. In addition, a list box is provided for setting the type of technical index generated by the index data generation unit 104 and parameters related to the technical index (for example, the number of market data used for generating the index).

The column 501 for new orders is provided with check boxes for selecting three types of new order conditions.
When the top check box is in the valid state, the order instruction unit 106 instructs the order for buying and selling when the condition described in the first embodiment is satisfied. That is, when the determination result in the direction opposite to that of the first tendency determination unit 103 is obtained in the second tendency determination unit 105 (FIGS. 12 and 13), the order instruction unit 106 instructs an order for buying and selling.
When the second check box is in the valid state, the order instruction unit 106 instructs the order for buying and selling when the condition described in the second embodiment or the fourth embodiment is satisfied. That is, after the determination result in the opposite direction to the first tendency determination unit 103 is obtained in the second tendency determination unit 105, the market price moves in the direction opposite to the determination result of the first tendency determination unit 103 (FIG. 27, FIG. 28) Alternatively, when the market price moves in the direction opposite to the determination result of the first tendency determination unit 103 and further the market price moves to the peak value or valley value that has recently broken through (FIGS. 34 and 35), the order instruction unit 106 indicates an order for buying and selling.
When the third check box is in the valid state, the order instruction unit 106 instructs the order for buying and selling when the condition described in the third embodiment is satisfied. That is, when the determination result of the first tendency determination unit 103 is reversed in the reverse direction after the determination result of the first tendency determination unit 103 is obtained in the second tendency determination unit 105 (FIGS. 30 and 31). In addition, the order instruction unit 106 instructs the order for buying and selling.

The settlement order column 502 also includes check boxes for selecting the three settlement order conditions similar to the new order.
When the top check box is in the valid state, the order instruction unit 106 instructs a settlement order when the condition described in the first embodiment is satisfied.
When the second check box is in the valid state, the order instruction unit 106 instructs a settlement order when the condition described in the second embodiment or the fourth embodiment is satisfied.
When the third check box is in the valid state, the order instruction unit 106 instructs a settlement order when the condition described in the third embodiment is satisfied.

Three check boxes at the top of the screen are for setting whether to repeatedly execute the new order in the column 501 and the settlement order in the column 502 described above.
That is, when the check box “repeat new order and settlement order” on the left side is in an enabled state, the order instruction unit 106 continuously executes the new order and the settlement order set in the fields 501 and 502. When the central “one-time” check box is valid, the order instruction unit 106 executes the new order and its settlement order only once. When the check box on the right side is valid, the order instruction unit 106 repeats the new order and the settlement order as many times as input in the list box.
When the button for selecting “both sell and buy” is pressed, the order instruction unit 106 instructs a new sell order when the settled buy order is settled and settles the promised sell order. Instruct a new buy order. That is, selling and buying orders are carried out continuously.

In the column 503 for additional orders, a check box for enabling automatic additional orders after a new order is provided. Further, on the right side of the check box, a list box for setting a time scale of the market price data used for determination of the additional order is provided. Near the center of the column 503, a box for inputting the number of lots (amount) of the currency to be additionally ordered is provided.
When the check box of the additional order is in the valid state, the order instruction unit 106 further adds a buy or sell position when the bottom price or the ceiling price of the market is determined in a state where the new order in the column 501 has not yet been settled. For example, when both of the determination results of the two trend determination units (103, 105) indicate an upward trend, the order instruction unit 106 adds a buying position according to the determination of the bottom price, and the two trend determination units (103 , 105) both show a downward trend, a selling position is added according to the determination of the ceiling price.
In this case, the order processing server 1 includes a tendency determining unit for determining an additional order condition having the same configuration as that of the first tendency determining unit 103. The market price data acquisition unit 101 generates market price data used for the determination of the trend determination unit according to the setting of the time scale input to the list box. The order instruction unit 106 instructs a settlement order according to the determination result of the tendency determination unit.

