JP2019207452A - Program for market price analysis for investor support - Google Patents

Abstract

To provide a computer program which receives hourly varying market data, and calculates and displays a numerical value to be useful when automatically creating a chart and obtaining timing for selling and buying.SOLUTION: A program has: a function which receives data from a server 1 for providing market data through a communication network N, and acquires the market data from the server 1 in real time, for a user terminal 2 for performing visualization processing of change of the data; a function which creates a point and figure chart and displays the chart on a screen, and automatically updates the chart in response to update of the market data; a function which calculates a target value when separated from holding, and displays the value on the chart; and a function which changes the display of the target value (for example, change of display color), when a latest value of the market data reaches the target value.SELECTED DRAWING: Figure 2

Description

The present invention receives market data (hereinafter referred to as “market data”) such as foreign exchange rates and stock prices for investors that change from moment to moment, automatically creates a chart, and uses it to support the timing of buying and selling. The present invention relates to a graphic display program.

There are a number of investment-related software (such as exchange and stock) and prior patent applications that aim to support investors' judgment.
For example, Patent Document 1 discloses an invention of a “formula stock price analysis system” in which a numerical value is derived from a past stock price, a numerical sequence is created, and a stock price trend is easily predicted by comparing the numerical value.

JP 2002-24550 A

The invention described in Patent Document 1 shows the movement of stock prices with numerical values and colors, and responds finely to the movement of stock prices. However, since only numbers are displayed on the screen, the rising / falling trend and the turning point from rising to falling or falling to rising are not visually clear.

  The present invention obtains market data in real time, creates and updates charts, thereby enabling investors to visually understand market trends, and finally displays buy / sell timing information on the charts. The problem is to contribute to the user's judgment.

In order to solve the above problems, a computer program of the present invention provides:
A user terminal that receives data via a communication network and a server that provides market data, and performs a visualization process of data changes,
A function of acquiring market data from the server in real time;
A function to automatically create and update a chart of points & figures (hereinafter referred to as “P & F”) and display it on the screen;
A function of calculating a target value (hereinafter referred to as “target value”) at the time of leaving the balance and displaying it on the chart;
When the latest value of the market data reaches the target value, the function of changing the display of the target value (for example, changing the color of the numerical value) is realized.
Thereby, the investor can grasp the market situation in real time. Moreover, the relationship between the current price and the target value (whether or not it has been reached) can be instantly and visually recognized.

  It responds quickly and automatically to changing market data and is easy to understand visually, which brings great convenience to investors.

It is a figure explaining the chart of general P & F. 1 is an overall configuration diagram of an embodiment of the present invention. It is a figure explaining the data structure of the market data used as the input data of the embodiment of the present invention. It is a functional block block diagram of the user terminal of embodiment of this invention. It is a figure which illustrates the user input screen (for parameter setting) of embodiment of this invention. It is a figure which illustrates the user input screen (for automatic execution of P & F) of embodiment of this invention. It is a flowchart explaining operation | movement of the user terminal of embodiment of this invention. It is a figure which illustrates the P & F chart created and displayed by embodiment of this invention. It is a figure explaining the display of the reach | attainment / non-reachment to the target value displayed by embodiment of this invention.

A market analysis process executed by a program according to an embodiment of the present invention (hereinafter, “this program”) will be described for each of the following items with reference to the drawings.
<< 1. Brief general explanation about P & F >>
<< 2. Overall Configuration of the Embodiment >>
<< 3. Functional block configuration of user terminal implemented with this program >>
<< 4. Operation of user terminal implemented with this program >>
<< 5. Other (User parameter change) >>

<< 1. Brief general explanation about P & F >>
There are various types of market price analysis methods, but this program is related to P & F analysis.
P & F analysis is characterized by the creation of a chart that does not include the concept of time, and the chart is created according to the following rules.
・ Describe with the closing price ・ Place the price on the vertical axis and indicate “X” when the price rises and “○” when the price falls.
-Write a predetermined price range in one frame. This is called a “reference frame”.
・ In each row, write at least 3 frames of either ○ or ×. In other words, price change of three or more frames according to the price range of the reference frame is necessary for the change of price (from rising to falling or from falling to rising).
・ If the price moves more than 3 frames in the opposite direction, move to the next column (referred to as “3 frame conversion”).
・ While moving in the same direction, even if the fluctuation is the value range of one reference frame, enter both the rise and fall in one frame.

