JP2018067256A - Transaction device, transaction program, and transaction method - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a transaction device for performing transactions by detecting that a market price of a financial product varies in a direction assumed by an investor.SOLUTION: A transaction device 11 comprises: a condition acquisition part for acquiring a determined time width and a determined price width related to a market price of a financial product; a past price acquisition part for acquiring a range of the market price of the financial product in past time in a range of the determined time width acquired by the condition acquisition part; a market price acquisition part for successively acquiring the market price of the financial product; and a contract part for, when a first market price acquired by the market price acquisition part is higher than the determined price width acquired by the condition acquisition part from the range acquired by the past price acquisition part, contracting for buying position acquisition.SELECTED DRAWING: Figure 1

Description

  The present invention relates to a transaction apparatus, a transaction program, and a transaction method.

  An online transaction system is used in which an investor's computer and a financial product trader's computer are connected via a communication line so that the investor can trade financial products online. There has been proposed an index value calculation device that supports an investor's judgment by calculating an index related to a transaction of a financial product every moment and displaying the index on the investor's computer (Patent Document 1).

JP 2014-102589 A

  Since the market price of financial products is constantly changing, the timing of transactions has a major impact on profit and loss. However, in the case of general investors, since trading of financial products is not the main business, it is difficult to conduct advantageous trading by constantly monitoring market prices.

  In one aspect, an object of the present invention is to provide a transaction apparatus or the like for performing a transaction by detecting that the market price of a financial product has fluctuated in a direction assumed by an investor.

  The transaction apparatus includes a condition acquisition unit that acquires a determination time width and a determination price range related to a market price of a financial product, and a market price range of the financial product in a past time range of the determination time width acquired by the condition acquisition unit A market price acquisition unit that sequentially acquires the market price of a financial product, and the first market price acquired by the market price acquisition unit is within the range acquired by the past price acquisition unit. And an execution unit for executing an acquisition of a buy position when the acquisition unit is higher than the determination price range acquired.

  The transaction apparatus includes a condition acquisition unit that acquires a determination time width and a determination price range related to a market price of a financial product, and a market price range of the financial product in a past time range of the determination time width acquired by the condition acquisition unit A market price acquisition unit that sequentially acquires the market price of a financial product, and the first market price acquired by the market price acquisition unit is within the range acquired by the past price acquisition unit. A contracting unit that executes a contract for acquiring a selling position when the acquiring unit is cheaper than the determination price range acquired.

  In one aspect, it is possible to provide a transaction apparatus or the like for performing a transaction by detecting that the market price of a financial product has fluctuated in a direction assumed by an investor.

It is explanatory drawing which shows the structure of a transaction system. It is explanatory drawing which shows the record layout of rate DB. It is explanatory drawing which shows the record layout of delta TDB. It is explanatory drawing which shows the record layout of HLDB. It is explanatory drawing which shows the record layout of investor information DB. It is explanatory drawing which shows the record layout of order DB. It is explanatory drawing which shows the record layout of order DB. It is explanatory drawing which shows the record layout of position DB. It is explanatory drawing which shows the example of an input screen of an investor client. It is explanatory drawing explaining the new order by a delta order. It is explanatory drawing explaining the settlement order by a relative trigger trail order. It is explanatory drawing which shows the record layout of order DB. It is explanatory drawing which shows the record layout of order DB. It is a flowchart which shows the flow of a process of the program of a rate recording server. It is a flowchart which shows the flow of a process of the program of an investor server. It is a flowchart which shows the flow of a process of an order reception subroutine. It is a flowchart which shows the flow of a process of a margin confirmation subroutine. It is a flowchart which shows the flow of a process of an order margin update subroutine. It is a flowchart which shows the flow of a process of a total order margin calculation subroutine. It is a flowchart which shows the flow of a process of a position acquisition subroutine. It is a flowchart which shows the flow of a process of the subroutine of delta determination. It is a flowchart which shows the flow of a process of a position settlement subroutine. It is a flowchart which shows the flow of a process of a stop trigger determination subroutine. It is a flowchart which shows the flow of a process of a relative trigger trail determination subroutine. It is explanatory drawing explaining the new order by the delta order of Embodiment 2. FIG. 10 is a flowchart showing a flow of processing of a delta determination subroutine of the second embodiment. 10 is an explanatory diagram illustrating an example of an input screen of an investor client according to Embodiment 3. FIG. FIG. 10 is an explanatory diagram for explaining a new order by a delta trail order according to the third embodiment. 14 is a flowchart showing a flow of processing of a position acquisition subroutine of the third embodiment. 15 is a flowchart illustrating a flow of processing of a position acquisition subroutine according to the fourth embodiment. It is a functional block diagram which shows operation | movement of the transaction apparatus of Embodiment 5. It is explanatory drawing which shows the structure of the transaction system of Embodiment 6.

[Embodiment 1]
FIG. 1 is an explanatory diagram showing the configuration of the transaction system 10. The trading system 10 is a system that is used when trading a financial product whose price fluctuates every moment. In the present embodiment, a transaction system 10 used when conducting a foreign exchange margin transaction will be described as an example. The same system can be used for stock transactions, futures transactions, and the like.

  The trading system 10 includes an investor server 11, a rate recording server 21, an investor client 31, a financial institution server 32, and a network that interconnects them.

  The investor client 31 is an information processing device such as a personal computer, a tablet, or a smartphone that the investor uses for online transactions. Description of the hardware configuration of the investor client 31 is omitted.

  The financial institution server 32 is an information processing apparatus used by banks or the like participating in the interbank market. The financial institution server 32 presents the market price of the exchange rate via the network at a frequency of about 10 to 100 times per second. Description of the hardware configuration of the financial institution server 32 is omitted.

  In the interbank market, each market participant carries out a transaction by presenting a market price. Participants in the interbank market are limited to large banks with high creditworthiness and large amounts of foreign currency. On the other hand, foreign exchange margin trading is conducted based on the exchange rate according to the market price formed in the interbank market.

  The investor server 11 is an information processing apparatus that is managed and operated by a financial product trader. The investor server 11 is an information processing device that processes transactions of financial products received online from the investor client 31. In the present embodiment, the financial product trader uses one investor server 11 for each investor who is a customer. Investor server 11 is an example of a transaction apparatus according to the present embodiment.

  The rate recording server 21 is an information processing apparatus that is managed and operated by a financial product trader. The rate recording server 21 is an information processing device that records and processes the market price presented from the financial institution server 32 and provides it to the investor server 11.

  The investor server 11 includes a CPU (Central Processing Unit) 12, a main storage device 13, an auxiliary storage device 14, a communication unit 15, and a bus.

  The CPU 12 is an arithmetic control device that executes a program according to the present invention. As the CPU 12, one or a plurality of CPUs or a multi-core CPU is used. The CPU 12 is connected to each hardware part constituting the investor server 11 via a bus.

  The main storage device 13 is a storage device such as an SRAM (Static Random Access Memory), a DRAM (Dynamic Random Access Memory), or a flash memory. The main storage device 13 temporarily stores information necessary during processing performed by the CPU 12 and a program being executed by the CPU 12.

  The auxiliary storage device 14 is a storage device such as an SRAM, a flash memory, a hard disk, or a magnetic tape. The auxiliary storage device 14 stores a program to be executed by the CPU 12, an investor information DB (Database) 51, an order DB 52, an order DB 53, a position DB 54, and various data necessary for executing the program. The communication unit 15 is an interface that performs communication between the investor server 11 and the network.

  The investor server 11 of the present embodiment is an information device such as a general-purpose personal computer or a large computer. The investor server 11 of the present embodiment may be a virtual machine that operates on a large computer. The investor information DB 51, the order DB 52, the order DB 53, and the position DB 54 may be stored in a large-capacity storage device or the like installed outside the investor server 11.

  The rate recording server 21 includes a rate recording CPU 22, a main storage device 23, an auxiliary storage device 24, a communication unit 25, and a bus.

The rate recording CPU 22 is an arithmetic control device that executes a program according to the present invention. As the rate recording CPU 22, one or a plurality of CPUs, a multi-core CPU, or the like is used. The rate recording CPU 22 is connected to each part of the hardware constituting the rate recording 21 via a bus.

  The main storage device 23 is a storage device such as SRAM, DRAM, or flash memory. The main storage device 23 temporarily stores information necessary during the processing performed by the rate recording CPU 22 and a program being executed by the rate recording CPU 22.

  The auxiliary storage device 24 is a storage device such as an SRAM, a flash memory, a hard disk, or a magnetic tape. The auxiliary storage device 24 stores a program to be executed by the rate recording CPU 22, a rate DB 41, an HLDB 43, a delta TDB 42, and various data necessary for executing the program. The communication unit 25 is an interface that performs communication between the rate recording server 21 and the network.

  The rate recording server 21 of the present embodiment is an information device such as a general-purpose personal computer or a large computer. Further, the rate recording server 21 of the present embodiment may be a virtual machine that operates on a large computer. The rate DB 41, the HLDB 43, and the delta TDB 42 may be stored in a mass storage device or the like installed outside the rate recording server 21.

  FIG. 2 is an explanatory diagram showing a record layout of the rate DB 41. The rate DB 41 is a DB that associates the market price and the time stamp of the selling price and the buying price for each currency pair. The rate DB 41 has a currency pair field, a sell rate field, a buy rate field, and a time stamp field.

  In the currency pair field, a combination of two currencies for foreign exchange transactions is recorded. For example, “USD / JPY” indicates a combination of US dollar and Japanese yen. Similarly, “EUR” indicates the euro, “GBP” indicates the British pound, and “AUD” indicates the Australian dollar.

  In the selling rate field, the market price when the investor purchases the front currency in the rear currency among the currency pairs recorded in the currency pair field is recorded. In the buy rate field, the market price when the investor sells the front currency in the back currency among the currency pairs recorded in the currency pair field is recorded.

  In the time stamp field, the date and time when the market price is recorded in the rate DB 41 is recorded. The first half of the time stamp field indicates the date, and the second half indicates the time. Three digits after the decimal point of the time indicate the time in milliseconds. The rate DB 41 has one field for one currency pair.

  A specific example will be described. The first line of the rate DB 41 shown in FIG. 2 shows a rate of US $ 10.00.096 for investors who want to sell US dollars, and a rate of US $ 1.100.104 for investors who want to buy US dollars. Are presented at the date and time indicated in the time stamp.

