JP7171091B2 - Financial instrument transaction management device, financial instrument transaction management system, financial instrument transaction management method in financial instrument transaction management system, and program - Google Patents

Description

The present invention relates to technology for managing and supporting transactions. INDUSTRIAL APPLICABILITY The present invention can be applied, for example, to a device or the like that manages and supports transactions of financial products such as foreign exchange.

As trading methods for financial products such as foreign exchange, market orders (orders for trading at the market price at the time of order placement) and limit orders (for trading when the market price reaches a predetermined price), etc. It has been known. Conventionally, there has been known an invention in which these order forms, for example, limit order transactions are performed using a computer system (see, for example, Patent Document 1). That is, in the present invention, an order for a financial product having a position at a preset price is placed, and when the market price of the financial product reaches this price, the order is executed to make the transaction.

JP 2006-99787 A

Here, the prices of financial products always fluctuate irregularly and are virtually impossible to predict accurately. For example, when placing a limit order, the price of a financial product may drop (or rise) to the vicinity of a pre-designated amount, but then rise (fall) without reaching the designated price. If the contract price fluctuates in accordance with such market fluctuations, a large profit may be obtained. There is also the problem of not being able to obtain the profits that could be obtained from trading.

The present invention has been made in view of such problems, and provides a financial product transaction management device, a financial product transaction management system, and a financial product transaction that can provide opportunities to obtain many profits in financial product transactions performed using a computer system. An object of the present invention is to provide a transaction management method in a management system.

In order to solve such a problem, the invention described in claim 1 is a financial product transaction management apparatus for conducting financial product transactions, comprising order information for placing a first order for the financial product; order information generating means for generating the order information for placing a second order and recording the generated order information in a recording means; and based on the order information generated by the order information generating means, the one order and execution information generation means for executing execution of the second order, wherein the order information generation means causes the plurality of order information for setting the second order to execute the respective second orders. Each second order is placed when the market price rises or falls beyond the second order price, which is set as a price that is different from each other as a reference price. The execution information generating means sets the order information for setting the first order so that the second order is executed after the second order price is matched again after the placing of the order. and of the order information that sets the second order, only the order information that sets the second order is controlled, and among the first order and the second order, the second order of the second order A trail control means for varying the price by a predetermined trail width is provided, and the order information generating means generates a plurality of the order information, which are a plurality of the first orders with different first order prices, The execution information generation means executes execution of at least a portion of the plurality of first orders set based on the plurality of order information, and the order information generation means controls the trail width by the trail control means. a plurality of said order information for setting a plurality of said second orders in which said second order price fluctuates based on said execution information generating means, said execution information generating means is set based on said order information, and sets said trail width to At least some of the plurality of second orders whose respective second order prices fluctuate based on the reference are executed, and the order information generating means generates different prices before the trail width changes. Generating a plurality of new order information for setting the second order corresponding to the second order that has been executed with respect to the new second order price set as a price,
The execution information generation means is configured to execute the execution of the plurality of generated second orders, which are set based on the plurality of order information and each of the second order prices fluctuates based on the trail width. is set to

In the invention according to claim 2, in addition to the configuration according to claim 1, the first order and/or the second order is placed as either a limit order, a stop loss order, or a market order. It is characterized by being set as follows.

The invention according to claim 3 is characterized in that, in addition to the configuration according to claim 1 or 2, the order information generating means generates the first order based on the order information for setting the first order and the first order. After the second order based on the order information that sets the second order, which is the settlement order of the above, is executed respectively, the position by the new first order that is set based on the generation of the new order information It is characterized in that it is set so as to repeat holding and settlement of the position by the second order set based on the generation of the new order information.

The invention according to claim 4, in addition to the configuration according to any one of claims 1 to 3, is set based on the generated order information when the market price reaches a predetermined price. contract information generating means for contracting the first order and the second order.

The invention according to claim 5 is a financial product transaction management system for trading financial products, comprising order information for placing a first order for the financial product and order information for placing a second order for the financial product. order information generating means for generating the order information of and recording the generated order information in a recording means; and the first order and the second order based on the order information generated by the order information generating means. execution information generation means for executing two orders, wherein the order information generation means sets the plurality of order information for setting the second order as a reference price for executing each of the second orders, respectively. For the second order prices set as different prices, each said second order is set to be placed when the market price rises or falls beyond said second order price, and said execution The information generating means sets the order information and the second order so that the second order is executed after the price of the second order is matched again after the placing of the order, and the order information for setting the first order and the second order. of the order information to set the second order, and of the first order and the second order, the second order price of the second order is set for each predetermined trail width and the order information generation means generates a plurality of the order information, which are a plurality of the first orders with different first order prices, and the contract information generation means At least a part of the plurality of first orders set based on the plurality of order information is executed, and the order information generating means causes the trail control means to generate the second order based on the trail width. A plurality of said order information for setting a plurality of said second orders with price fluctuation is generated, and said execution information generating means is set based on said order information, and sets each said second order based on said trail width. At least a part of the plurality of second orders with fluctuating order prices is executed, and the order information generating means generates new orders set as different prices before fluctuating based on the trail width. generating a plurality of new order information for setting the second order corresponding to the second order executed for the second order price, wherein the execution information generating means generates a plurality of set based on the order information, and set to execute the execution of the plurality of generated second orders, each of which has a price of the second order fluctuating based on the trail width; It is characterized by