  As can be seen from the above rules, the turning point of the trend can be easily grasped by looking at the chart. In addition, small price changes that are less than the price range of the reference frame are not shown in the chart, so only meaningful price changes can be captured. Furthermore, since the points that are not well held can be easily identified, the timing of selling and buying can be appropriately set. This point will be described with reference to FIG.

例えば、基準値＝１０８．１２３、基準枠の値幅＝０．００３、３枠転換とすると
図１（１）の目標値は、１０８．１７７（＝１０８．１２３＋０．００３×３×６）となる。
なお、本実施形態では、（列数―１）、（列数―２）の場合の値
１０８．１６８（＝１０８．１２３＋０．００３×３×（６−１））および１０８．１５９（＝１０８．１２３＋０．００３×３×（６−２））を目標値の予備値とする。
この計算式から推測できるとおり、保ち合いが長く続くほど、抜けた方向に大きなトレンドが生まれやすくなる。 As shown in each column of (a) to (f) of FIG. 1 (1), if the same mark (◯ or ×) continues, a trend has appeared.
Each column of (b) to (e) does not exceed the highest value and the lowest price of the column (a), but in the column (f), the increased price is the highest value in the columns (b) and (d). Because we exceeded, it means that we have left each other. In the following description, the “number of columns” refers to the number of columns in a state of keeping each other, i.e., a price maintaining a certain level. In the example of FIG. 1A, the number of columns is six.
A trend line (represented by an alternate long and short dash line in FIG. 1) is drawn on P & F, and it is determined that “a buy signal is obtained when it exceeds the x box in columns (b) and (d)”.
The target price is calculated by the following formula using the price when a buy signal is issued as a reference value.

For example, if the reference value = 108.123, the reference frame value width = 0.003, and the three-frame conversion, the target value in FIG. 1A is 108.177 (= 108.123 + 0.003 × 3 × 6). .
In the present embodiment, the values 108.168 (= 108.123 + 0.003 × 3 × (6-1)) and 108.159 (= 108) in the case of (number of columns−1) and (number of columns−2). .123 + 0.003 × 3 × (6-2)) as a preliminary value of the target value.
As can be inferred from this calculation formula, the longer the maintenance, the easier it is to create a big trend in the missing direction.

FIG. 1 (2) illustrates the case where a sell signal is issued. The idea is the same as in the case of a buy signal. However, the price change is in the opposite direction, and the decline target value is calculated by the following formula.

<< 2. Overall Configuration of the Embodiment >>
This program operates in the system shown in FIG.
This system is composed of a user terminal 2 connected via a communication network N with a supplier server 1 such as an FX (Foreign Exchange Margin Trading) operator.
Trading software obtained from the supplier server 1 must be installed in the user terminal 2. Trading software includes, for example, known MT4 (MetaTrader4) (MT4 and MetaTrader are both registered trademarks). The user terminal 2 in which such software is installed acquires market data from the vendor server 1 in real time, and outputs it to a CSV format file (hereinafter, “CSV file”) as illustrated in FIG.

This program (that is, the market price analysis program shown in FIG. 2) installed in the user terminal 2 performs P & F analysis based on data read from the CSV file.
Trading software displays market data as a chart CHT_A with the concept of time. On the other hand, this program processes this into a P & F chart CHT_B. Compared with the former, referring to the latter chart, that is, CHT_B, even the novice investor can easily grasp the market situation.

<< 3. Functional block configuration of user terminal implemented with this program >>
FIG. 4 is a block diagram illustrating a functional configuration of the user terminal 2.
The user terminal 2 includes a control unit 3, a storage unit 4, a communication unit 5, an input unit 6, and an output unit 7. The control unit 3 acquires market data and controls execution of a series of processes for performing market price analysis based on the market data. The storage unit 4 stores data that is referenced and updated by the control unit 3.

The communication unit 5 communicates with an external device such as the supplier server 1 according to various communication protocols. The input unit 6 is a mouse or a keyboard that functions as information input means. The output unit 7 is a display such as a liquid crystal and displays various data and charts on the screen.

Each block shown in the block diagram of the present specification can be realized in hardware by an element such as a CPU or a mechanical device, and in software by a computer program or the like. Functional blocks can also be realized by a combination of hardware and software.