  Each time the rate recording CPU 22 receives a market price presented from the financial institution server 32, the rate recording CPU 22 updates the record of the corresponding currency pair. That is, the latest DB price is recorded in the rate DB 41 at that time. The rate recording server 21 may receive the market price presented from one financial institution server 32 and record it in the rate DB 41, or may receive the market price presented from a plurality of financial institution servers 32 and receive the rate DB 41. May be recorded.

The rate recording server 21 may record the exchange rate presented by other financial product traders in the rate DB 41. Further, the rate recording server 21 may record the market price determined by its own exchange dealer based on the market price of the interbank market.

  FIG. 3 is an explanatory diagram showing a record layout of the delta TDB 42. The delta TDB 42 is a DB that associates a number with a determination time width ΔT. The delta TDB 42 has a number field and a ΔT field. In the number field, numbers are recorded from 1 in order. In the ΔT field, a determination time width ΔT is recorded. The delta TDB 42 has one record for one number. The delta TDB 42 is a DB used when creating the HLDB 43 described below.

  FIG. 4 is an explanatory diagram showing a record layout of the HLDB 43. The HLDB 43 is a DB that associates the time stamp, the current market price, and the past minimum market price L and maximum market price H within the determination time width ΔT. The HLDB 43 has a currency pair field, a trading field, a time stamp field, a market price field, a ΔT = 10 second field, and a ΔT = 30 second field. The ΔT = 10 second field and the ΔT = 30 second field have an L field and an H field, respectively. The HLDB 43 is a DB used when placing a delta order described later.

  In the currency pair field, a combination of two currencies for foreign exchange transactions is recorded. In the trading field, “selling” or “buying” is recorded. A time stamp is recorded in the time stamp field. In the market price field, the market price related to the exchange transaction recorded in the currency pair field and the buying and selling field is recorded.

  In the L field of ΔT = 10 seconds field, the cheapest market price in the past 10 seconds from the time stamp is recorded. In the H field of ΔT = 10 seconds field, the highest market price is recorded in the past 10 seconds from the time stamp. In the L field of ΔT = 30 seconds field, the cheapest market price in the past 30 seconds from the time stamp is recorded. In the H field of ΔT = 30 seconds field, the highest market price is recorded in the past 30 seconds from the time stamp.

  In FIG. 4, description is omitted except for the ΔT = 10 second field and the ΔT = 30 second field, but the HLDB 43 has the determination time width ΔT recorded in the ΔT field of the delta TDB 42 described with reference to FIG. 3. Has a corresponding field. Each field has an L field and an H field similar to the ΔT = 10 second field. The HLDB 43 has one record for one time stamp.

  A specific example will be described. The highest market price of the second record from the top of FIG. 4 for the past 10 seconds since the time stamp is “2016/09/05 10: 00: 0.0005” is 100.200 yen. The market price at the time when the time stamp of the third record from the top is “2016/09/05 10: 00: 0.0040” is 100.280 yen. Therefore, the highest market price in the past 10 seconds from the time of this record is 100.280 yen, and “100.280” is recorded in the H field of ΔT = 10 seconds field.

  FIG. 5 is an explanatory diagram showing a record layout of the investor information DB 51. The investor information DB 51 is a DB that records information related to an investor for which the investor server 11 processes a transaction. The investor information DB 51 has an item field and a content field. In the item field, item names such as “investor ID (IDentification)”, “name”, and “margin” are recorded. In the content field, content corresponding to each item is recorded. The margin will be described later.

FIG. 6 is an explanatory diagram showing a record layout of the order entry DB 52. The order DB 52 is a DB that associates the order number, order contents, and order status of a foreign exchange transaction ordered from a financial product trader.

  The order DB 52 includes an order number field, currency pair field, order type field, transaction type field, execution condition field, order price field, trigger value field, trigger width field, trail width field, ΔP field, ΔT field, transaction amount field, It has a due date field, an order status field, an order margin field, and a parent order number field.

  In the order number field, an order number uniquely assigned to each order is recorded. In the currency pair field, the ordered currency pair is recorded. In the order type field, the type of “new”, “settlement profit settlement”, or “settlement stop” is recorded. “New” means an order in which an investor acquires a new position. “Settlement profit determination” means an order in which the position held by the investor is settled by counter-trading to determine the profit. “Settlement stop” means a stop order in which a position held by an investor is settled by counter-trading and a loss cut is made.

  The transaction type field records whether the order is “Sell” or “Buy”. “Sell” means a sell order, and “Buy” means a buy order. In the execution condition field, the type of determination condition for executing an order is recorded. “Delta”, “relative trigger trail” and “trailer” will be described later.

  The “limit price” means that the contract is executed if it is a condition that is more advantageous to the investor than the price recorded in the order price field described later. For example, in the case of a buy order, the contract is executed when the market price is lower than the order price. In the case of a sell order, the contract is executed when the market price is higher than the order price.

  The “stop price” means that a contract is made if the condition is more disadvantageous for the investor than the price recorded in the order price field described later. For example, in the case of a buy order, the contract is executed when the market price is higher than the order price. In the case of a sell order, the contract is executed when the market price is lower than the order price.

  In the order price field, the order price designated by the investor is recorded. If “−” is recorded in the order price field, it means that the price is not yet determined.

  In the trigger value field, the trigger width field, the trail width field, the ΔP field, and the ΔT field, parameters when the execution conditions are “delta”, “relative trigger trail”, and “trailer” are recorded. Details of each parameter will be described later.

  The transaction amount field ordered by the customer is recorded in the transaction amount field. The transaction amount is shown using the currency shown on the left side of the currency pair. Specifically, the order number 101 indicates that the order is 1000 US dollars.

  The expiration date of the order is recorded in the expiration date field. “GTC” is an abbreviation for Good Till Cancel and means an order that is valid indefinitely. The order status field records the status of the order. “In order” indicates an order to be executed when the condition specified by the investor matches the market price. “Waiting” indicates an order that becomes valid when the associated order is executed. In the order status field, “successful” indicating that the contract has been executed, “cancelled” indicating that the order has been canceled, and the like are also recorded.

  In the order margin field, an order margin necessary for placing a new order is recorded. The order margin will be described later. Note that when placing a settlement order, no order margin is required, so “-” is recorded.

  In the parent order number field, the order number of the related new order is recorded. For example, since the order number 101 is a new order, there is no parent order. Therefore, “-” is recorded in the parent order number field. Since the order number 102 and the order number 103 are settlement orders of the order number 101, “101” is recorded in the parent order number field.

  FIG. 7 is an explanatory diagram showing a record layout of the ordering DB 53. The order DB 53 is a DB for associating the order number, the order contents, and the order status of the foreign exchange transaction executed when the conditions specified by the investor match the market price.

  The order DB 53 includes an order number field, currency pair field, order type field, transaction type field, execution condition field, order price field, trigger value field, trigger width field, trail width field, ΔP field, ΔT field, transaction amount field, It has a due date field, an order margin field and a parent order number field. The data recorded in each field is the same as the order DB 52 described with reference to FIG.

  FIG. 8 is an explanatory diagram showing a record layout of the position DB 54. The position DB 54 is a DB that associates the order number of the position held by the investor, the contents of the position, and the number of the related order. The position DB 54 includes an order number field, a currency pair field, a transaction type field, a contract price field, a transaction amount field, a contract date / time field, and a settlement order number field. The settlement order number field has a profit confirmation field and a stop field.

  In the order number field, an order number uniquely assigned to each order is recorded. In the currency pair field, the ordered currency pair is recorded. In the transaction type field, whether the position is “Sell” or “Buy” is recorded. “Sell” means a position taken by a sell order, and “buy” means a position taken by a buy order.

  In the contract price field, the contract price when the position is taken is recorded. In the transaction amount field, the transaction amount of the position is recorded. In the execution date / time field, the date / time at which the position was executed is recorded. In the profit confirmation field, the order number of the profit confirmation order is recorded. In the stop field, the order number of the stop order is recorded.

  Here, the margin and order margin will be described. The margin indicates the money that the investor has provided as collateral to the financial instrument trader. In foreign exchange margin trading, investors can take a foreign currency selling or buying position higher than the margin with margin as collateral. Investors earn profits and losses according to exchange rate fluctuations by closing their positions through counter-trading.

  In the following explanation, the amount obtained by subtracting the profit or loss when the market value of the position held by the investor is deducted from the margin provided by the investor is referred to as the effective margin. Effective margin is the amount corresponding to the margin remaining on the investor's hand when all positions held are settled at the market price.

  Similarly, an amount obtained by accumulating a predetermined margin rate with respect to the price when the position held by the investor is acquired is referred to as necessary margin. Investors need to maintain effective margin above the required margin. If the effective margin falls below the required margin, the financial instrument trader performs a so-called loss cut that forcibly settles the position held by the investor. Loss cuts can prevent investors from incurring losses that exceed the margin they put in.

  When an investor acquires a new position, the required margin increases according to the acquisition price. If the effective margin falls below the required margin after the increase, a loss cut may occur immediately after the position is acquired and the investor may lose.

In order to avoid such loss, it is desirable to confirm whether the investor's effective margin is sufficient when making a new order. In the present embodiment, the CPU 12 calculates an order margin for each new order based on the formula (1), and records it in the order margin field of the order reception DB 52.
Margin for ordering = Contracted expected price x Transaction amount x Margin rate (1)
The order margin is the amount of margin required to increase when a new order is executed at the exchange rate at the contracted expected price.

  When a new order is received from an investor, the CPU 12 calculates an order margin for the new order. The CPU 12 calculates a total order margin that is the total amount of the order margin related to an unconfirmed order including the received new order. When the effective margin is equal to or greater than the sum of the total order margin and the required margin, the CPU 12 accepts a new order. The CPU 12 does not accept a new order when the effective margin is less than the sum of the total order margin and the required margin.

  As described above, the CPU 12 can prevent a new order that is likely to cause a loss cut because the required margin exceeds the effective margin immediately after the contract is made.

  The CPU 12 can use the market price at the date and time when the order from the investor is received as the contracted expected price of the equation (1). The CPU 12 can extract the latest record from the HLDB 43 described with reference to FIG. 4 and use the value recorded in the H field of an arbitrary determination time width ΔT as the contracted expected price. By doing in this way, the margin required to increase when the contract is actually executed greatly exceeds the order margin calculated based on the equation (1), and the possibility of loss cut can be reduced.