The invention according to claim 6 is a financial product transaction management method in a financial product transaction management system for conducting financial product transactions, comprising: order information for placing the first order of the financial product; (ii) an order information generation procedure for generating the order information for placing an order and recording the generated order information in a recording means; a contract information generating procedure for executing one order and said second order, wherein said order information generating procedure includes: generating a plurality of said order information for setting said second order; Each second order is placed when the market price rises or falls beyond the second order price, which is set as a price that serves as a reference for the execution of the second order. and in the execution information generation procedure, after the placement of the order, the second order is set to be executed after the price of the second order is matched again, and the first order is set Of the order information that sets the order information and the second order, only the order information that sets the second order is controlled, and of the first order and the second order, the first order of the second order is controlled. A trail control procedure for performing processing for varying the second order price by a predetermined trail width is provided, and in the order information generation procedure, a plurality of the first orders having different first order prices are provided. information is generated, and in the execution information generation procedure, a plurality of the first orders set based on the plurality of order information are executed, and in the order information generation procedure, the trail width is used as a reference; generating a plurality of said order information for setting said second orders respectively for new said second order prices set as different prices before the change, and said execution information generating step includes: performing the execution of at least a portion of the plurality of second orders set based on the information and having respective second order prices fluctuating based on the trail width, and in the order information generating step, A plurality of setting the second orders corresponding to the second orders executed with respect to the new second order prices set as different prices, respectively, before fluctuation based on the trail width The new order information is generated, and in the order information generation procedure, before the trail width is changed as a reference, each Generating a plurality of new order information for setting the second order corresponding to the second order for which the contract has been executed for each of the new second order prices set as different prices; The execution information generation procedure is set based on the plurality of order information, and is set to execute the execution of the plurality of the second orders in which the second order price fluctuates based on the trail width. characterized by

The invention according to claim 7 is a program, which causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4 or the financial product transaction management system according to claim 5. It is characterized by

According to the inventions of claims 1, 5, and 6, the order information for setting the second order is the second order price after the market price rises or falls beyond the second order price. Since it is set to be executed after reaching , there is a high possibility that you can trade at a price close to the price at which a falling market turns to a rising market, or a price at which a rising market turns to a falling market, and you can make a big profit by trading. have the potential to obtain. Further, a trail control means is provided for varying the second order prices set as different prices for each of the plurality of second orders for each trail width, and order information is generated for a plurality of first orders having different first order prices. , and the execution of the first order set based on the order information, the generation of the order information that sets the second order in which the second order price fluctuates based on the trail width, and the order information that is set based on the order information When a second order with a second order price fluctuating based on the trail width is executed, a new second order set at a different price before the second order price fluctuates based on the trail width will be executed. Generation of multiple new order information to be set, and execution of multiple generated second orders whose respective second order prices fluctuate based on the trail width set based on the order information are performed. Since it is set, it is possible to secure a large profit when the market price fluctuates greatly. As a result, many profit opportunities can be provided in financial product transactions using a computer system.

According to the invention of claim 2, the present invention can be applied to various order forms by placing an order as one of a limit order, a stop loss order, and a market order as the order information.

According to the third aspect of the invention, after the first order and the second order are executed, the first order and the second order are placed again, and continuous trading is performed based on the simple order placement process. Opportunities can be created to provide opportunities for many benefits.

According to the fourth aspect of the invention, the order can be executed based on the generated order information, and the financial product can be traded reliably.

According to the seventh aspect of the invention, the present invention can be constructed in various computers and various computer systems.

1 is a block diagram conceptually showing the configuration of a financial product transaction management system and a financial product transaction management device according to Embodiment 1 of the present invention; FIG. 2 is a diagram showing field definitions of an order table stored in the financial product transaction management device shown in FIG. 1; FIG. 2 is a flow chart showing a processing procedure when placing an order in the financial product transaction management apparatus shown in FIG. 1; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure by "once through order" in the same financial instrument transaction management apparatus; FIG. 10 is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the same financial instrument transaction management apparatus; FIG. 10 is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the same financial instrument transaction management apparatus; FIG. 10 is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure according to a "settlement trail order" in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure according to a "settlement trail order" in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure according to a "settlement trail order" in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure according to a "settlement trail order" in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing the principle of a processing procedure according to a "settlement trail order" in the same financial instrument transaction management apparatus; 4 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal; FIG. 4 is a table showing order information groups generated by the financial product management device according to the first embodiment; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 9 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in the financial product transaction management system and financial product transaction management device according to Embodiment 2 of the present invention; It is a table|surface which shows the order information group produced|generated by the financial-instrument transaction management apparatus same as the above. FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure in the same financial product transaction management apparatus; FIG. 10 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in the financial product transaction management system and financial product transaction management device according to Embodiment 3 of the present invention; FIG. 4 is a conceptual diagram schematically showing a specific processing procedure when a "shift function" is performed in the same financial instrument transaction management apparatus; FIG. 4 is a conceptual diagram showing a transaction example when a transaction is carried out in the financial product transaction management device according to each of the above embodiments;

[Embodiment 1 of the invention]
One embodiment of the present invention will be described below with reference to the drawings.

[System configuration]
FIG. 1 is a system configuration diagram and functional block diagram of a financial product transaction management system according to the first embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and n (n≧1) client terminals 2 ₁ to 2 _n . The client terminals 2 ₁ to 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of Embodiment 1 handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 is a server computer managed and operated by a financial product dealer, and has a web server function and a database function for storing large amounts of data. The _client terminals 2 ₁ , . corresponds to this. The client terminals 2 ₁ , . . . , 2 _n include operation units 21 ₁ , _. , _{22n for displaying various instructions and various images input from 1 , .} . . , _21n . However, the operation units 21 ₁ , . . . , 21 _n and the display units 22 ₁ , _. may be configured as The client terminals 2 ₁ , . . . , _{2 n} , the operation _units 21 ₁ , _. The client terminal 2 , the operation unit 21 , and the display unit 22 are used unless otherwise specified.