In the column 504 relating to the stop limit (loss cut) order, two check boxes for enabling automatic setting of the stop limit order are provided.
When the first check box is in the valid state, the stop price calculation unit 113 calculates a price that is a fixed amount away from the contract price when selling or buying a new order, as the price of the stop price. For example, when the sell order is executed, the stop price calculation unit 113 calculates a price that is higher than the sell price by a certain amount as the buy price of the stop order, and when the buy order is executed, the price that is lower by a fixed amount than the purchase price. Is calculated as the selling price of the stop order. When the stop price price is calculated by the stop price calculation unit 113, the order information generation unit 108 stores the calculated order information of the stop price in the order information storage unit 107. As a result, the order of the stop price that is separated from the contract price by a certain amount becomes valid. On the right side of the first check box, a box is provided for setting an amount corresponding to the difference between the contract price and the stop price in units of pips (minimum currency unit).
In addition, when the second check box is in the valid state, the stop price calculation unit 113 is constant from the bottom price or the ceiling price every time the bottom price or the ceiling price of the market is determined in a state where the new order in the column 501 is not yet settled. The price separated by the amount is calculated as the stop price. For example, when the determination results of the two trend determination units (103, 105) both show an upward trend, the stop price calculation unit 113 calculates a price that is cheaper by a fixed amount from the bottom price of the market price as the sell price of the stop order. When the determination results of the two trend determination units (103, 105) both show a downward trend, the price higher than the ceiling of the market price by a certain amount is calculated as the buy price for the stop order. When the price of the stop order is calculated by the stop price calculation unit 113, the order information generation unit 108 changes the confirmed stop price order stored in the order information storage unit 107 to a stop order at the calculated price. To do. As a result, the price of the stop order is sequentially corrected to a price that is a fixed amount away from the bottom price or ceiling price of the market. On the right side of the second check box, there is a list box for setting the time scale of the market price data used to obtain the floor price and ceiling price of the market price. And a box for setting an amount corresponding to the difference between the stop price and the price of the stop price in units of pips.
In this case, the order processing server 1 is provided with a tendency determination unit for calculating a stop limit having the same configuration as that of the first tendency determination unit 103. The market price data acquisition unit 101 generates market price data used for the determination of the trend determination unit according to the setting of the time scale input to the list box. The stop price calculation unit 113 calculates the price of the stop price based on the bottom price acquired by the bottom price acquisition unit 120 (FIG. 6) of this tendency determination unit or the ceiling price acquired by the ceiling price acquisition unit 122 (FIG. 7).

The special order column 505 is provided with a check box for enabling the special order related to the automatic correction of the stop price after the new order is executed.
When this check box is in a valid state, the stop price calculation unit 113, when the latest market price indicated by the market price data reaches a price that is a fixed amount away from the contract price, is used as the price of the stop order. calculate. For example, when the determination results of the two trend determination units (103, 105) both show an upward trend, the stop price calculation unit 113 reaches a price that is higher by a certain amount than the contract price of the purchase order. If so, the contract price of this buy order is calculated as the selling price of the stop order. On the other hand, the stop price calculation unit 113, when both the determination results of the two trend determination units (103, 105) show a downward trend, the latest market price reaches a price that is cheaper than the contract price of the selling order by a fixed amount. If so, the contract price of this sell order is calculated as the buy price of the stop order. When the price of the stop order is calculated by the stop price calculation unit 113, the order information generation unit 108 changes the confirmed stop price order stored in the order information storage unit 107 to a stop order at the calculated price. To do. As a result, the price of the limit order is corrected to the vicinity of the contract price, so that even if the limit order is executed, the transaction is performed at a price close to the contract price, and no loss occurs. On the right side of the check box, a box is provided for setting an amount corresponding to the difference between the price for executing the special order and the contract price in pips.

  The “set” button at the top of the screen is a button for setting items input in each column of the screen in the order processing server 1. When the “set” button is pressed, the setting contents of the screen are transmitted from the terminal device 2 to the order processing server 1, and the transaction conditions become valid.