  The CPU 12 can use a value obtained by adding a predetermined safety coefficient to the market price at the date and time when the order from the investor is received, as the contracted expected price of the equation (1). Any numerical value of 1 or more can be used as the safety factor. By doing so, it is possible to reduce the possibility of a loss cut when an investor orders and executes a currency pair whose market price fluctuates rapidly.

  The CPU 12 may change the safety factor according to the investment performance of the investor, conditions such as assets held, the currency pair to be ordered, the situation of the foreign exchange market, and the like.

FIG. 9 is an explanatory diagram illustrating an input screen example of the investor client 31. The investor client 31 displays the input screen shown in FIG. 9 on the display based on the information received from the investor server 11 via the network. The investor client 31 receives input from the investor via an input device such as a touch panel, a keyboard, or a mouse, and transmits the input to the investor server 11 via the network. The communication between the investor server 11 and the investor client 31 ensures security by using an encryption technology such as SSL (Secure Sockets Layer).

  The input screen includes a currency pair field 61, an amount field 62, a new field 63, a settlement field 64, and an established repetition field 65. The new column 63 includes a new type column 631 and a new order column 632. The settlement column 64 includes a settlement type column 641, a profit fixed order column 642, and a stop order column 643. In FIG. 9, the selected item is surrounded by a double line.

  The CPU 12 receives a currency pair traded by an investor via the currency pair column 61. The CPU 12 receives the amount of money that the investor trades via the amount column 62. The CPU 12 accepts whether the order is “sale” or “buy” via the new type column 631. Note that the CPU 12 displays a state in which the counter-order transaction accepted in the new type column 631 is selected in the settlement type column 641.

  The CPU 12 accepts new order execution conditions and parameters via the new order column 632. The CPU 12 receives the execution condition and parameters of the profit fixed order via the profit fixed order column 642. The CPU 12 receives stop order execution conditions and parameters via the stop order column 643.

  The CPU 12 accepts whether or not to repeat the same order again after the settlement order is executed via the establishment repetition column 65. In FIG. 9, “Off” means that the order is not repeated. “PL + Repeat” means that if a profit is generated when a settlement order is executed, the order under the same condition is repeated, and if no profit is generated, the repetition is not performed.

  FIG. 10 is an explanatory diagram for explaining a new order by a delta order. The vertical axis shows the market price. The horizontal axis indicates time. Black circles indicate the market price at each hour. The delta order will be described with reference to FIG.

  It is empirically known that the market price fluctuates irregularly in the short term, but frequently fluctuates periodically by repeating the uptrend market and the downtrend market in the long term. Moreover, it is empirically known that a so-called range market in which the market price fluctuates within a narrow price range often occurs between trend markets.

  An investor makes an investment by predicting how the market price will fluctuate. In particular, the purchase position taken at the time of transition from the range market to the uptrend market is settled at the end of the uptrend market, and the sell position taken at the time of transition from the range market to the downtrend market is terminated. Investors can make profits efficiently by paying from time to time.

In FIG. 10, the current time is indicated by t _A. The market price at time t _A is A. The start time of time T of the determination time width ΔT is time t _{S and the} end time is time t _E. Here, time t _E is a time stamp immediately before time t _A. The minimum market price L and the maximum market price H within the time period from time t _S to time t _E are shown by symbols H and L in FIG.

The time t _{E in} the time stamp field of one record of the HLDB 43 described with reference to FIG. 4, the market price _E at the time t _E in the market price field, the lowest market price L in the L field, and the highest in the H field Each market price H is recorded.

When the market price enters an uptrend market price, as shown in FIG. 10, the judgment price in which the difference between the market price A and the minimum market price L is the product of the unit judgment price width ΔP and the judgment time width ΔT. It becomes larger than the width. The CPU 12 determines that the conditions for the delta order are satisfied, and executes the contract. Here, the unit determination price range ΔP and the determination time range ΔT are parameters related to the delta order.

  A brief summary of the delta orders described above. The determination time width ΔT is a parameter indicating a time width for determining whether the market price has entered the uptrend market or the downtrend market. The unit determination price range ΔP is a parameter indicating the price range per unit time for determining whether or not the market price has entered the uptrend market or the downtrend market.

  In the present embodiment, the CPU 12 determines that the market price rises when the difference between the market price A and the minimum market price L exceeds the judgment price range that is the product of the unit judgment price range ΔP and the judgment time range ΔT. Used as an indicator of entering the trend market. Similarly, when the difference between the highest market price H and the market price A exceeds the judgment price range that is the product of the unit judgment price range ΔP and the judgment time range ΔT, the CPU 12 enters the downtrend market price. Used as an indicator to show that

As shown in FIG. 10, the CPU 12 takes a buy position at the price A at time t _A immediately after the market price enters the upward trend market, and settles at the market price B at the time t _B when the market price sufficiently rises. As a result, a profit corresponding to the difference between the price B and the price A is generated. Similarly, a profit corresponding to the difference between the selling price and the purchasing price is generated by the CPU 12 taking a selling position immediately after the market price enters the downtrend market and making a settlement after the market price sufficiently falls.

In FIG. 10, for example, the market price A acquired at t _A is an example of the first market price. At this time, the market price acquired after t _A is an example of the second market price.

  An investor who expects an uptrend market will issue a buy order with a delta order. Even if the investor himself does not monitor the transition of the market price in real time, the CPU 12 automatically performs an advantageous position process when an uptrend market price occurs. When the prediction is not made and an uptrend market does not occur, the CPU 12 does not perform the process of taking a buy position, so that it is possible to avoid the occurrence of a loss.

  An investor predicting that a downtrend will occur will direct a sell order with a delta order. Even if the investor himself does not monitor the transition of the market price in real time, when the downtrend market price occurs, the CPU 12 automatically performs a process of taking an advantageous position. If the forecast is not true and no downtrend market is generated, the CPU 12 does not perform the process of taking a selling position, so that it is possible to avoid the occurrence of a loss.

  The CPU 12 may accept input of the unit determination price range ΔP and the determination time range ΔT based on the minimum value width unit pips. In the case of an investor who handles various exchange pairs, it may be easy to grasp the price movement of foreign exchange by using pips.

  The CPU 12 may accept an input of a determination price range instead of the unit determination price range ΔP. It is possible to meet the demands of investors who want to consider the determination time width ΔT and the determination price range separately.

  The CPU 12 may accept the unit determination price range ΔP as a relative value with respect to the market price. For example, it can be set to 5% of the market price at the time of order entry, the highest market price H, the lowest market price L, or the average value of the highest market price H and the lowest market price L.

  FIG. 11 is an explanatory diagram for explaining a settlement order by a relative trigger trail order. The vertical axis shows the market price. The horizontal axis indicates time. Black circles indicate the market price at each hour. The relative trigger trail order will be described with reference to FIG.

  The trail order is an ordering method that automatically corrects the price of the stop order in real time in accordance with the rise or fall of the market price, and is used for stop orders. In the relative trigger trail order, the initial value of the trail order is relatively determined.

The case where a buy position is taken at market price A at time t _A will be described as an example. The buy position here can be taken using the delta order described with reference to FIG. Further, a buy position may be taken by a limit order or a market order that has been widely used conventionally.

  The CPU 12 sets a price obtained by adding the trigger width ΔTg of the profit-defining order to the market price A that is the buy position price, as the trigger price Trig of the relative trigger trail order. The CPU 12 sets a price S1 obtained by subtracting the trail width ΔS of the stop order from the market price A, which is the buy position price, as the stop order price. The stop order price is a stop price at which a stop order for performing a loss cut is settled by closing a held position through counter trading.

  CPU12 acquires a market price sequentially. Since the price S2 obtained by subtracting the trail width ΔS of the stop order from the market price P23 at time t23 is higher than the price S1, the CPU 12 changes the stop order price to the price S2. Similarly, since the price S3 obtained by subtracting the trail width ΔS of the stop order from the market price P24 at time t24 is higher than the price S2, the CPU 12 changes the stop order price to the price S3 at time t24.

  At time t25, the CPU 12 determines that the market price P25 exceeds the trigger price Trig. The CPU 12 sets a price M1 obtained by subtracting the trail width ΔR of the profit confirmation order from the market price P25 as the trail price. The trail price is a price at which a stop order is settled by closing the position held by counter-trading and confirming profit. Further, at time t25, the CPU 12 cancels the stop order.

Since the price M2 obtained by subtracting the trail width ΔR from the market price P26 at time t26 is higher than the trail price M1, the CPU 12 sets the price M2 to the trail price. Since the market price B at the time t _B is less than or equal to the trail price M2, the CPU 12 performs a profit determination order.

  The relative trigger trail order described above is briefly summarized. The trigger width ΔTg of the profit fixed order is a parameter for determining the trail start price of the relative trigger trail order. The trail width ΔR of the profit fixed order is a parameter that determines the amount of change in the stop price of the relative trigger trail order.

  In the present embodiment, the CPU 12 relatively sets the trigger price for starting the trail of the trail price based on the acquisition price of the position. Even if the price of the position is not fixed until it is executed, as in the delta order described with reference to FIG. 10, the CPU 12 determines the profit after the market price fluctuation in the level and direction expected by the investor occurs. Start a trail of orders.

In FIG. 11, the case where a buy position is taken and a sale settlement is performed has been described as an example. Similarly, even when a selling position is taken and a purchase settlement is made, the CPU 12 can execute a relative trigger trail order.

  In a foreign exchange transaction, there may be a so-called slippage in which the order price differs from the contract price even for a limit order due to a network time lag. By using a relative trigger trail order, even if slippage occurs, the CPU 12 can determine a trigger price to start a profit-making order trail based on the contracted price of the position.

  FIG. 12 is an explanatory diagram showing a record layout of the order entry DB 52. FIG. 13 is an explanatory diagram showing a record layout of the ordering DB 53. The outline of the processing performed by the CPU 12 will be described with reference to FIGS. The parameters recorded in the trigger value field, trigger width field, trail width field, ΔP field, and ΔT field of the order DB 52 and the order DB 53 will also be described.

  FIG. 6 shows the order DB 52 in a state where three new orders acquired by the CPU 12 via the screen described with reference to FIG. 9 and respective settlement orders are recorded. The order number 101 is a new buy order using a delta order, the order number 102 is a settlement profit fixed order using a relative trigger trail order, and the order number 103 is a settlement stop order using a trail order. The order number 104 is a new sell order using a delta order, the order number 105 is a settlement profit fixed order using a relative trigger trail order, and the order number 106 is a settlement stop order using a trail order. The order number 107 is a new buy order using a limit order, the order number 108 is a settlement profit final order using a limit order, and the order number 106 is a settlement stop order using a limit order.