Although not shown in FIG. 1, the financial instrument transaction management device 1 and the _client terminals 2 ₁ , . RAM (random access memory) that functions as a memory, ROM (read only memory) that stores boot programs for startup, etc., auxiliary storage devices such as hard disks that store various programs and data, communication interfaces used for sending and receiving data, etc. is provided. Auxiliary storage stores OS (Operating System) programs, various application programs, data recorded in databases, etc. These programs and data cooperate with hardware resources through arithmetic processing by the CPU. various functions.

Note that the financial product transaction management apparatus 1 may be formed by one server computer, or may be formed by a plurality of network computer systems.

As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the various programs and hardware resources described above, and various functions processed by the data processing unit 10. It has a database 18 in which data are recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial instrument transaction management apparatus 1. Further, the front page distribution unit 11 also functions as functional means, and an order processing unit as "order information receiving means". Input accepting unit 12, deposit/withdrawal information generating unit 13, contract information generating unit 14 as “contract information generating means”, account information generating unit 15, order information generating unit 16 as “order information generating means”, database (DB) It has a connection base unit 17 and a price information reception management unit 19 as "market price information management means".

The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary to establish orders for financial products.

The deposit/withdrawal information generator 13 receives a deposit/withdrawal request from the client terminal 2 and creates a deposit/withdrawal list based on the request.

The order information generation unit 16 generates information regarding the executed financial product order based on the information processed by the order entry reception unit 12 . Orders here include so-called market orders, limit orders, stop orders, and if-done orders.

The contract information generator 14 performs contract processing based on the order generated by the order information generator 16 and processing for sending information on completed contract processing to the client terminal 2 of the customer. It should be noted that the term "agreement" as used herein refers to various procedures and processes for establishing a transaction of a financial product based on a customer's order. As will be described later, when a contract is established in the first embodiment, foreign exchange is traded. The information (described later) is converted, and the deposit/withdrawal information generation unit 13 writes the deposit/withdrawal status in the deposit/withdrawal list. In addition, when a contract is established, the contract information generation unit 14 displays text information indicating that the contract has been established on the display unit 22 of the client terminal 2, and also, based on the trading price, the bank account of the client terminal. process.

The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information to prove that an order can be executed). In addition, in order to ensure consistency with the actual deposit balance, the information regarding the deposit balance generated by the account information generation unit 15 is periodically updated with the information regarding the customer's actual deposit balance provided by a financial institution such as a bank. Matched.

The database connection base unit 17 converts data generated and processed in the data processing unit 10 and data recorded in the database 18 (for example, mutual conversion between logical data structure and physical data structure). , performs the processing necessary to communicate data between the data processing unit 10 and the database 18 .

The database 18 records data used by the financial product transaction management apparatus 1 . Although the database 18 in the first embodiment is formed by a relational database, any format such as an object database may be used as long as it is suitable for recording or rewriting a large amount of data. In the database 18, an order table 181 as "order information recording means", a customer account information table 182 as "customer account information recording means", a currency pair order condition table 183, and a sequence number table 184 are recorded. A sequence number table 184 records a unique sequence number for each order information (to be described later). Details of the order table 181, the customer account information table 182, and the currency pair order condition table 183 will be described later.

The front page distribution unit 11 creates image data to be displayed on the display unit 22 of the client terminal 2 and transmits the created image data to the client terminal 2 .

The price information reception management unit 19 acquires information on the prices of financial products handled by the financial instrument transaction management device 1, and performs processing necessary for the acquired information to be used by the data processing unit 10 and the client terminal 2. and manage. In the first embodiment, the price information reception management unit 19 periodically acquires, records, and manages the information on the foreign exchange market price.

Although not shown, the financial instrument transaction management device 1 acquires and manages date and time information, and based on the date and time information acquired from this timer, the first order information and the first sell stop order information. , and deadline management means for managing the order deadline of the second sell stop order information (both of which will be described later).

Data processing unit 10, database 18, front page distribution unit 11, order entry reception unit (order entry reception means) 12, deposit/withdrawal information generation unit 13, contract information generation unit 14, account information generation unit in financial instrument transaction management device 1 15, the order information generation unit 16, the database connection base unit 17, and the price information reception management unit 19 may be configured in any form. For example, when the financial product transaction management apparatus 1 is formed as a network computer system consisting of a plurality of server computers, each component may be distributed to the plurality of server computers. In addition, these server computers are computer systems owned by multiple vendors and server administrators (for example, computers owned or managed by financial stock exchanges, other financial product transaction management companies, providers, hosting system providers, etc.) system). The server computer may be formed as a so-called cloud computer system. Furthermore, data processing unit 10, database 18, front page distribution unit 11, order entry reception unit 12, deposit/withdrawal information generation unit 13, agreement information generation unit 14, account information generation unit 15, order information generation unit 16, database connection base At least part of the configuration of the unit 17 and the price information reception management unit 19 may be provided in the client terminal 2 that constitutes the financial product transaction management system 1A instead of the financial product transaction management device 1 .

FIG. 2 is a schematic diagram of field definitions of the order table 181. As shown in FIG. As shown in the figure, the order table 181 has as many fields as the number of items. , non-blank specification (Not Null), presence/absence of default value (default value), data item name (remarks), etc. are defined.

In the above-described financial product transaction management apparatus 1, it is possible to realize if-done-order transactions using a plurality of stop orders for the same type of financial product by one reserved order.

[Processing procedure]
Next, a processing procedure for generating order information in the financial product transaction management system 1A of the first embodiment will be described.

FIG. 3 shows a buy stop order (new buy stop order) as the "first price" and a sell reverse order as the "second price" in the financial instruments transaction management device 1 of the first embodiment. FIG. 10 is a flow chart showing a processing procedure when accepting a limit order (new sell stop order (trail order)); FIG. The processing procedure at the time of reception will be described below with reference to the same drawing.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2 . The front page distribution unit 11 of the financial product transaction management apparatus 1 causes the display unit 22 of the accessed client terminal 2 to display an input screen for inputting conditions of the transaction. The customer inputs the order details on this input screen (step S1). The configuration of the input screen will be described later.