  Various embodiments of the present invention have been described so far, but the present invention is not limited to the above-described embodiments, and includes various variations.

  In the above-described embodiment, RSI is cited as an example of the technical index generated by the index data generation unit 104, but the present invention is not limited to this. In other embodiments of the present invention, other various technical indicators such as stochastics, RCI (rank correlation index), ROC (rate of change) may be used.

In the above-described embodiment, it is determined that the downward trend of the market has started when the change point of the technical index continuously changes in the direction indicating the downward trend of the market (ST595: FIG. 21). It is not limited to. In another embodiment of the present invention, after the first change point acquisition unit 150 (FIG. 8) acquires a technical indicator of one change point, the trend of the market price decreases from the technical indicator of the one change point. The first index determination unit 151 (FIG. 8) may determine that the downward trend of the market has begun when the technical index of another changing point that has shifted in the direction is acquired once or continuously several times.
Further, in the above-described embodiment, when the change point of the technical index continuously changes in the direction indicating the upward trend of the market price, it is determined that the upward trend of the market price has started (ST545: FIG. 20). Is not limited to this. In another embodiment of the present invention, after the second change point acquisition unit 152 (FIG. 8) acquires the technical index at one change point, the trend of the market price is higher than the technical index at the one change point. The second index determination unit 153 (FIG. 8) may determine that the upward trend of the market has begun when the technical index at another changing point that has shifted in the direction is acquired once or continuously several times.

In the above-described embodiment, the bottom price is acquired when the market price temporarily falls between updates of the maximum price, but the present invention is not limited to this.
In another embodiment of the present invention, when the rate of decline in the temporary decline period is smaller than a predetermined value, the bottom price acquisition unit 120 (FIG. 5) may not acquire the minimum value of the temporary decline period as the bottom price. . For example, the confirmed bottom price acquisition unit 136 (FIG. 6) causes the bottom price update unit 135 to change the bottom price of the first bottom price storage unit 133 during the period from the previous highest price update by the highest price update unit 132 to the current highest price update. When updated, the difference between the updated bottom price and the previous highest price, or the ratio of the difference to the lowest price (or the previous highest price) is calculated. If the calculated difference or ratio is smaller than the predetermined value, the confirmed bottom price acquisition unit 136 does not store the bottom price in the second bottom price storage unit 137.
Similarly, in another embodiment of the present invention, when the increase width in the temporary increase period is larger than the predetermined value, the ceiling value acquisition unit 122 (FIG. 5) does not acquire the maximum value of the temporary increase period as the ceiling value. You may do it. For example, the fixed ceiling price acquisition unit 146 (FIG. 7) causes the ceiling price update unit 145 to change the ceiling price of the first ceiling price storage unit 143 during the period from the previous lowest price update by the lowest price update unit 142 to the current lowest price update. When updated, the difference between the updated ceiling price and the previous lowest price, or the ratio of the difference to the ceiling price (or the previous lowest price) is calculated. When the calculated difference or ratio is smaller than the predetermined value, the confirmed ceiling value acquisition unit 146 does not store the ceiling value in the second ceiling value storage unit 147.
Thus, when the fluctuation of the market price is so small that it can be ignored, by making the bottom price and the ceiling price not acquired based on this minute fluctuation, an erroneous determination in the upward trend determining unit 121 or the downward tendency determining unit 123 is obtained. Can be made difficult to occur.