  Since the order number 101 and the order number 104 are delta orders, the order price is undetermined. Therefore, “-” is recorded in the order price field. The unit determination price range ΔP and the determination time range ΔT, which are parameters of the delta order described with reference to FIG. 10, are recorded in the ΔP field and the ΔT field, respectively. Since the trigger value, trigger width, and trail width parameters are not specified, "-" is recorded in these fields.

  The order price of the order number 102 and the order number 105 is undetermined. Therefore, “-” is recorded in the order price field. The trigger width ΔTg and the trail width ΔR, which are parameters of the relative trigger trail order described with reference to FIG. 11, are recorded in the trigger width field and the trail width field, respectively. Since the trigger value, the unit determination price range ΔP, and the determination time range ΔT are not designated, “−” is recorded in these fields.

  The order price of the order number 103 and the order number 106 is also undetermined. Therefore, “-” is recorded in the order price field. The trail width ΔS, which is the trail order parameter described with reference to FIG. 11, is recorded in the trail width field. Since the trigger value, the trigger width, the unit determination price range ΔP, and the determination time width ΔT are not specified, “−” is recorded in these fields.

  Since the order numbers 107 to 109 are limit orders and stop limit orders, the price is recorded in the order price field. Since the trigger value, trigger width, trail width, unit determination price width ΔP and determination time width ΔT are not specified, “−” is recorded in these fields.

“Ordering” is recorded in the order status fields of order number 101, order number 104, and order number 107, which are new orders. Since a new order has not been executed, “waiting” is recorded in the order status field of the settlement order related to each new order.

  The CPU 12 refers to the order DB 52 described with reference to FIG. 6, extracts a record recorded as “in order” in the order status field, and collates with the order DB 53 using the order number field as a key. If there is a record that is not recorded in the order DB 53 among the records extracted from the order DB 52, the CPU 12 copies the corresponding record to the order DB 53. FIG. 7 shows the ordering DB 53 in a state where copying has been completed.

  For each record recorded in the ordering DB 53, the CPU 12 determines whether or not it can be executed based on the execution condition, each parameter, and the market price. If it is determined that the contract is not possible, the market price is acquired again and the determination of whether or not the contract is possible is repeated. For a record in which the order price is not recorded in the order price field, the CPU 12 determines whether or not the contract can be executed after determining that the execution conditions and the conditions indicated by the parameters are satisfied.

  When it is determined that the contract is possible, the ordering DB 53 executes a contract with the trading partner according to a predetermined transaction protocol. Since the transaction protocol for financial products has been used conventionally, the description thereof will be omitted.

  Note that the CPU 12 performs processing on a plurality of records recorded in the ordering DB 53 in parallel.

  FIG. 12 shows the order DB 52 after the order number 101 is executed. The CPU 12 records “contract” in the order status field of the record of the order number 101. The CPU 12 searches the parent order number field of the order DB 52 and extracts the order number 102 and the order number 103 that are settlement orders corresponding to the order number 101. The CPU 12 records “in order” in the order status field of the records of the order number 102 and the order number 103.

  The CPU 12 deletes the record corresponding to the contracted order number 101 from the order DB 53 described with reference to FIG. The CPU 12 extracts the record in which “ordering” is recorded in the order status field with reference to the order DB 52 described with reference to FIG. 12, and collates with the order DB 53 using the order number field as a key. Of the records extracted from the order DB 52, the order number 102 and the order number 103 are not recorded in the order DB 53. Therefore, the CPU 12 copies the records corresponding to the order number 102 and the order number 103 to the ordering DB 53.

  CPU12 records the value which added trigger width | variety (DELTA) Tg to the contract price of the position in the trigger value field of the record of order number 102 which is a relative trigger trail order. The CPU 12 records a value obtained by adding the trail width ΔS to the contracted price of the position in the order price field of the record of the order number 103 that is a trail order. FIG. 13 shows the ordering DB 53 in a state where the above processing is completed.

  For each record including the record added to the order DB 53, the CPU 12 determines whether or not the contract can be executed based on the execution condition, each parameter, and the market price.

  FIG. 14 is a flowchart showing the flow of processing of the program of the rate recording server 21. The flow of processing in which the rate recording CPU 22 according to the present embodiment generates the HLDB 43 will be described with reference to FIG.

The rate recording CPU 22 acquires the market price presented by the financial institution server 32 via the network (step S501). The rate recording CPU 22 creates a new record in the HDD B 43 described with reference to FIG. 4, and records a time stamp and a market price in each field (step S502).

  The rate recording CPU 22 sets the counter I to the initial value 1 (step S503). The rate recording CPU 22 extracts a record whose number field matches the counter I from the delta TDB 42 described with reference to FIG. 3, and obtains a determination time width ΔT recorded in the ΔT field (step S504).

  The rate recording CPU 22 refers to the time stamp field and the market price field of the HDD B 43, and extracts the highest market price H within the latest determination time width ΔT (step S505). The rate recording CPU 22 refers to the time stamp field and the market price field of the HDD B 43, and extracts the minimum value L of the market price within the latest determination time width ΔT (step S506). The rate recording CPU 22 records the lowest value L in the L field corresponding to the determination time width ΔT of the record created in step S502 and the highest value H in the H field (step S507).

  The rate recording CPU 22 determines whether or not the processing of all the records in the delta TDB 42 has been completed (step S508). If it is determined that the processing has not ended (NO in step S508), the rate recording CPU 22 returns to step S504. If it is determined that the program has ended (YES in step S508), the rate recording CPU 22 determines whether or not to end the program (step S509). Here, the case where it is determined that the program is ended is a case where an end instruction is received from the financial product trader.

  If it is determined not to end (NO in step S509), the rate recording CPU 22 returns to step S501. If it is determined to end (YES in step S509), the rate recording CPU 22 ends the process.

  FIG. 15 is a flowchart showing the flow of processing of the program of the investor server 11. The flow of processing performed by the CPU 12 will be described with reference to FIG. FIG. 15 shows a program for performing a series of processes of receiving a new order, obtaining a position, and making a settlement. The CPU 12 executes the number of programs corresponding to the new order in parallel.

  CPU12 starts an order reception subroutine (step S521). The order reception subroutine is a subroutine for receiving an order from the investor client 31 via the network. The processing flow of the order reception subroutine will be described later.

  The CPU 12 starts a margin confirmation subroutine (step S523). The margin confirmation subroutine is a subroutine for confirming whether the margin is sufficient. The processing flow of the margin confirmation subroutine will be described later.

  The CPU 12 determines whether the margin is sufficient based on the processing result of the margin confirmation subroutine (step S524). If it is determined that the margin is sufficient (YES in step S524), the CPU 12 starts a position acquisition subroutine (step S525). The position acquisition subroutine is a subroutine for performing processing for acquiring a new position based on the order received in step S521. The processing flow of the position acquisition subroutine will be described later.

The CPU 12 updates the order receiving DB 52 based on the processing result of step S525 (step S526). Specifically, when the contract is executed, “contract” is recorded in the order status field of the order record of the new order that has been executed, and “in order” is recorded in the order status field of the order record of the corresponding settlement order. If the position acquisition subroutine is terminated without being executed due to the expiration date recorded in the due date field, etc., “Cancel” is recorded in the order status field of the new order that has not been fulfilled and the corresponding settlement order. .

  The CPU 12 updates the ordering DB 53 based on the processing result of step S525 (step S527). Specifically, the CPU 12 deletes the order record processed in step S526. Further, the CPU 12 copies a record relating to the settlement order corresponding to the settled new order from the order DB 52 to the order DB 53.

  The CPU 12 determines whether or not the position acquired in step S525 exists (step S528). If it is determined that it exists (YES in step S528), the CPU 12 starts a position settlement subroutine (step S529). The position settlement subroutine is a subroutine for performing a process for settlement of the position held. The processing flow of the position settlement subroutine will be described later.

  The CPU 12 updates the order reception DB 52 based on the processing result of step S529 (step S530). Specifically, “contract” is recorded in the order status field of the order record of the settled settlement order, and “cancel” is recorded in the order status field of the order record of the settlement order that has not been contracted.

  The CPU 12 updates the order DB 53 (step S531). Specifically, the order record processed in step S529 is deleted. If it is determined that the position acquired in step S525 does not exist (NO in step S528) and after step S531, the CPU 12 ends the process.

  If it is determined that there is not enough margin (NO in step S524), the CPU 12 displays to the investor client 31 that the margin is insufficient via the network (step S535). The CPU 12 deletes the record relating to the order received in step S521 from the order DB 52 and the order DB 53 (step S536). The CPU 12 then ends the process.

  FIG. 16 is a flowchart showing the flow of processing of the order reception subroutine. The order reception subroutine is a subroutine for receiving an order from the investor client 31 via the network. The process flow of the order reception subroutine will be described with reference to FIG.

  The CPU 12 transmits information necessary for an input screen to the investor client 31 CPU via the network. The CPU of the investor client 31 displays the input screen described with reference to FIG. 9 on the display unit of the investor client 31. In the following description, processing by the CPU of the investor client 31 is omitted, and “CPU 12 displays an input screen on the investor client 31” is described (step S551).

  CPU12 receives the input of the order of a foreign exchange margin transaction via an input screen (step S552). The CPU 12 determines whether or not there is an error in the input order (step S553). The case where there is an error is, for example, the case where the limit price of a new buy order is higher than the market price.

If it is determined that there is an error (YES in step S553), the CPU 12 displays the content of the error on the investor client 31 (step S554), and returns to step S551. If it is determined that there is no error (NO in step S553), the CPU 12 assigns an order number to the received order (step S555).

  The CPU 12 records the order contents received in step S552 in the order reception DB 52 (step S556). The CPU 12 records a new order in the order DB 53 among the order contents received in step S552 (step S557). Thereafter, the CPU 12 ends the process.

  FIG. 17 is a flowchart showing the processing flow of the margin confirmation subroutine. The margin confirmation subroutine is a subroutine for confirming whether the margin is sufficient. The processing flow of the margin confirmation subroutine will be described with reference to FIG.

  CPU12 acquires the market price of each foreign exchange from rate DB41 (Step S571). The CPU 12 may acquire the market price directly from the financial institution server 32 via the network.

The CPU 12 sets the variable “total profit / loss” to an initial value 0 (step S572). The CPU 12 sets the counter I to the initial value 1 (step S573). The CPU 12 extracts the I-th position record from the position DB 54, and calculates the market value profit / loss based on the equation (2) (step S574).
Market value gain / loss = (market price-contract price) x transaction amount (2)
Here, the market price is a price when the position held is settled by a counter transaction.