When the data input/selected on the input screen is supplied to the financial product transaction management device 1, the order input reception unit 12 of the financial product transaction management device 1 confirms the content of the input order. Further, the order input receiving unit 12 checks each order price (step S2). Specifically, the order input reception unit 12 compares the current market price of the selected currency pair with the price that is the reference for the order entered from the input screen, and compares the current market price with It is confirmed whether or not the reference price is low (or high) and whether or not the current market price is between the upper limit price and the lower limit price entered on the input screen. As a result of confirmation, if the input price is appropriate (for example, if the order input reception unit 12 is set to be appropriate only when a profit can be obtained by trading based on the input price) is satisfied), the order input receiving unit 12 determines that the input price is a proper price.

If the buy stop order price is determined to be a proper price (“No” in step S3), the account information generation unit 15 acquires margin information of the customer in the customer account information table 182. FIG.

The order entry reception unit 12 compares the acquired margin information with the customer's total order amount, and confirms whether or not the margin amount is equal to or greater than the allowable order amount.

Here, the "allowable order amount" is the amount required for an order (same in this specification). That is, the allowable order amount may be, for example, the required margin amount calculated based on the amount entered in the order amount input field 402 on the input screen 40 shown in FIG. or a predetermined amount.

The order information generation unit 16 generates an "order information group" to be described later only when the margin amount is equal to or greater than the allowable order amount ("No" in step S5). This allows orders to be accepted only if the customer is sure of payment.

If the margin amount is equal to or greater than the order allowable amount ("No" in step S5), the order input receiving unit 12 determines the order conditions based on the data recorded in the currency pair order condition table 183. It is checked whether or not the various conditions of the order other than the above are satisfied (step S6).

If the various conditions of the order are not satisfied ("Yes" in step S7), the order input receiving unit 12 treats the input order as an error and refuses to accept the order (step S10).

When various conditions of the order are satisfied ("No" in step S7) and it is determined that the order conditions satisfy all of the conditions necessary for the order, the front page distribution unit 11 A confirmation screen (not shown) is displayed on the display unit 22 of the client terminal 2 . The confirmation screen (not shown) lists the order conditions entered and selected by the customer on the input screen 40, and is provided with an approval button (not shown) to be clicked when the listed contents are correct. ing.

When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 generates order information based on the data input in step S1 (step S8). Specifically, a plurality of pieces of data input in the above procedure are summarized in order price units, and each order information is obtained by assigning a sequence number to the order recorded in the sequence number table 184 for each piece of information. Form. At this time, the sequence number table 184 is provided with information for distinguishing the sequence numbers used in the order information from unused numbers. The plurality of order information generated by the procedure of step S8 once is order information consisting of order information for placing a limit order for the same type of financial product at a first price and order information for placing a limit order for a second price. A group (hereinafter simply referred to as "order information group") is formed.

The order information generator 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the "ord_seq" field 181b defines the sequence number assigned in step S8. The "cust_seq" field 181c is a customer number uniquely determined for each customer, and the "style_id" field 181d is a product name definition. The "ccy_pair_id" field 181e defines an ID number uniquely determined for each currency pair. The combination of this ID number and currency pair is recorded in an ID table (not shown) provided separately in the database. The "ord_amnt" field 181f defines the amount entered in the order amount input field 402 or the order amount input field 424. FIG. In the "buy_sell_id" field 181g, it is defined whether the order is a sell order or a buy order selected in the order type selection field 404. In the "ord_rate" field 181h, an order amount input field 402 or an order amount input field 424 is entered. A price calculated based on the calculated price is defined, and an order deadline is defined in the "limit_time" field 181i. "ord_cond" field 181j defines the order type selected in order type selection field 404; The "trail_range" field 181k defines the trail width input in the trail width input fields 409b and 428, and the "through_range" field 181m defines the through price range (in this embodiment, it is set as a uniform price in advance). is defined, and whether it is a new order or a settlement order is defined in the "new_close" field 181n. Although not shown in FIG. 2, the order table 181 is also provided with fields for defining other data input to the input screen 40 . All the data input to the input screen 40 are recorded in the order table 181 by these fields. With the above procedure, the order receiving process in the first embodiment is completed.

If at least one of the buy stop order price and the sell stop order price is determined to be an inappropriate price in step S3 (“Yes” in step S3), or if the evidence If the amount of money is less than the total amount of the order ("Yes" in step S5), the order input receiving unit 12 treats the input order as an error and refuses to accept the order (step S10). In this case, no order information (described later) is generated, and character information or the like indicating that the acceptance of the order has been rejected is displayed on the display unit 22 of the client terminal 2 .

When the confirmation button 413 is clicked in this state and the data input/selected on the input screen is supplied to the financial instrument transaction management apparatus 1, the procedure from step S2 to step S10 shown in FIG. 3 is performed. . As a result, an order information group (described later) is generated.

[The principle of processing procedures for “once through” orders and “settlement trail orders”]
FIGS. 4 to 7 are conceptual diagrams schematically showing the principle of the processing procedure when a transaction is carried out in a “one-time through order” in the financial product transaction management device 1 of Embodiment 1, and FIGS. 8 to 12. 4 is a conceptual diagram schematically showing the principle of the processing procedure when a transaction is performed in the "trail settlement order" in the financial product transaction management system 1 of the first embodiment.

Here, "once through order" means that each new order is set as the "first order price" set as the standard price for executing the new order, and the market price is Refers to an order form that is set to be executed after falling (or rising) beyond the price and then matching the new order price again (hereinafter simply referred to as "once through order"; the same applies in this specification). . In addition, "settlement trail order" means that the market price is set at the "second order price" set as the standard price for executing each settlement order, and the market price is the settlement order price. The second order is set so that the second order price rises (or falls) based on the trail width information and is executed after matching the settlement order price again after rising (or falling) beyond (hereinafter simply referred to as "settlement trail order"; the same shall apply in this specification).