Furthermore, in another embodiment of the present invention, when the temporary decline period is shorter than a predetermined time width, the bottom price acquisition unit 120 may not acquire the bottom price of the temporary decline period. That is, the bottom price acquisition unit 120 calculates the time difference between the start and end of the temporary decline period based on the time information included in the market price data, and when the time difference is shorter than the predetermined value, the bottom price of the temporary decline period May not be acquired. For example, the highest price storage unit 130 (FIG. 6) stores the time information included in the market price data in association with the highest price. When the bottom price of the first bottom price storage unit 133 is updated by the bottom price update unit 135 during the period from the previous maximum price update by the maximum price update unit 132 to the current maximum price update, the confirmed bottom price acquisition unit 136 Based on the time information stored in the value storage unit 130, the difference between the time with the previous highest value and the time with the current highest value is calculated. Then, if the calculated difference is shorter than a predetermined time, the confirmed bottom price acquisition unit 136 does not store the bottom price in the second bottom price storage unit 137 as a confirmed bottom price.
Similarly, in another embodiment of the present invention, when the temporary rise period is shorter than a predetermined time width, the ceiling price acquisition unit 122 may not acquire the ceiling price of the temporary rise period. That is, the ceiling price acquisition unit 122 calculates the time difference between the start and end of the temporary rise period based on the time information included in the market price data, and when the time difference is shorter than the predetermined value, the ceiling price of the temporary rise period May not be acquired. For example, the cheapest price storage unit 140 (FIG. 7) stores the time information included in the market price data in association with the lowest price. When the ceiling price of the first ceiling price storage unit 143 is updated by the ceiling price update unit 145 during the period from the previous update of the lowest price by the lowest price update unit 142 to the update of the current lowest price, the confirmed ceiling price acquisition unit 146 Based on the time information stored in the low price storage unit 140, the difference between the time with the previous lowest price and the time with the current lowest price is calculated. If the calculated difference is shorter than the predetermined time, the confirmed ceiling value acquisition unit 146 does not store the ceiling value in the second ceiling value storage unit 137 as a confirmed ceiling value.
As described above, by preventing the bottom price and the ceiling price from being acquired due to the short-term fluctuation of the market price, it is possible to make it difficult to make an erroneous determination in the upward tendency determining unit 121 and the downward tendency determining unit 123.
Note that the minimum time width that is a criterion for determining whether to acquire the bottom price or the ceiling price may be defined by the number of candlesticks described above. That is, when the number of candlesticks forming the temporary decline period or the temporary rise period does not reach the predetermined number, the bottom price or the ceiling price may not be acquired.

  Further, in another embodiment of the present invention, when the price of the stop order is changed while the trend determination of the market price in the first trend determination unit 103 is maintained, a new purchase order is added if it is an upward trend. The order information generation unit 108 may generate order information so that a selling order is newly added if a downward trend is added. As a result, it is possible to actively increase profits while reducing losses due to execution of limit orders.

  In the above-described embodiment, processing relating to market trend determination and order information generation is performed in the order processing server 1, but the present invention is not limited to this. In another embodiment of the present invention, part of the processing performed in the order processing server 1 may be performed by the terminal device 2. In this case, for example, a program responsible for a part of the processing described above may be downloaded from the order processing server 1 to the terminal device 2 as appropriate, and the terminal device 2 may execute a part of the processing.

  In the above-described embodiment, an example is given in which an order is automatically made based on a trend determination result, but the present invention is not limited to this. In another embodiment of the present invention, automatic ordering may not be performed, and the trend determination result may be simply displayed to the user on the terminal device 2.

  In the above-described embodiment, the floor price and ceiling price of the market are acquired based on the high and low prices of the data group (open price, close price, high price, and low price) as shown in FIG. It is not limited. In another embodiment of the present invention, the bottom price and the ceiling price of the market price may be acquired by referring to only a specific value (for example, closing price) included in the market price data.

  Moreover, although the example which asks a user's confirmation when performing the order of buying and selling is mentioned in the embodiment mentioned above, in other embodiments of the present invention, even if an order is executed without asking for the user's confirmation Good. Alternatively, the user may arbitrarily set whether to ask for confirmation.