The storage unit 4 includes a program storage unit 41, a market data storage unit 42, and a parameter storage unit 43, which are realized by storing data in the hard disk, ROM, RAM, etc. of the user terminal 1. The program storage unit 41 holds a program downloaded from the communication network N or obtained on a medium such as a DVD. The market data storage unit 42 stores the market data acquired from the supplier server 1 in a CSV file and holds it. The parameter storage unit 43 stores parameters (for example, reference frame value width, CSV file storage address, etc.) necessary for market analysis by this program, and temporarily stores information associated with the course of market analysis. Remember me.

The control unit 3 includes an operation detection unit 31, a program activation unit 32, a trading software unit 33, and a market price analysis program (this program) unit 34. The operation detection unit 31 detects an operation input to the input unit 6 by the user of the user terminal 2. The program activation unit 32 activates software already installed in the user terminal 2 in accordance with a user operation. This software includes various programs such as a web browser (not shown) in addition to trading software and a market price analysis program.

The trading software is a computer program that can acquire and display market data from the trader server 1 in real time, and can also issue a trade execution instruction. In this embodiment, the trading software uses a known MT4 or the like. The trading software is extracted from the program storage unit 41 and developed on the memory by the trading software unit 33. When the CPU executes the trading software unit 33, it functions as a market data acquisition unit 33a, a market data storage unit 33b, and the like. . The market data acquisition unit 33a receives market data from the supplier server every moment. The market data storage unit 33b stores the received data in a CSV file and causes the market data storage unit 42 to hold this file.

The market analysis program unit 34 is a program in which the CPU expands the market analysis program extracted from the program storage unit 41 on the memory. When the CPU executes the program, the user input acquisition unit 34a, the display control unit 34b, a P & F chart generation unit 34c, a numerical value calculation unit 34d, and the like. The market price analysis program unit 34 is described using, for example, a macro function of spreadsheet software, but is not limited thereto, and may be described in another computer language.

The user input acquisition unit 34a appropriately passes input contents by the user to the display control unit 34b, the P & F chart generation unit 34c, and the numerical value calculation unit 34d as input information. In this program, the user inputs information via the setting form illustrated in FIG. 5 and the automatic execution form illustrated in FIG. Further, when developed based on spreadsheet software, parameters may be written on a predetermined sheet.

FIG. 5 shows an input form for setting items, which illustrates a conversion frame, a value width of a reference frame, a file storage address, and an input field for a currency pair to be added, but any item can be set as necessary. To do. The default conversion frame is 3, but can be changed by the user. The value range of the reference frame has a default value (for example, 0.003 in the case of a US dollar-Japanese yen pair) depending on the transaction type, but can be changed by the user. The file storage location is information indicating the location where the trading software unit 33 stores the CSV file. Even if the transaction type is not the target of this program by default, it can be added by user designation if market data can be obtained from trading software. For example, currency pairs that are of little interest to Japanese investors.

FIG. 6 is a form for starting the P & F analysis process, and a currency pair is selected from a pull-down list. Also, check the check boxes for the minute, hour, and daily bars that you want to execute. Here, a plurality of checks may be entered. When the “automatic execution” button is clicked, data such as the minute amount of the designated currency pair is acquired from the file storage address set in the form of FIG.

The display control unit 34b controls the user interface of the market price analysis program unit 34 and causes the output unit 7 to display the input form illustrated in FIGS. 5 and 6 on the screen. Other data whose screen display is controlled include P & F charts, market data logs, and currently set parameters.

The P & F chart generation unit 34c generates a chart with reference to the CSV file held in the market data storage unit 42, and the numerical value calculation unit 34d calculates a target value based on the value generated by the buy signal or the sell signal. To do. These P & F charts and calculated values are transferred to the output unit 7 via the display control unit 34b and displayed on the screen. While the chart is being displayed, market data is transmitted without interruption from the supplier server 1 and the CSV file is updated, so the P & F chart is updated and displayed in real time, and if a new target value is calculated, this is also newly displayed. To do. Once automatic execution is started, execution of P & F analysis continues until the “automatic stop” button in FIG. 6 is clicked.