The principle of the processing procedure will be described below based on these figures. In addition, in the financial product transaction management device 1, the "once through order" and the "trail settlement order" can be used together, or only one of them can be used.

In the following description, the "first order" is configured as a new stop loss order, and the "second order" is configured as a settlement stop loss order. An example of the structure of "order" and "second order", and other aspects, such as "first order" and "second order", are configured as limit orders and market orders It may be one that has been

[The principle of the trading procedure in "once through order"]
After the acceptance is completed, the price information reception management unit 19 of the financial product transaction management device 1 continues to acquire information on the market price of the exchange market. For example, the market price at the time of completion of acceptance is 1 dollar = 104.00 yen, and the assumed buy rate 51 (the price set as the contract price of the new order based on the input on the input screen. ) is 103.00 yen, through price range information (price range information in the direction of high or low with respect to the scheduled execution price. The same applies in this specification. In this first embodiment, the through price range information is , is set as a preset price.) is 0.20 yen, and the assumed sell rate 52 (based on the input screen input, is set as the standard price for the execution price of the settlement order. The same applies in this specification.As will be described later, in this embodiment, even if the quoted price 61 matches the assumed sell rate 52, the settlement order will not be executed, and the quoted price 61 will match the price of the assumed sell rate 52. contract when it falls below) is set as 104.00 yen.

As shown in FIG. 4, let us consider a case where the market price 61 falls and matches the assumed buying rate 51 of 1 dollar=103.00 yen. At this stage, the order information generator 16 has not yet placed a new order.

Then, as shown in FIG. 5, when the market price 61 falls below 102.80 yen per dollar (that is, the price range between the assumed buy rate 51 and the market price 61 exceeds the through price range information (0.20 yen). (FIG. 5 shows a state in which the market price 61 has fallen to 102.70 yen per dollar.) In this case, the order information generation unit 16 determines that the market price 61 is 102.70 yen per dollar. When the price reaches 80 yen, a new stop order is placed at the same price as the assumed buy rate 51 (1 dollar = 103.00 yen).

Then, as shown in FIG. 6, the market price 61 falls below 1 dollar = 102.00 yen (FIG. 6 shows a state where the lowest price has fallen to 1 dollar = 101.50 yen). After that, when the market price 61 rises (Fig. 6 shows a state where 1 dollar = 102.00 yen), the new order price remains unchanged at 103.00 yen.

Then, as shown in FIG. 7, when the market price 61 further rises to the assumed buying rate of 1 dollar=103.00 yen, the contract information generator 14 executes the new order.

In FIGS. 4 to 7, the new order of "once through order" is set as a buy order, but it is also possible to set the new order as a sell order. In this case, the settlement order is set as a buy order.

In this way, in the "once through order", the new order is set to be executed after the market price 61 falls (or rises) beyond the assumed buy rate 51 and then matches the assumed buy rate 51 again. Therefore, it is possible to trade at a price close to the price at which a falling market turns to a rising market (or a price at which a rising market turns to a falling market), making it less likely to carry unrealized losses. can be done.

In addition, in the "once through order", even if the market price 61 drops more than the assumed buy rate 51 without providing trail width information, the assumed buy rate 51, which is the contract price of the new order, is changed in the downward direction. is not performed, it is possible to suppress the occurrence of an unrealized loss due to acquisition of a new order position. As a result, in financial product transactions performed using the financial product transaction management device 1 and the financial product transaction management system 1A, the occurrence of disadvantages due to fluctuations in the market price 61 is suppressed and an opportunity to obtain a large amount of profit is provided. can.

In FIGS. 4 to 7, the new order of "once through order" is set as a buy order, but it is also possible to set the new order as a sell order. In this case, the settlement order is set as a buy order.

[Principle of trading procedure in "settlement trail order"]
After the acceptance is completed, the price information reception management unit 19 of the financial product transaction management device 1 continues to acquire information on the market price of the exchange market. For example, as shown in FIG. 8, the market price at the time of completion of acceptance is 1 dollar=80.00 yen, the assumed buying rate 53 is 78.00 yen, the through price range information is 0.30 yen, and the trail range information is 0.00 yen. 30 yen, assumed sell rate 54 (in this embodiment, the settlement order is not executed even if the market price 62 matches the assumed sell rate 54, and when the market price 61 falls below the assumed sell rate 54 ) is set at 79.00 yen. In addition, it is assumed that the above-mentioned "once through order" is set to be used for placing and executing new orders.

As shown in FIG. 8, the market price 62, which was 1 dollar = 80.00 yen at the beginning of the reception, fell further below the price by the through price range information based on the assumed buy rate 53, and then the market price 62 When 1 dollar = 78.00 yen, which is the assumed buy rate 53 again, the new order is executed. Then, as shown in FIG. 8, it is assumed that the market price 62 further rises to reach the assumed selling rate 54 of 1 dollar=79.00 yen. At this stage, the order information generator 16 has not yet placed a settlement order.

Then, as shown in FIG. 9, when the market price 62 rises to 1 dollar = 79.30 yen or more (that is, the price range between the assumed selling rate 54 and the market price 62 exceeds the trail width information (0.30 yen). (Fig. 9 shows a state in which the market price 62 rises to 1 dollar = 79.30 yen). When the price reaches 30 yen, a settlement stop order (trail order) is placed at the same price as the assumed sell rate 54 (1 dollar = 79.00 yen).

Then, as shown in FIG. 10, the market price 62 rises to 1 dollar=79.60 yen or more (FIG. 10 shows the state where the market price 62 rises to 1 dollar=79.60 yen. ), the contract information generator 14 increases the estimated sell rate 54 of the settlement order from 79.00 yen to 79.30 yen based on the trail width information.