DESCRIPTION OF SYMBOLS 1 ... Order processing server, 2 ... Terminal device, 3 ... Market data provision server, 4 ... Market exchange server, 9 ... Communication network, 101 ... Market price data acquisition part, 103 ... 1st tendency judgment part, 104 ... Index data generation , 105 ... second tendency determination unit, 106 ... order instruction unit, 107 ... order information storage unit, 108 ... order information generation unit, 109 ... order reception unit, 110 ... order unit, 111 ... peak value / valley value acquisition unit , 112 ... Peak value / valley value comparison unit, 113 ... Reverse finger value calculation unit, 120 ... Bottom price acquisition unit, 121 ... Upward trend determination unit, 122 ... Ceiling price acquisition unit, 123 ... Downtrend determination unit, 130 ... Maximum value storage unit 131... Highest price comparison unit 132. Highest price update unit 133 133 first bottom price storage unit 134. Bottom price comparison unit 135. Bottom price update unit 136. 140 ... The lowest price 141, lowest price comparison unit, 142 ... lowest price update unit, 143 ... first ceiling price storage unit, 144 ... ceiling price comparison unit, 145 ... ceiling price update unit, 146 ... fixed ceiling price acquisition unit, 147 ... second ceiling price storage unit , 150 ... first change point acquisition unit, 151 ... first index determination unit, 152 ... second change point acquisition unit, 153 ... second index determination unit, 160 ... index data storage unit, 161 ... first change point detection unit , 162... First change point storage unit, 163... Confirmed first change point acquisition unit, 164... Confirmed first change point storage unit, 170... Indicator data storage unit, 171. Change point storage unit, 173... Confirmed second change point acquisition unit, 174... Confirmed second change point storage unit.

Claims (15)