  The CPU 12 adds the market value profit / loss calculated in step S574 to the variable “total profit / loss” (step S575). The CPU 12 determines whether or not the processing of all positions recorded in the position DB 54 has been completed (step S576). If it is determined that the process has not been completed (NO in step S576), the CPU 12 adds 1 to the counter I (step S577). The CPU 12 returns to step S574.

If it is determined that all the positions have been processed (YES in step S576), the CPU 12 calculates a valid margin based on equation (3) (step S581).
Effective margin = Margin + Market profit / loss (3)

  The CPU 12 starts an order margin update subroutine (step S582). The order margin update subroutine is a subroutine for updating the data recorded in the order margin field of the order DB 53 based on the market price. The processing flow of the order margin update subroutine will be described later.

  The CPU 12 activates a total order margin calculation subroutine (step S583). The total order margin calculation subroutine is a subroutine for calculating a total order margin by adding up the order margins of new orders. The processing flow of the total order margin calculation subroutine will be described later.

  The CPU 12 calculates the required margin by multiplying the total contract price, which is the sum of the contract prices recorded in the contract price field of the position DB 54, by a predetermined margin rate (step S584). Margin required is the margin required to maintain the position held. The margin rate is a value determined in a contract between the financial product trader and the investor, for example, 4%.

The CPU 12 determines whether or not the effective margin is equal to or greater than the sum of the required margin and the total order margin (step S585). When it is determined that the effective margin is equal to or greater than the sum of the required margin and the total order margin (YES in step S585), the CPU 12 determines that “the margin is sufficient” and the main storage device 13 or the auxiliary storage device 14 (step S586). The CPU 12 then ends the process.

  When it is determined that the effective margin is less than the sum of the required margin and the total order margin (NO in step S585), the CPU 12 determines that “the margin is insufficient” and the main memory 13 or the auxiliary memory The information is stored in the device 14 (step S587). The CPU 12 then ends the process.

  FIG. 18 is a flowchart showing the processing flow of the order margin update subroutine. The order margin update subroutine is a subroutine for updating the data recorded in the order margin field of the order DB 53 based on the market price. The processing flow of the order margin update subroutine will be described with reference to FIG.

  The CPU 12 acquires the market price of each foreign exchange from the rate DB 41 (step S601). The CPU 12 sets the counter I to the initial value 1 (step S602). The CPU 12 acquires the I-th order record from the order DB 53 (step S603). The CPU 12 refers to the order type field of the acquired order record and determines whether the order record is a new order (step S604).

  If it is determined that the order record is a new order (YES in step S604), the CPU 12 refers to the execution condition field to determine whether or not the order margin has been confirmed (step S605). Specifically, when the execution condition is “limit price” or “stop limit”, the order margin is fixed. If the execution condition is a condition such as “Delta” where the order price fluctuates according to the market price, the order margin is not fixed.

  If it is determined that the order margin has not been confirmed (NO in step S605), the CPU 12 calculates a new order margin based on equation (1) (step S606). The CPU 12 updates the order margin field of the order DB 53 with the order margin calculated in step S606 (step S607).

  When it is determined that the order record is not a new order (NO in step S604), when it is determined that the order margin has been confirmed (YES in step S605), and after the end of step S607, the CPU 12 It is determined whether or not the processing of this record has been completed (step S608).

  If it is determined that the process has not been completed (NO in step S608), the CPU 12 adds 1 to the counter I (step S609). The CPU 12 returns to step S603. If it is determined that the process has been completed (YES in step S608), the CPU 12 ends the process.

  Note that the CPU 12 may omit step S601 and use the market price acquired by the calling program in this subroutine. By omitting the process of acquiring the market price, it is possible to speed up the processing of the order margin update subroutine.

  Moreover, CPU12 may acquire a market price between step S605 and step S606. By acquiring the market price immediately before calculating the order margin, the latest market price can be reflected in the order margin.

FIG. 19 is a flowchart showing the processing flow of the total order margin calculation subroutine. The total order margin calculation subroutine is a subroutine for calculating a total order margin by adding up the order margins of new orders. The flow of processing of the total order margin calculation subroutine will be described with reference to FIG.

  The CPU 12 sets a variable “total order margin” to an initial value 0 (step S621). CPU 12 sets counter I to initial value 1 (step S622). The CPU 12 acquires the I-th order record from the order DB 53 (step S623). The CPU 12 refers to the order type field of the acquired order record and determines whether or not it is an order record for a new order (step S624).

  If it is determined that the order record is a new order (YES in step S624), the CPU 12 adds the order margin recorded in the order margin field to the variable “total order margin” (step S625).

  If it is determined that the record is not an order record for a new order (NO in step S624), and after the end of step S625, the CPU 12 determines whether or not the processing of all records in the order DB 53 has been completed (step S626).

  If it is determined that the process has not been completed (NO in step S626), the CPU 12 adds 1 to the counter I (step S627). The CPU 12 returns to step S623. If it is determined that the process has ended (YES in step S626), the CPU 12 ends the process.

  FIG. 20 is a flowchart showing the flow of processing of the position acquisition subroutine. The position acquisition subroutine is a subroutine for performing processing for acquiring a new position based on the order received in step S521. The flow of processing of the position acquisition subroutine will be described using FIG. In the present embodiment, the execution condition of the new order acquired in step S521 is one of delta order, limit order, and market order.

  The CPU 12 determines whether or not the execution condition of the new order acquired in step S521 is a delta order (step S641). If it is determined that the order is a delta order (YES in step S641), the CPU 12 activates a delta determination subroutine (step S642). The delta determination subroutine is a subroutine for determining whether or not the market price has shifted to an upward trend or a downward trend exceeding a predetermined fluctuation range. The flow of the delta determination subroutine will be described later.

  The CPU 12 determines whether or not the processing result of the delta determination subroutine is ON (step S643). If it is determined that it is not ON (NO in step S643), the CPU 12 determines whether or not to end the delta order process (step S644). For example, when the deadline recorded in the deadline field of the ordering DB 53 has passed, when an instruction to cancel the order is obtained from the investor client 31, or when the investor's trading account is lost cut due to a lack of margin balance, etc. The CPU 12 determines to end the delta order processing.

  When it determines with not complete | finishing (it is NO at step S644), CPU12 returns to step S642.

  If it is determined that the order is not a delta order (NO in step S641), the CPU 12 determines whether or not the execution condition of the new order acquired in step S521 is a limit order (step S651). If it is determined that the order is not a limit order (NO in step S651), and if it is determined that the processing result of the delta determination subroutine is ON (YES in step S643), the CPU 12 executes a processing for executing a contract at a market price. Is performed (step S645).

  If it is determined that the order is a limit order (YES in step S651), the CPU 12 acquires the market price of the foreign exchange from the rate DB 41 (step S652). The CPU 12 may acquire the market price directly from the financial institution server 32 via the network.

  The CPU 12 compares the order price recorded in the order price field of the order record with the market price, and determines whether or not the limit order can be established (step S653). Specifically, in the case of a buy order, the CPU 12 determines that a limit order can be established when the market price is lower than the order price. In the case of a sell order, the CPU 12 determines that a limit order can be established when the market price is higher than the order price.

  If it is determined that it cannot be established (NO in step S653), the CPU 12 determines whether or not to stop the limit order process (step S654). For example, when the deadline recorded in the deadline field of the ordering DB 53 has passed, when an instruction to cancel the order is obtained from the investor client 31, or when the investor's trading account is lost cut due to a lack of margin balance, etc. The CPU 12 determines to finish the limit order process. If it is determined not to end the limit order process (NO in step S654), the CPU 12 returns to step S652.

  If it is determined that the limit order can be established (YES in step S653), the CPU 12 performs a contract processing by the limit order (step S655).

  After step S645 or step S655 is completed, the CPU 12 records the order number, currency pair, transaction type, contract price, transaction amount, contract date / time, and settlement order number of the contract executed in the position DB 54 (step S656). Note that the CPU 12 searches the parent order number field of the order receiving DB 52 using the contracted order number as a key to extract the order number of the settlement order, the profit determination order, and the stop order.

  When it is determined that the delta order process is to be ended (YES in step S644), when it is determined that the limit order process is to be ended (YES in step S654), and after the end of step S656, the CPU 12 ends the process.

  FIG. 21 is a flowchart showing the flow of processing of the delta determination subroutine. The delta determination subroutine is a subroutine for determining whether or not the market price has shifted to an upward trend or a downward trend exceeding a predetermined fluctuation range. The flow of the delta determination subroutine will be described with reference to FIG.

  The CPU 12 acquires the latest HL record from the HLDB 43 using the currency pair to be ordered as a key (step S671). The CPU 12 acquires a rate record from the rate DB 41 using the currency pair to be ordered as a key (step S672).

  The CPU 12 determines whether or not the time stamps recorded in the time stamp field of the HL record acquired in step S671 and the rate record acquired in step S672 match each other (step S673). If it is determined that they match (YES in step S673), the CPU 12 acquires the HL record immediately before the HLDB 43 (step S674).

  When it is determined that the time stamps do not match (NO in step S673) and after the end of step S674, the CPU 12 determines whether or not the order being processed is a buy order (step S675).

If it is determined that the order is a buy order (YES in step S675), the CPU 12 determines the relationship between the market price, the past trend, and the condition at the time of order based on the equation (4) (step S676).
Market Price-L ≧ ΔP × ΔT (4)
The market price is the price recorded in the buy rate field of the rate record acquired in step S672.
ΔP is a unit determination price range ΔP that is a parameter of the delta order.
ΔT is a determination time width ΔT that is a parameter of the delta order.
L is a price recorded in the L field corresponding to the determination time width ΔT of the order condition in the HL record acquired in step S671, and indicates the lowest price within the period of the determination time width ΔT.

  If it is determined that Expression (4) is true (YES in step S676), the CPU 12 determines that the processing result is ON and stores the result in the main storage device 13 or the auxiliary storage device 14 (step S677). The CPU 12 then ends the process.

  When it is determined that the expression (4) is false (NO in step S676), the CPU 12 determines that the processing result is “OFF” and stores the result in the main storage device 13 or the auxiliary storage device 14 (step S678). ). The CPU 12 then ends the process.