Then, as shown in FIG. 11, the market price 62 further rises to 1 dollar = 79.90 yen or more (in FIG. 11, the market price 62 rises to 1 dollar = 79.90 yen). ), and the contract information generator 14 increases the estimated sell rate 54 of the settlement order from 79.30 yen to 79.60 yen based on the trail width information.

Then, as shown in FIG. 12, the market price 62 is higher than the assumed selling rate 54 (1 dollar = 79.90 yen) from the state shown in FIG. Consider the case where the market price 62 rises to 1 dollar = 80.00 yen and then falls after falling below the trail width (0.30 yen). .) In this case, no further changes to the assumed sell rate 54 are made.

Here, even if the market price 62 further drops and reaches the assumed selling rate 54 of 1 dollar=79.60 yen, the order information generator 16 does not execute the settlement order. As a result, when the market price 62 further rises, the possibility of further increasing the profit margin (that is, changing the assumed selling rate 54, which is the contract price of the settlement order, to the higher side) can be left open. be possible.

Then, as shown in FIG. 12, when the market price 62 becomes less than 1 dollar=79.60 yen, which is the assumed selling rate 54, the contract information generator 14 causes the settlement order to be contracted.

In FIGS. 8 to 12, the settlement order of the "settlement trail order" is set as a sell order, but it is also possible to set the settlement order as a buy order. In this case, the new order is set as a sell order.

Thus, in the "settlement trail order", the settlement order is set to be executed after the market price 62 rises (or falls) beyond the assumed sell rate 54 and reaches the assumed sell rate 54 again. Therefore, it is possible to trade at a price close to the price at which a rising market turns to a falling market, or the price at which a falling market turns to a rising market, and it is possible to make a large profit from trading. . In addition, when the price range between the market price 62 and the estimated selling rate 54, which is the standard price for settlement after the order is placed, exceeds a predetermined trail width, the market price 62 is set based on the trail information. Since it is set to move in the upward direction (or the downward direction), it is possible to secure a large profit when the market price fluctuates greatly. As a result, many profit opportunities can be provided in financial product transactions using a computer system.

In addition, in the "settlement trail order", when the market price 62 and the assumed selling rate 54 match, the settlement order may be contracted.

[Shift function]
In the financial instrument transaction management device 1 or the financial instrument transaction management system 1A, it is also possible to carry out a transaction using the processing by the "shift function" together after contracting the already placed new order and settlement order. Orders by this "shift function" are based on the above-mentioned "once through orders", "settlement trail orders", and various if-done orders (for example, "repeat if-done orders" and "trap-repeat if-done orders" described later). , After a new order and a settlement order have been executed at least once each, when a new order or a settlement order is placed, the price or price range is shifted to a price or price range different from the price or price range of the previously placed order. This is an order form in which a new order is placed in a state where the order has been placed. Details of this "shift function" will be described later.

[Specific processing procedures for “once through orders” and “settlement trail orders”]
13 to 22 are diagrams showing specific processing procedures for "once through" orders and "settlement trails" in the financial product transaction management system 1A of the first embodiment. Specific processing procedures will be described below based on these.

This processing procedure shows a state in which the "once through order" and "settlement trail order" are combined with the "repeat if done order". This "repeat if done order" means that after a new order and a settlement order for this new order have been executed, the holding of the position by the new new order and the settlement of this position by the settlement order are repeated. It is an order form to be made.

After the process of step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. FIG. 13 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. In the input screen 40 of the same figure, trap repeat if done orders (for one financial product, multiple new orders as "first orders", multiple settlement orders as "second orders", and new orders for each Place orders so that each settlement order has an even price range, one new order has a position, and for the new order with that position, if one settlement order is executed, it will be the same as that new order An order form in which a new order with a new price and a new settlement order with the same price as the settlement order are repeatedly generated (hereinafter the same in this specification). It is shown.

The input screen 40 shown in FIG. 13 includes a desired trading currency pair selection button 401 for displaying currency pairs that can be traded, an order amount input field 402 for inputting the order amount of the financial product for each order, and a new order to be placed. A starting price input field 403 for inputting a reference price (an order price that serves as a reference for placing orders for each order information), an order type selection field 404 for inputting the type of order to be placed, a trap (constituting multiple orders, It has a trap quantity input field 405 for inputting the number of individual orders (the same applies in this specification), and a trap price range input field 406 for inputting the price range between multiple new orders and between multiple settlement orders. .

The input screen 40 also includes a profit amount input field 407 for inputting the profit amount to be obtained when one new order and one settlement order are executed, and a once input field 407 for selecting whether or not to execute a "temporarily through order". A through selection field 408, a settlement trail selection field 409a for selecting whether or not to place a "settlement trail order," an interval and/or fluctuation of the market price at which the second order price fluctuates when placing a settlement trail order. "Trail width" as the fluctuation range of the second order price for each time (in this embodiment, the interval of the market price at which the second order price fluctuates, and A trail width input field 409b is provided for inputting a "trail width" as a width (the same shall apply hereinafter in this specification).

The input screen 40 also has a shift function selection field 410 for selecting the execution of processing by the "shift function", and when the market price falls or rises to a predetermined price, the stop loss order is executed to continue. Select whether or not to set a stop loss price (hereinafter simply referred to as "stop loss price"), which is the price at which the process of canceling subsequent transactions and subsequent transactions (hereinafter simply referred to as "stop loss processing") will be performed a stop loss selection field 411a to enter a stop loss price, a stop loss price input field 411b to enter a stop loss price, a delete button 412 to delete the display of the input screen 40 from the display unit 22 and stop the input process, each input field and selection field 401 A confirmation button 413 is provided to cause the order input reception unit 12 to confirm the data input/selected in steps 1 to 412 .