A data acquisition unit that sequentially acquires market price data indicating the market price of a trading object that changes every moment in the market;
A first tendency determination unit that determines whether the market price is in an upward trend or a downward trend based on a pattern of change in the market price indicated by the market price data acquired by the data acquisition unit;
Based on the market price data acquired by the data acquisition unit, an index data generation unit that sequentially generates predetermined technical index data indicating the trend of the market price,
Based on the technical index data generated by the index data generation unit, a second trend determination unit that determines whether the market price is on an upward trend or a downward trend;
In a state where the first trend determination unit determines that the market price is in an upward trend, when the second trend determination unit determines that the market price has started to decline, a sell order is instructed. An order instruction unit for instructing a buy order when the second trend determination unit determines that the upward trend of the market has started in a state where the market price is determined to be a downward trend in the one trend determination unit;
A market transaction support apparatus having The first tendency determination unit
A bottom price acquisition unit for acquiring the bottom price of the market price during the temporary decline period when the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again;
When the obtained bottom price is increased once or continuously several times, it is determined that the market price is increasing, and after determining that the market price is increasing, the latest market price indicated by the market price data is An uptrend determination unit that determines that the uptrend of the market price has ended when it falls below the latest bottom price acquired by the bottom price acquisition unit;
A ceiling price acquisition unit that acquires the ceiling price of the market price during the temporary rising period when the price indicated by the market price data is temporarily increased after updating the lowest price and updated the lowest price again.
When the acquired ceiling price has fallen once or several times in succession, it is determined that the market price is in a downward trend, and after determining that the market price is in a downward trend, the latest market price indicated by the market price data is A downtrend determination unit that determines that the downtrend of the market has ended when it has risen above the latest ceiling price acquired by the ceiling price acquisition unit;
including,
The market transaction support device according to claim 1. The bottom price acquisition unit considers the latest market price indicated by the market price data acquired by the data acquisition unit as the highest price when the downtrend determination unit determines that the downtrend of the market has ended. Get
The ceiling price acquisition unit considers the latest market price indicated by the market price data acquired by the data acquisition unit as the lowest price when the upward trend determination unit determines that the upward trend of the market price has ended. To get the
The market transaction support device according to claim 2. The bottom price acquisition unit does not acquire the bottom price for the temporary decline period when the rate of decline in the market price during the temporary decline period is smaller than a predetermined value,
The ceiling price acquisition unit does not acquire the ceiling price for the temporary increase period when the rate of increase in the market price during the temporary increase period is smaller than a predetermined value.
The market transaction support device according to claim 3. The bottom price acquisition unit, when the time width of the temporary decline period is shorter than a predetermined value, does not obtain the bottom price for the temporary decline period,
The ceiling price acquisition unit does not acquire the ceiling price for the temporary rising period when the time width of the temporary rising period is shorter than a predetermined value.
The market transaction support device according to claim 3 or 4. The technical index indicated by the technical index data indicates whether the market price is increasing or decreasing depending on the direction of change of the value,
The second tendency determination unit
A first change point acquisition unit that acquires a technical indicator of a change point at which the change starts when the technical indicator changes in a direction indicating a downward trend of the market price;
When the technical indicator of the change point acquired in the first change point acquisition unit changes once or continuously several times in the direction indicating the downward trend of the market price, or in the first change point acquisition unit After obtaining the technical indicator of one change point, the technical indicator of another change point that has shifted in the direction of the downward trend of the market from the technical indicator of the one change point is acquired once or multiple times in succession. A first index determination unit that determines that the downward trend of the market has started,
A second change point acquisition unit that acquires a technical index of a change point at which the change starts when the technical indicator changes in a direction indicating an upward trend of the market price;
When the technical indicator of the change point acquired in the second change point acquisition unit changes once or continuously several times in the direction indicating the upward trend of the market price, or in the second change point acquisition unit After obtaining the technical indicator of one change point, the technical indicator of another change point that has shifted in the direction showing the upward trend of the market from the technical indicator of the one change point is acquired once or multiple times in succession. A second index determination unit that determines that the upward trend of the market has started,
including,
The market transaction support device according to any one of claims 3 to 5. The first change point acquisition unit acquires, as the change point, the technical index at the start point of the change when the technical index changes by a certain value or a certain ratio in a direction indicating a downward trend of the market price. And
The second change point acquisition unit acquires, as the change point, the technical index at the start point of the change when the technical index changes by a certain value or a certain ratio in a direction indicating an upward trend of the market price. To
The market transaction support device according to claim 6. An order information storage unit for storing information related to orders for buying and selling accepted;
When a purchase order is instructed by the order instruction unit, the order information for instructing a new buy order and / or the purchase order for settlement of the contracted sell order indicated by the information stored in the order information storage unit Order information is generated, and when a sell order is instructed in the order instructing unit, the order information instructing a new sell order and / or a contract indicated by the information stored in the order information storage unit An order information generating unit for generating order information for instructing a selling order for settlement of a buy order, and storing the generated order information in the order information storage unit;
An order unit that transmits order data for placing an order for buying and selling to a predetermined server that manages market transactions based on the order information stored in the order information storage unit;