If it is determined that the order is not a buy order (NO in step S675), the CPU 12 determines the relationship between the market price, the past trend, and the condition at the time of order based on the equation (5) (step S681).
H-market price ≧ ΔP × ΔT (5)
The market price is the price recorded in the selling rate field of the rate record acquired in step S672.
ΔP is a unit determination price range ΔP that is a parameter of the delta order.
ΔT is a determination time width ΔT that is a parameter of the delta order.
H is the price recorded in the H field corresponding to the determination time width ΔT of the order condition in the HL record acquired in step S671, and indicates the highest price within the period of the determination time width ΔT.

  If it is determined that the expression (5) is true (YES in step S681), the CPU 12 determines that the processing result is ON and stores it in the main storage device 13 or the auxiliary storage device 14 (step S682). The CPU 12 then ends the process.

  When it is determined that the formula (5) is false (NO in step S681), the CPU 12 determines that the processing result is “OFF” and stores it in the main storage device 13 or the auxiliary storage device 14 (step S683). ). The CPU 12 then ends the process.

  FIG. 22 is a flowchart showing the flow of processing of the position settlement subroutine. The position settlement subroutine is a subroutine for performing a process for settlement of the position held. The process flow of the position settlement subroutine will be described with reference to FIG. In this embodiment, the execution condition of the settlement profit final order acquired in step S521 is a relative trigger trail order or limit order, and the execution condition of the settlement stop order is a trail order.

The CPU 12 determines whether or not the settlement profit determination condition for the new order acquired in step S521 is a relative trigger trail order (step S701). If it is determined that the order is a relative trigger trail order (YES in step S701), the CPU 12 acquires the market price of the foreign exchange from the rate DB 41 (step S702).

The CPU 12 determines whether or not a profit confirmation trigger for starting a trail of profit confirmation orders is ON (step S703). Specifically, in the case of a buy order, the CPU 12 determines that the profit determination trigger is ON when the market price acquired in step S702 satisfies Expressions (6) and (7).
Market Price> Trigger Price Trig (6)
Trigger price Trig = Contract price at the time of new order + ΔTg (7)
ΔTg is a trigger width ΔTg which is a parameter of the relative trigger trail order.

Similarly, in the case of a sell order, the CPU 12 determines that the profit determination trigger is ON when the market price acquired in step S702 satisfies the equations (8) and (9).
Market price <Trigger price Trig (8)
Trigger price Trig = Contract price at the time of new order−ΔTg (9)

  If it is determined that the profit determination trigger is ON (YES in step S703), the CPU 12 activates a relative trigger trail determination subroutine (step S704). The relative trigger trail determination subroutine is a subroutine for determining that the condition of the relative trigger trail is satisfied while following the stop price according to the market price. The processing flow of the relative trigger trail determination subroutine will be described later. The CPU 12 executes the stop limit contract based on the conditions determined by the relative trigger trail determination subroutine (step S705).

  If it is determined that the profit determination trigger is not ON (NO in step S703), the CPU 12 starts a subroutine for determining a stop trigger (step S711). The subroutine for determining a stop trigger is a subroutine for determining whether or not to perform loss cut by a settlement stop order. The process flow of the stop trigger determination subroutine will be described later.

  The CPU 12 determines whether or not the processing result of the stop trigger determination subroutine is “stop” (step S712). If it is determined that it is not “stop” (NO in step S712), the CPU 12 returns to step S702. If it is determined to be “stop” (YES in step S712), the CPU 12 performs a market execution process for executing a contract at the market price (step S713).

  When it determines with it not being a relative trigger trail order (it is NO at step S701), CPU12 acquires the market price of a foreign exchange from rate DB41 (step S721). The CPU 12 determines whether or not the limit order of the settlement profit fixed order is established (step S722). If it is determined that it can be established (YES in step S722), the CPU 12 performs a limit execution based on the execution condition of the settlement profit fixed order (step S723).

  When it is determined that the limit order cannot be established (NO in step S722), the CPU 12 starts a subroutine for determining a stop trigger (step S724). The subroutine for determining the stop trigger is the same subroutine as the subroutine started in step S711.

  The CPU 12 determines whether or not the processing result of the stop trigger determination subroutine is “stop” (step S725). If it is determined that it is not “stop” (NO in step S725), the CPU 12 returns to step S721. When it determines with it being "stop" (it is YES at step S725), CPU12 performs the process of the execution contract which performs a contract with a market price (step S726).

  After step S705, step S713, step S723, or step S726 ends, the CPU 12 deletes the record related to the new order that has been settled from the position DB 54 (step S731). Thereafter, the CPU 12 ends the process.

  FIG. 23 is a flowchart showing the process flow of the stop trigger determination subroutine. The subroutine for determining a stop trigger is a subroutine for determining whether or not to perform loss cut by a settlement stop order. With reference to FIG. 23, the flow of processing of the stop trigger determination subroutine will be described.

  The CPU 12 determines whether or not the order to be determined is a sell order (step S752). If it is determined that the order is a sell order (YES in step S752), the CPU 12 acquires the market price of the foreign exchange from the rate DB 41 (step S753).

The CPU 12 determines whether or not the market price is less than or equal to the stop order trigger value (step S754). If it is determined that it is not less than or equal to the stop order trigger value (NO in step S754), the CPU 12 determines whether or not the relationship between the market price and the trigger value satisfies Expression (10) (step S755).
Market Price-ΔS> Trigger Value (10)
ΔS is the trail width ΔS of the stop order.

  When it is determined that Expression (10) is true (YES in Step S755), the CPU 12 changes the trigger value to the value on the left side of Expression (10) (Step S756). By the process of step S756, the CPU 12 changes, that is, trails the stop order price of the selling order following the increase in the market price.

  When it is determined that the expression (10) is not true (NO in step S755) and after the end of step S756, the CPU 12 determines that the processing result is “continue” and stores it in the main storage device 13 or the auxiliary storage device 14. Store (step S757). The CPU 12 then ends the process.

  If it is determined that the order is not a sell order (NO in step S752), the CPU 12 acquires the market price of the foreign exchange from the rate DB 41 (step S761).

The CPU 12 determines whether or not the market price is greater than or equal to the stop order trigger value (step S762). When it determines with it not being more than the trigger value of a stop order (it is NO at step S762), CPU12 determines whether the relationship between a market price and a trigger value satisfy | fills Formula (11) (step S763).
Market price + ΔS> trigger value (11)
ΔS is the trail width ΔS of the stop order.

  If it is determined that Expression (11) is true (YES in Step S763), the CPU 12 changes the trigger value to the value on the left side of Expression (10) (Step S764). By the process of step S764, the CPU 12 changes, that is, trails the stop order price of the buy order following the drop in the market price.

  When it is determined that the expression (11) is not true (NO in step S763) and after the end of step S764, the CPU 12 determines that the processing result is “continue” and stores it in the main storage device 13 or the auxiliary storage device 14. Store (step S765). The CPU 12 then ends the process.

  When it is determined that the market price is less than or equal to the trigger value of the stop order in the sell order (YES in step S754), and when it is determined that the market price is greater than or equal to the trigger value of the stop order (YES in step S762) The CPU 12 determines that the processing result is “stop” and stores it in the main storage device 13 or the auxiliary storage device 14 (step S771). The CPU 12 then ends the process.

  FIG. 24 is a flowchart showing the flow of processing of a relative trigger trail determination subroutine. The relative trigger trail determination subroutine is a subroutine for determining that the condition of the relative trigger trail is satisfied while following the stop price according to the market price. The flow of processing of the relative trigger trail determination subroutine will be described with reference to FIG.

  The CPU 12 determines whether or not the order to be determined is a sell order (step S791). If it is determined that the order is a sell order (YES in step S791), the CPU 12 sets the order price to a value obtained by subtracting the trail width ΔR of the profit confirmation order from the market price (step S792). Here, the order price is a stop order price.

  CPU12 acquires the market price of a foreign exchange from rate DB41 (step S793). The CPU 12 determines whether or not the value obtained by subtracting the trail width ΔR of the profit-determined order from the market price is equal to or greater than the order price (step S794). When it determines with it not being above (it is NO at step S794), CPU12 returns to step S792.

  When it determines with it being above (it is YES at step S794), CPU12 determines whether a market price is below an order price (step S795). If it is determined that it is not below (NO in step S795), the CPU 12 returns to step S793.

  If it is determined that the order is not a sell order (NO in step S791), the CPU 12 sets the order price to a value obtained by adding the trail width ΔR of the profit-determined order to the market price (step S796). Here, the order price is a stop order price.

  CPU12 acquires the market price of a foreign exchange from rate DB41 (step S797). The CPU 12 determines whether or not a value obtained by adding the trail width ΔR of the profit confirmation order to the market price is equal to or less than the order price (step S798). If it is determined that it is not below (NO in step S798), the CPU 12 returns to step S796.

  If it is determined that it is below (YES in step S798), the CPU 12 determines whether the market price is equal to or higher than the order price (step S799). If it is determined that the above is not true (NO in step S799), the CPU 12 returns to step S797.

  When it is determined that the market price is less than or equal to the order price in the sell order (YES in step S795), and when it is determined that the market price is greater than or equal to the order price in the buy order (YES in step S799), the CPU 12 performs processing. finish.

  Note that the CPU 12 may accept only new orders. For example, in the case of an investor who wants to hold for a long period of time and an investor who wants to confirm market prices in real time and settle with market orders, only the position acquisition can be left to the transaction apparatus of the present embodiment. Similarly, the CPU 12 may accept only settlement orders for positions that are already held.

  According to the present embodiment, it is possible to realize a trading apparatus that automatically takes an advantageous position at the beginning of the trend market by performing a new order based on the delta order described with reference to FIG.

  According to the present embodiment, a transaction apparatus that performs a settlement order by the relative trigger trail order described with reference to FIG. 11 and automatically settles a position under advantageous conditions immediately after detecting a peak of a trend market is realized. be able to.

  According to this embodiment, in addition to the delta order, it is possible to realize a transaction apparatus that can process a conventionally used limit order or a new order by a market order. Moreover, the transaction apparatus which can implement | achieve the transaction apparatus which can process the settlement profit fixed order by a limit order other than a relative trigger trail order is realizable. It is possible to realize a transaction apparatus capable of executing any combination of execution conditions for new orders and execution conditions for settlement orders.

[Embodiment 2]
The present embodiment relates to a transaction apparatus in which a determination price range Q, which is a parameter for determining whether or not a market price has entered a trend market, is a difference from the highest market price H or the lowest market price L in the determination time width ΔT. .