In FIG. 13, "US dollar/Japanese yen (buy and sell US dollars in Japanese yen)" is selected with the desired trading currency pair selection button 401, and "100,000 dollars" is entered in the order amount input field 402. "100.50 yen" is entered in the starting price input field, "Limit order with the first order being a new buy" is selected in the order type selection field 404, and "1" is input in the trap number input field 405. , "50000 yen" is entered in the profit amount input field 407, "0.20 yen" is entered in the trap price range input field 406, and the through selection field 408 and the settlement trail selection field 409a are once selected (the check mark is input state), "0.20" yen is selected in the trail width input field 409b, the shift function selection field 410 is unselected, and the stop loss selection field 411a is selected, and the stop loss price is input. A state in which "98.00" yen is entered in column 411b is shown.

Note that the input screen 40 does not include some or all of the through selection field 408, the settlement trail selection field 409a, the trail width input field 409b, the stop loss selection field 411a, and the stop loss price input field 411b. may

That is, the financial instruments transaction management device 1 may be configured so that one of the functions of the "once through order" and "settlement trail order" is not provided. One or both of them may be configured to be automatically set for all orders input from the input screen 40 and placed. Also, the input screen 40 has only the settlement trail selection field 409a and does not have the trail width input field 409b, and the settlement trail price of the "settlement trail order" is uniformly set at a predetermined specific price. may be Alternatively, the input screen 40 may be configured such that only the stop loss selection field 411a is provided and the stop loss price input field 411b is not present, and the "stop loss price" is not displayed. It may be a configuration that is uniformly set at a specific price.

Furthermore, the input screen 40 may be set such that the shift function selection column 410 does not exist, and transactions using the "shift function" are not performed. In addition to the shift function selection column 410, the input screen 40 also has a shift width input column (not shown), which allows the customer to freely input and set the shift width. Alternatively, the shift width may be uniformly set at a predetermined specific price as in the first embodiment.

Furthermore, in the first embodiment, the price entered in the trail width input field 409b is the price difference between the price of the settlement order (settlement price) and the market price, which is the basis for executing the trail, (For example, the trail of the settlement order is performed based on the order information generated with "0.20 yen" entered in the trail range input field 409b. In this case, every time the market price fluctuates by 0.20 yen, the settlement price is changed upward (or downward) by 0.20 yen.) to simplify and simplify the input process. However, not limited to this, on the input screen 40, information on the price difference between the price of the settlement order and the market price for trailing, and information on the price range that changes the settlement order, are separately input and entered separately. It may be configured to be set as a value.

In addition, in the first embodiment, the input screen 40 is provided with a starting price input field 403 and a profit amount input field 407, and the order information generator 16 generates a settlement order based on the numerical values input in these input fields 403. It is configured to calculate order price information (that is, settlement price) of information (described later). However, instead of this, a configuration such as a "settlement price input field" for inputting the numerical value of the settlement price may be provided on the input screen 40, or input by the profit amount input field 407 and input of the settlement price. It is also possible to adopt a configuration in which the customer can select the input according to the configuration to be performed. Also, instead of inputting the profit amount, it may be possible to input a price difference (for example, information such as "○○ yen" or "○○ points"), or input any other profit margin information. It may be a configuration.

When the confirmation button 413 is clicked in a state in which various input fields and selection fields 401 to 411b of the input screen 40 shown in FIG. Generate order information by performing calculations based on numerical values based on Then, an order information group is generated from a plurality of pieces of order information. This order information group refers to multiple order information that has a specific relationship (for example, a series of orders placed at the same time, a new order and the settlement order or stop loss order corresponding to this new order, etc.) It is a set of information, or a set of data that generates that information.

FIG. 14 is a diagram schematically showing an order information group generated by the order information generation unit 16 and recorded in the order table 181. As shown in FIG. The table shown in FIG. 1 is also image-displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

As shown in FIG. 14, the order information group 1810A includes new order information 18101 as "first order order information" for placing a stop loss order at the first price, and "second order information" for placing a stop loss order at the second price. Settlement order information 18102 as "first settlement order information" forming "second order order information", and stop as "second settlement order information" forming "second order order information" It consists of loss order information 18103 . Here, "first order information" is order information with high priority in the order of execution, and "second order information" is order information with low priority in order of execution. .

As shown in FIG. 14, new order information 18101, settlement order information 18102, and stop loss order information 18103 include order information 181A as a serial order number, a customer number 181B uniquely attached to each customer, and a trading target. Currency pair information 181C for identifying a combination of currencies (mainly a combination of Japanese yen and a foreign currency), position as a foreign currency position in one order (hereinafter simply referred to as "position", same in this specification) Order amount information 181D as price information, order time information 181E as information on the time when the order was placed, and trading direction information 181F as flag information identifying whether the order is a "sell order" or a "buy order". , order price information 181G as "contract price information", order expiration date information 181H as information indicating the expiration date of each order information 1811 to 1816, for example, "market order", "if no order", etc. Order type information 181J, through price range information 181K, trail range information 181L as flag information to be executed, and flag information that identifies whether each order information is a "new order", a "settlement order", or a "limit order". has new/settlement information 181M as Although not shown in FIG. 14, each of the order information 18101 to 18103 includes, in addition to these, valid order information as order information of a stop loss order (or limit order) that has already been placed, or a stop loss order (or Valid/invalid information, which is flag information for identifying invalid order information as order information for a limit order), and whether each of the order information 18101 to 18103 is first-order order information or second-order order information Attribute information includes rank information as flag information for identifying order information, and contract presence/absence information as flag information for identifying “yes” and “no” of contracts for each order information. These attribute information are based on the information input from the input screen 40, and are recorded in the order table 181 based on the field definition described above.