The market transaction support device according to any one of claims 3 to 7. When the order information is generated in the order information generation unit, a notification regarding the content of the order indicated by the generated order information is transmitted to the ordering terminal device, and the order related to the notification is transmitted from the ordering terminal device. An order reception unit that receives a response indicating permission or disapproval of
The order information generation unit stores the generated order information in the order information storage unit when a response indicating that an order related to the generated order information is permitted is received in the order reception unit.
The market transaction support device according to claim 8. When the bottom price is acquired by the bottom price acquisition unit in a state where the market price is determined to be upward by the upward trend determination unit, the loss of the contracted purchase order is cut based on the acquired bottom price. When the front ceiling price is acquired in the ceiling price acquisition unit in a state in which the selling price of the stop order for calculating the market price is determined to be in the downward trend in the downward trend determination unit, , Having a stop price calculation unit that calculates the buy price of the stop order to cut the loss of the contracted sell order,
The order information storage unit stores order information for instructing the stop order,
When the selling price or the buying price of the stop order is calculated by the stop price calculating unit, the order information generating unit uses the calculated selling price or information of the confirmed stop order stored in the order information storage unit. Change to the information of stop order by bid price,
The order unit buys and sells the limit order when the latest market price indicated by the market price data satisfies the limit order execution specified in the order information stored in the order information storage unit. Sending the ordering data to the predetermined server,
The market transaction support device according to claim 8 or 9. The order information generation unit
When a sell order is instructed in the order instruction unit, the order information of the confirmed sell limit order stored in the order information storage unit is canceled, and the information of the fulfilled buy order is stored in the order information storage unit If so, generate order information indicating a sell order to settle the executed buy order,
When a purchase order is instructed by the order instruction unit, the order information of the confirmed buy limit order stored in the order information storage unit is canceled, and the information of the executed sell order is stored in the order information storage unit If so, generate order information indicating a buy order to settle the executed sell order,
The market transaction support device according to claim 10. A market transaction support device for determining a market trend of a transaction object in a market,
A data acquisition unit that sequentially acquires the market price data from a server that provides market price data indicating the market price of a trading object that changes every moment in the market;
A bottom price acquisition unit for acquiring the bottom price of the market price during the temporary decline period when the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again;
When the acquired bottom price is increased once or continuously several times, it is determined that the market price is in an upward trend, and after the market price is determined to be in an upward trend, the market price in the temporary decline period is An uptrend determination unit that determines that the uptrend of the market has ended when it has fallen below the bottom price acquired immediately before;
A ceiling price acquisition unit that acquires the ceiling price of the market price during the temporary rising period when the price indicated by the market price data is temporarily increased after updating the lowest price and updated the lowest price again.
When the acquired ceiling price falls once or continuously several times, the market price is determined to be in a downward trend. After the market price is determined to be in a downward trend, the market price in the temporary rise period is A downtrend determining unit that determines that the downtrend of the market has ended when it rises above the ceiling value acquired immediately before;
Have
The bottom price acquisition unit considers the latest market price indicated by the market price data acquired by the data acquisition unit as the highest price when the downtrend determination unit determines that the downtrend of the market has ended. Get
The ceiling price acquisition unit considers the latest market price indicated by the market price data acquired by the data acquisition unit as the lowest price when the upward trend determination unit determines that the upward trend of the market price has ended. To get the
Market transaction support device. Determine the sell price of the stop order to cut the loss due to the fall in the market price after the buy order is filled, and the bid price of the limit order to cut the loss due to the rise in the market price after the sell order is filled A market transaction support device for supporting a decision,
A data acquisition unit that sequentially acquires market price data indicating the market price of a trading object that changes every moment in the market;
A bottom price acquisition unit for acquiring the bottom price of the market price during the temporary decline period when the market price indicated by the market price data is temporarily lowered after the highest price is updated and the highest price is updated again;
A ceiling price acquisition unit that acquires the ceiling price of the market price during the temporary rising period when the price indicated by the market price data is temporarily increased after updating the lowest price and updated the lowest price again.
When the bottom price is acquired in the bottom price acquisition unit, the selling price of the stop price order is calculated based on the acquired bottom price, and when the ceiling price is acquired in the ceiling price acquisition unit, A stop price calculation unit for calculating a buy price of the stop price order based on;
A market transaction support apparatus having A market transaction support method in which a computer executes processing related to support of market transaction,
The computer data acquisition means sequentially acquires the market price data indicating the market price of the trading object that changes in the market, and
First trend determination means of the computer determines whether the market price is rising or falling based on a pattern of change in the market price indicated by the market price data acquired by the data acquisition means. Process,
The index data generation means of the computer sequentially generates predetermined technical index data indicating the trend of the market price based on the market price data acquired by the data acquisition means;
A step of determining whether the market price is in an upward trend or a downward trend, based on the technical indicator data generated by the indicator data generating means, the second tendency determining means of the computer;
When the order instructing means of the computer determines that the downward trend of the market has started in the second tendency determining means in a state where the market price is determined to be increasing in the first tendency determining means. A buy order is issued when the selling order is instructed, and the second trend determining means determines that the upward trend of the market has started in the state where the first trend determining means determines that the market price is in a downward trend A step of instructing,
A market transaction support method. A program for causing a computer to function as the market transaction support apparatus according to any one of claims 1 to 13.