  FIG. 25 is an explanatory diagram for explaining a new order by a delta order according to the second embodiment. The vertical axis shows the market price. The horizontal axis indicates time. Black circles indicate the market price at each hour. The delta order according to this embodiment will be described with reference to FIG.

In FIG. 25, the current time is indicated by t _A. The market price at time t _A is A. The start time of time T of the determination time width ΔT is time t _{S and the} end time is time t _E. Here, time t _E is a time stamp immediately before time t _A. The lowest market price L and the highest market price H within the time period from time t _S to time t _E are shown by symbols H and L in FIG.

The time t _{E in} the time stamp field of one record of the HLDB 43 described with reference to FIG. 4, the market price _E at the time t _E in the market price field, the lowest market price L in the L field, and the highest in the H field Each market price H is recorded.

  In the present embodiment, the order DB 52 described with reference to FIG. 12 and the order DB 53 described with reference to FIG. 13 have a Q field for recording a judgment price range Q instead of the ΔP field.

  When the market price enters an upward trend market, the market price A becomes higher than the judgment price range Q from the range of the range market indicated by the minimum market price L and the maximum market price H, as shown in FIG. The CPU 12 determines that the conditions for the delta order are satisfied, and executes the contract. Here, the judgment price range Q is a parameter related to the delta order.

  The delta order of the present embodiment described above will be briefly summarized. The determination time width ΔT is a parameter indicating a time width for determining whether the market price has entered the uptrend market or the downtrend market. The judgment price range Q is a parameter indicating a difference from the range price for judging whether the market price has entered the uptrend market or the downtrend market.

  In the present embodiment, the CPU 12 has entered the upward trend market price that the market price A is far from the range of the range market indicated by the minimum market price L and the maximum market price H by the determination price range Q or more. Used as an indicator to show that

FIG. 26 is a flowchart showing a flow of processing of the delta determination subroutine of the second embodiment. The subroutine shown in FIG. 26 is a subroutine used instead of the delta determination subroutine described with reference to FIG. Steps S671 to S675 are the same as those in FIG.

When it determines with it being a purchase order (it is YES at step S675), CPU12 determines the relationship between a market price, a past trend, and the conditions at the time of an order based on Formula (12) (step S871).
Market price ≧ H + Q (12)
The market price is the price recorded in the buy rate field of the rate record acquired in step S672.
Q is a judgment price range Q that is a parameter of the delta order.
H is the price recorded in the H field corresponding to the determination time width ΔT of the order condition in the HL record acquired in step S671, and indicates the highest price within the period of the determination time width ΔT.

  If it is determined that the expression (12) is true (YES in step S871), the CPU 12 determines that the processing result is ON and stores it in the main storage device 13 or the auxiliary storage device 14 (step S677). The CPU 12 then ends the process.

  When it is determined that the expression (4) is false (NO in step S871), the CPU 12 determines that the processing result is “OFF” and stores it in the main storage device 13 or the auxiliary storage device 14 (step S678). ). The CPU 12 then ends the process.

If it is determined that the order is not a buy order (NO in step S675), the CPU 12 determines the relationship between the market price, the past trend, and the condition at the time of order based on the equation (13) (step S872).
Market price ≤ LQ (13)
The market price is the price recorded in the selling rate field of the rate record acquired in step S672.
Q is a judgment price range Q that is a parameter of the delta order.
L is a price recorded in the L field corresponding to the determination time width ΔT of the order condition in the HL record acquired in step S671, and indicates the lowest price within the period of the determination time width ΔT.

  If it is determined that the expression (13) is true (YES in step S872), the CPU 12 determines that the processing result is ON and stores it in the main storage device 13 or the auxiliary storage device 14 (step S682). The CPU 12 then ends the process.

  When it is determined that the expression (5) is false (NO in step S872), the CPU 12 determines that the processing result is “OFF” and stores it in the main storage device 13 or the auxiliary storage device 14 (step S683). ). The CPU 12 then ends the process.

  According to the present embodiment, it is possible to realize a trading apparatus that automatically takes an advantageous position at the beginning of a trend market by performing a new order by a delta order regardless of the width of the range market.

  The determination time width Q may be defined by a ratio with respect to a difference between the highest market price H and the lowest market price L. It is possible to provide a trading apparatus in which an investor does not need to be aware of the difference between a currency pair with a large fluctuation range and a currency pair with a small fluctuation range.

[Embodiment 3]
The present embodiment relates to a trading apparatus that automatically corrects the price of a stop order in real time in accordance with the increase or decrease of the market price by a trail after determining that the market price has entered the trend market. Description of portions common to the first embodiment is omitted.

  FIG. 27 is an explanatory diagram illustrating an input screen example of the investor client 31 according to the third embodiment. The input screen example shown in FIG. 27 is a screen used instead of the input screen example described with reference to FIG. In the example of the input screen shown in FIG. 27, a delta trail order can be received via the new order column 632. In the delta trail order, the CPU 12 accepts three parameters: a unit determination price range ΔP, a determination time range ΔT, and a trail width ΔR.

  FIG. 28 is an explanatory diagram for explaining a new order by the delta trail order according to the third embodiment. The vertical axis shows the market price. The horizontal axis indicates time. Black circles indicate the market price at each hour. In FIG. 28, an example will be described in which a selling position is taken near the peak after the range market has turned to an uptrend market, and then the price is sufficiently lowered and then settlement is made by a purchase contract.

In FIG. 28, the description starts from time t41. The market price at time t41 is P41. The start time of time T of the determination time width ΔT is time t _{S and the} end time is time t _E. Here, time t _E is a time stamp immediately before time t 41. The minimum market price L and the maximum market price H within the time period from time t _S to time t _E are shown by symbols H and L in FIG.

  In FIG. 28, the difference between the market price P41 and the minimum market price L at time t41 is larger than the determination price range that is the product of the unit determination price range ΔP and the determination time range ΔT. The CPU 12 determines that the trail trigger is turned on.

  The CPU 12 sets the target price N1 by adding the trail width ΔR to the market price P41. The target price N1 is a stop price for executing a new order for newly acquiring a selling position.

Since the market price P42 at time t42 is higher than the target price N1, the CPU 12 sets a target price N2 obtained by adding the trail width ΔR to the market price P42. Since the market price C at time t _C is equal to or less than the target price N2, the CPU 12 executes a new order.

After that, at time t _D when the market price drops, the CPU 12 settles the position by counter-trading. As a result, a profit corresponding to the difference between the position acquisition price C and the settlement price D is generated.

  A brief summary of the Delta Trail orders described above. The determination time width ΔT is a parameter indicating a time width for determining whether the market price has entered the uptrend market or the downtrend market. The unit determination price range ΔP is a parameter indicating the price range per unit time for determining whether or not the market price has entered the uptrend market or the downtrend market. The trail width ΔR is a parameter that determines the amount of change in the stop price of a delta trail order.

  In the present embodiment, the CPU 12 starts the trail after detecting the start of the trend market. The CPU 12 acquires the position by detecting the end of the trend market.

FIG. 29 is a flowchart showing the flow of processing of the position acquisition subroutine of the third embodiment. The subroutine shown in FIG. 29 is a subroutine used instead of the position acquisition subroutine described with reference to FIG. In the present embodiment, the execution conditions of the new order acquired in step S521 are the delta order, the delta trail order,
Either a limit order or a market order.

  The CPU 12 determines whether or not the execution condition of the new order acquired in step S521 is a delta order or a delta trail order (step S901). If it is determined that the order is a delta order or a delta trail order (YES in step S901), the CPU 12 activates a delta determination subroutine (step S642). The subroutine for delta determination is the same subroutine as the subroutine described with reference to FIG.

  The CPU 12 determines whether or not the processing result of the delta determination subroutine is ON (step S643). If it is determined that it is not ON (NO in step S643), the CPU 12 determines whether or not to end the delta order process (step S644). When it determines with not complete | finishing (it is NO at step S644), CPU12 returns to step S642.

  When it determines with it being ON (it is YES at step S643), CPU12 determines whether the execution condition of the new order acquired at step S521 is a delta trail order (step S902).

  If it is determined that the order is a delta trail order (YES in step S902), the CPU 12 activates a relative trigger trail determination subroutine (step S903). The subroutine for the relative trigger trail determination is the same subroutine as the subroutine described with reference to FIG. The CPU 12 executes the stop limit contract based on the conditions determined by the relative trigger trail determination subroutine (step S904).

  If it is determined that the order is not a delta order or a delta trail order (NO in step S901), the CPU 12 determines whether or not the execution condition of the new order acquired in step S521 is a limit order (step S651). Steps S651 to S655 are the same as those in FIG.

  If it is determined that the order is not a limit order (NO in step S651) and if it is determined that the order is not a delta trail order (NO in step S902), the CPU 12 performs a market execution process for executing a contract at the market price (step S905).

  After completion of step S904, step S905 or step S655, the CPU 12 records the order number, currency pair, transaction type, contract price, transaction amount, contract date / time, and settlement order number of the contract executed in the position DB 54 (step S656). ).

  When it is determined that the delta order process is to be ended (YES in step S644), when it is determined that the limit order process is to be ended (YES in step S654), and after the end of step S656, the CPU 12 ends the process.

  According to the present embodiment, it is possible to provide a transaction apparatus that acquires a position near a peak after the market price enters a trend market.

[Embodiment 4]
The present embodiment relates to a transaction apparatus that confirms margin immediately before a contract. Description of parts common to the third embodiment is omitted.

FIG. 30 is a flowchart showing a process flow of the position acquisition subroutine of the fourth embodiment. The subroutine shown in FIG. 30 is a subroutine used instead of the position acquisition subroutine described with reference to FIG. In this embodiment,
The execution condition of the new order acquired in step S521 is one of delta order, limit order or market order.

  Steps S641 to S644 and steps S651 to S654 are the same as those in FIG.

  When it is determined that the processing result of the delta determination subroutine is ON (YES in step S643) and when it is determined that the order is not a limit order (NO in step S651), the CPU 12 determines the margin described with reference to FIG. A confirmation subroutine is activated (step S911).

  The CPU 12 determines whether the margin is sufficient based on the processing result of the margin confirmation subroutine (step S912). If it is determined that the margin is sufficient (YES in step S912), the CPU 12 performs a market execution process for executing a contract at the market price (step S645). If it is determined that the margin is insufficient (NO in step S912), the CPU 12 ends the process.