<< 4. Operation of user terminal implemented with this program >>
The operation of the user terminal that executes the P & F analysis process will be described with reference to the process flow of FIG.
First, trading software is activated in a state where it can be connected to the Internet (step S1). The trading software obtains market data from the trader server 1 at the same time as being activated, and stores the data in a predetermined location on the user terminal 2 in the CSV format. For example, if it is one minute, data for every minute is transmitted from the supplier server, and this is additionally stored.

Next, this program is started (step S2).
Necessary items are set, and the P & F analysis process is automatically executed (step S3).
Each time the chart is displayed and the latest data is acquired, the chart is updated (step S4). If there is no “automatic stop” instruction from the user (No in step S5), the process returns to step S3 to continue automatic execution. If there is an instruction of “automatic stop” (Yes in step S5), the program and trading software are terminated (step S6), apart from the case where analysis processing of another transaction type is performed.

FIG. 8 is a screen display example of a chart and target values. In the figure, where a buy signal is issued, a cross is enclosed by a rectangle, and where a sell signal is output, a circle is enclosed by a rectangle. In an actual chart, the ○ mark and the X mark are usually displayed in black, the buy signal is displayed in blue, and the sell signal is displayed in red. As a result, the user can immediately visually recognize that he / she has left his / her position.
In the figure, the four numbers that are lined up and down are surrounded by a dotted rectangle, but the bottom number is the highest value in the previous row where the buy signal was issued, and the second number from the bottom is This is a target value calculated based on this value. The upper two numerical values are preliminary values of the target value. In this program, the user is notified of whether the target value has been reached by changing the color in real time. This point will be described with reference to FIG.

When transitioning from FIG. 9 (A) to (B), the trend line was exceeded at the time point P1, so the x mark normally displayed in black is changed to blue (indicated by a rectangle in the figure), and three numerical values n1, n2, n3 is displayed in red. The acquired data continues to rise, the chart changes from (B) to (C), and the x mark reaches P2. If the market data at this time is n3 or more and less than n2, the reserve value 2 is reached, so the value of the reserve value 2 (n3) is changed to blue display (indicated by a rectangle in the figure). Further, the data continues to rise and reaches P3, and the chart changes from (C) to (D). If the market data at this time is n2 or more and less than n1, the preliminary value 1 is reached, so the value of the preliminary value 1 (n2) is changed to blue display. Further, the data continues to rise and reaches P4, and the chart changes from (D) to (E). If the market data at this point is n1 or more, the target value has been reached, so the target value (n1) is changed to blue.
In this way, whether or not the target value and the reserve value have been reached can be determined by a color change in real time, so that the user can quickly obtain information for buying and selling.
Here, when the vehicle turns from rising to falling without reaching the target value, the target value remains in red indicating unreached.

<< 5. Other (User parameter change) >>
As you become more familiar with how to use P & F, you should set the number of conversion slots and value ranges that are easy to use.
Basically, the smaller the value range of the reference frame, the higher the rate of reaching the target value, but the lower the profit margin when the target value is reached, and the higher the value range of the standard frame, the rate of reaching the target value. The profit margin when the target value is reached increases.
Further, the target value arrival rate in the value range of the reference frame becomes higher as the time is longer.
Further, the reliability is not limited to the above-described three-frame switching, and the reliability may be increased by switching to the four-frame switching.
This program is also useful for investment beginners to use in simulations of buying and selling to develop market intuition.

  Trading software represented by MT4 can acquire daily, hourly, and minute data such as various currency pairs, Nikkei average futures, and crude oil. The program can target any of these data for P & F analysis.

  Demand from investors and those interested in investing is expected as a program that can be used as a reference when deciding the timing of buying and selling, and can also be used for learning for beginners such as FX trading.

1: Contractor server 2: User terminal N: Communication network

Claims (2)

A user terminal that receives data via a communication network and a server that provides market data such as foreign exchange rates and stock prices (hereinafter “market data”), and visualizes changes in the data,
A function of acquiring market data from the server in real time;
Point & figure charts are created and displayed on the screen, and the charts are automatically updated according to the market data update,
A function of calculating a target value (hereinafter referred to as “target value”) at the time of leaving the balance and displaying it on the chart;
A computer program for realizing a function of changing the display of a target value when the latest value of the market data reaches the target value. The target value includes an increase target value and a decrease target value.

Calculated by
The computer program according to claim 1, wherein the values of the conversion frame and the reference frame can be changed via input means of the user terminal.

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