  If it is determined that the limit order is acceptable (YES in step S653), the CPU 12 activates the margin confirmation subroutine described with reference to FIG. 17 (step S913).

  The CPU 12 determines whether the margin is sufficient based on the processing result of the margin confirmation subroutine (step S914). If it is determined that the margin is sufficient (YES in step S914), the CPU 12 performs a contract processing by a limit order (step S655). If it is determined that the margin is insufficient (NO in step S914), the CPU 12 ends the process.

  After step S645 or step S655 is completed, the CPU 12 records the order number, currency pair, transaction type, contract price, transaction amount, contract date / time, and settlement order number of the contract executed in the position DB 54 (step S656).

  When it is determined that the delta order process is to be ended (YES in step S644), when it is determined that the limit order process is to be ended (YES in step S654), and after the end of step S656, the CPU 12 ends the process.

  As described above, the CPU 12 executes a plurality of programs described with reference to FIG. 15 in parallel. It is desirable that the CPU 12 increase the processing priority of the program and perform the processing in a short time from the start of the margin confirmation subroutine of step S911 or step 913 to the execution of step S645 or step S655.

  According to the present embodiment, by confirming the margin immediately before the contract, it is possible to provide a transaction apparatus that prevents a loss cut from occurring immediately after the contract is made and an investor is incurred.

[Embodiment 5]
FIG. 31 is a functional block diagram illustrating the operation of the transaction apparatus according to the fifth embodiment. Investor server 11, which is an example of the transaction apparatus according to the present embodiment, operates as follows based on control by CPU 12.

The investor server 11 includes a condition acquisition unit 86, a past price acquisition unit 87, a market price acquisition unit 88, and a contract unit 89. The condition acquisition unit 86 acquires a determination time range and a determination price range related to the market price of the financial product. The past price acquisition unit 87 acquires the range of the market price of the financial product in the past time within the range of the determination time width acquired by the condition acquisition unit 86. The market price acquisition unit 88 sequentially acquires the market price of the financial product. When the first market price acquired by the market price acquiring unit 88 is higher than the judgment price range acquired by the condition acquiring unit 86 from the range acquired by the past price acquiring unit 87, the contracting unit 89 executes the contract for acquiring the buying position. I do.

[Embodiment 6]
The sixth embodiment relates to a mode for realizing the transaction apparatus according to the present embodiment by operating a general-purpose computer and a program 71 in combination. FIG. 32 is an explanatory diagram showing the configuration of the transaction system 10 according to the sixth embodiment. The configuration of the present embodiment will be described using FIG. Note that description of portions common to the first embodiment is omitted.

  The trading system 10 of the present embodiment includes an investor machine 74, a rate recording machine 75, an investor client 31, a financial institution server 32, and a network that interconnects these.

  The investor machine 74 and the rate recording machine 75 managed and operated by the financial product trader are information devices such as general-purpose personal computers and large computers. Further, the investor machine 74 and the rate recording machine 75 of the present embodiment may be virtual machines that operate on a large computer.

  The investor machine 74 includes a CPU 12, a main storage device 13, an auxiliary storage device 14, a communication unit 15, a reading unit 16, and a bus. The rate recording machine 75 includes a rate recording CPU 22, a main storage device 23, an auxiliary storage device 24, a communication unit 25, and a bus.

  The program 71 is recorded on a portable recording medium 72. The CPU 12 reads the program 71 via the reading unit 16 and stores it in the auxiliary storage device 14. Further, the CPU 12 may read the program 71 stored in the semiconductor memory 73 such as a flash memory mounted in the investor machine 74. Furthermore, the CPU 12 may download the program 71 from the communication unit 15 and another server computer (not shown) connected via the network and store it in the auxiliary storage device 14.

  Of the program 71, the part executed by the investor machine 74 is installed as a control program for the investor machine 74, loaded into the main storage device 13 and executed. Thereby, the investor machine 74 functions as the investor server 11 described above.

  A portion of the program 71 that is executed by the rate recording machine 75 is installed as a control program for the rate recording machine 75 via the network, and is loaded into the main storage device 23 and executed. Thereby, the rate recording machine 75 functions as the rate recording server 21 described above.

The technical features (components) described in each embodiment can be combined with each other, and new technical features can be formed by combining them.
The embodiments disclosed herein are illustrative in all respects and should not be considered as restrictive. The scope of the present invention is defined not by the above-described meaning but by the scope of the claims, and is intended to include all modifications within the meaning and scope equivalent to the scope of the claims.

10 Transaction System 11 Investor Server (Transaction Device)
12 CPU
13 Main Storage Device 14 Auxiliary Storage Device 15 Communication Unit 16 Reading Unit 21 Rate Recording Server 22 Rate Recording CPU
23 Main storage device 24 Auxiliary storage device 25 Communication unit 31 Investor client 32 Financial institution server 41 Rate DB
42 Delta TDB
43 HLDB
51 Investor Information DB
52 Order DB
53 Order DB
54 Position DB
61 Currency Pair Field 62 Amount Field 63 New Field 631 New Type Field 632 New Order Field 64 Settlement Field 641 Settlement Type Field 642 Profit Determination Order Field 643 Stop Order Field 65 Repeat Field 71 Program 72 Portable Recording Medium 73 Semiconductor Memory 74 Investor Machine 75 Rate recording machine 86 Condition acquisition part 87 Past price acquisition part 88 Market price acquisition part 89 Contract part

Claims (15)

A condition acquisition unit for acquiring a determination time range and a determination price range related to a market price of a financial product;
A past price acquisition unit that acquires a range of market prices of financial products in a past time within a range of determination time widths acquired by the condition acquisition unit;
A market price acquisition unit that sequentially acquires market prices of financial products;
A contracting unit for executing a buy position acquisition when a first market price acquired by the market price acquiring unit is higher than a determination price range acquired by the condition acquiring unit from a range acquired by the past price acquiring unit; A transaction apparatus comprising: A condition acquisition unit for acquiring a determination time range and a determination price range related to a market price of a financial product;
A past price acquisition unit that acquires a range of market prices of financial products in a past time within a range of determination time widths acquired by the condition acquisition unit;
A market price acquisition unit that sequentially acquires market prices of financial products;
A contracting unit for executing a selling position acquisition when the first market price acquired by the market price acquiring unit is cheaper than a judgment price range acquired by the condition acquiring unit from a range acquired by the past price acquiring unit; A transaction apparatus comprising: A condition acquisition unit that acquires a determination time width, a determination price width, and a trail width related to a market price of a financial product;
A past price acquisition unit that acquires a range of market prices of financial products in a past time within a range of determination time widths acquired by the condition acquisition unit;
A market price acquisition unit that sequentially acquires market prices of financial products;
When the first market price acquired by the market price acquisition unit is higher than the determination price range acquired by the condition acquisition unit from the range acquired by the past price acquisition unit, the trail width is added to the first market price. An inverse limit calculation unit for calculating the added stop limit;
An execution unit for executing a sale position acquisition when a second market price acquired by the market price acquisition unit after the first market price is equal to or less than the stop price calculated by the stop price calculation unit; Trading device. The transaction apparatus according to claim 3, wherein the stop price calculation unit calculates a new stop price obtained by adding the trail width to the second market price when the second market price is higher than the stop price. A condition acquisition unit that acquires a determination time width, a determination price width, and a trail width related to a market price of a financial product;
A past price acquisition unit that acquires a range of market prices of financial products in a past time within a range of determination time widths acquired by the condition acquisition unit;
A market price acquisition unit that sequentially acquires market prices of financial products;
When the first market price acquired by the market price acquisition unit is cheaper than the determination price range acquired by the condition acquisition unit from the range acquired by the past price acquisition unit, the trail width is calculated from the first market price. An inverse stop price calculation unit for calculating the sub stop price after subtraction;
A contract unit for executing a buy position acquisition when the second market price acquired after the first market price by the market price acquisition unit is equal to or greater than the stop price calculated by the stop price calculation unit; Trading device. The transaction apparatus according to claim 5, wherein the stop price calculation unit calculates a new stop price by subtracting the trail width from the second market price when the second market price is lower than the stop price. The financial product is a foreign exchange margin transaction in which foreign currency can be traded with an amount equal to or greater than the effective margin as collateral,
The condition acquisition unit further acquires a new or settlement transaction category and a transaction amount,
The margin determination part which determines the excess and deficiency of the said effective margin when it is contracted based on the said 1st market price and the said transaction amount when the said transaction classification is new, The claim | prescribed margin is a claim. The transaction device according to any one of the above. Obtain the judgment time range and judgment price range for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
A trading program for causing a computer to execute a process of executing a buy position acquisition when the acquired first market price is higher than the judgment price range from the market price range. Obtain the judgment time range and judgment price range for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
A trading program for causing a computer to execute a process of executing a sale position acquisition when the acquired first market price is cheaper than the judgment price range from the market price range. Obtain the judgment time width, judgment price width, and trail width for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
When the acquired first market price is higher than the judgment price range from the market price range, calculate a stop price obtained by adding the trail width to the first market price;
A trading program for causing a computer to execute a process for executing a sale position acquisition when a second market price acquired after the first market price is equal to or less than the stop price. Obtain the judgment time width, judgment price width, and trail width for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
When the acquired first market price is cheaper than the judgment price range from the market price range, calculate a stop price obtained by subtracting the trail width from the first market price;
A transaction program for causing a computer to execute a process of executing a buy position acquisition when a second market price acquired after the first market price is equal to or greater than the stop price. Obtain the judgment time range and judgment price range for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
A transaction method for causing a computer to execute a process of executing a purchase position acquisition when the acquired first market price is higher than the judgment price range from the market price range. Obtain the judgment time range and judgment price range for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
A transaction method for causing a computer to execute a process of executing a sale position acquisition when the acquired first market price is cheaper than the judgment price range from the market price range. Obtain the judgment time width, judgment price width, and trail width for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
When the acquired first market price is higher than the judgment price range from the market price range, calculate a stop price obtained by adding the trail width to the first market price;
A transaction method for causing a computer to execute a process of executing a sale position acquisition when a second market price acquired after the first market price is equal to or less than the stop price. Obtain the judgment time width, judgment price width, and trail width for the market price of financial products,
Obtaining the market price range of the financial product in the past time range of the judgment time range;
When the acquired first market price is cheaper than the judgment price range from the market price range, calculate a stop price obtained by subtracting the trail width from the first market price;
A transaction method for causing a computer to execute a process of executing a purchase position acquisition when a second market price acquired after the first market price is equal to or greater than the stop price.

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