As shown in FIG. 14, each order information 18101 to 18103 is provided with contract price information as order amount information 181D. As will be described later, the execution price specified in the order amount information 181D is adjusted according to fluctuations in the market price according to the trail width information 181L, trail start price information (not shown), and stop loss width information (not shown). fluctuate.

As shown in FIG. 14, the order price information 181G of the new order information 18101 (that is, new order price) is set based on the numerical value entered in the start price input field 403, and the order price information 181G of the stop loss order information 18103 (that is, stop loss price) is set based on the numerical value entered in the stop loss price input field 411b. In addition, the order price information 181G (that is, the settlement order price) of the settlement order information 18102 consists of the numerical value (100.50 yen) input in the starting price input field 403 and the numerical value (50000 yen) input in the profit amount input field 407. ) divided by the numerical value (100,000) entered in the order amount input field 402 (0.5 yen) is added (101.00 yen).

As shown in FIG. 14, in the first embodiment, through price range information 181K of new order information 18101 and settlement order information 18102 is fixed as specific price difference information set in advance. Specifically, the through price range information is set as "20 (indicating 1 dollar = 0.20 yen)". This numerical value is price information for setting the price difference between the order price information 181G of the new order information and settlement order information and the "order trigger" serving as the trigger price for placing the new order and settlement order. In the first embodiment, the through price range information 181K is automatically set to a specific value (that is, 1 dollar = 0.20 yen) by the order information generator 16 . However, an input field for inputting through price range information may be provided on the input screen 40 so that the customer can freely set the through price range information 181K. The trail width information 181L of the settlement order information 18102 is set as “20 (indicating 1 dollar = 0.20 yen)” which is the numerical value input in the trail width input field 409b of the input screen 40 . However, the trail width input field 409b may not be provided on the input screen 40, and the order information generation unit 16 may automatically set the trail width of a specific value.

In the first embodiment, the order information generator 16 combines the trail width information 181L of the settlement order information 18102 with trigger information for trailing and the price fluctuation range of the order price information 181G for each trail. (For example, if the trail width information 181L is set to "20", the order price information 181G is also changed to 1 dollar each time the market price rises (or falls) by 0.20 yen per dollar. increase (or decrease) by 0.20 yen). However, depending on the configuration of the input screen 40, the trigger information for trailing and the price fluctuation range information for each trail may be set separately. It may be configured to automatically set. In addition, the order information generation unit 16 may be configured to set the price difference between the market price at the time of generation of the settlement order information 18102 and the order price information 181G as the trail width information 181L. The order price information 181G may be increased (or decreased) while maintaining the price difference between the market price at the time of generation of the settlement order information 18102 and the order price information 181G.

Although not shown in FIG. 14, in the valid/invalid information (not shown), all the order information 18101 to 18103 are initially invalid as an unordered state (hereinafter simply referred to as "invalid"). ) is defined as invalid order information.

All order information 18101 to 18103 are placed and executed as stop loss orders. For that purpose, all the order information 18101 to 18103 have limit order identification information for identifying (forward) limit orders and stop orders. It may have a configuration defined as information. By having such limit order identification information, it becomes possible to apply "once through orders" and "settlement trail orders" to various order forms.

Assume that the market price 63 is 1 dollar = 101.00 yen as shown in FIG. 15 when the acceptance of the order is completed. As shown in FIG. 16, the market price 63 further drops below 1 dollar = 100.50 yen, and 1 dollar = 100.30 yen (that is, 1 dollar entered in the start price input field 403 = 100.50 yen to (1 dollar =) set in the through price range information 181K minus 0.20 yen), this reaching becomes the order trigger BT1, and based on the new order information 18101, 1 dollar = A new order B1 (new stop loss order) of 100.50 yen is placed (in the figure, the arrow indicates a state in which another specified price order has been placed due to the placement trigger of one specified price. The following conceptual diagram The same applies to ).

Then, as shown in FIG. 17, when the market price 63 turns from a decrease to an increase and reaches 100.50 yen per dollar again, the new order B1 is executed. The contract information generation unit 14 performs processing for making the new order information 18101 contracted. Specifically, for example, the contract information generation unit 14 rewrites attribute information (not shown) that sets contracted/not contracted/cancelled, which is included in the new order information 18101, to the status of “contracted”, Rewrite the information table 182 . As a result, the new order is processed as a contract.

Next, as shown in FIG. 18, the market price 63 further rises to exceed 101.00 yen per dollar and 101.20 yen per dollar (that is, the order price information 181G of the settlement order information 18102 ( When reaching (1 dollar =) 101.00 yen plus (1 dollar =) 0.20 yen set in the through price range information 181K), this arrival becomes the order trigger ST1, and based on the settlement order information 18102 Then, a settlement order S1 (settlement stop loss order) of 1 dollar = 101.00 yen is placed.

After that, as shown in FIG. 19, when the market price 63 rises further, every time 1 dollar=0.20 yen (that is, the price set in the trail width information 181L of the settlement order information 18102) rises, =) The arrival of the price for each 0.20 yen serves as an order trigger ST1 for the trail, and the settlement order price set in the order price information 181G increases by 0.20 yen per dollar.

In FIG. 19, after the market price 63 is 1 dollar = 101.20 yen and a settlement order is placed for 1 dollar = 100.00 yen, this arrival occurs when the market price 63 reaches 1 dollar = 101.40 yen. When the market price 63 reaches 1 dollar = 101.60 yen, this triggers the trailing order and the settlement order price rises to 1 dollar = 101.20 yen. rises to 1 dollar = 101.40 yen … As a result of repeating this process, the market price 63 reaches 1 dollar = 102.40 yen, and this arrival triggers the trailing order and the settlement order price has risen to 1 dollar = 102.20 yen.

After this state, as shown in FIG. 20, the market price 63 turns from rising to falling, and when the market price 63 becomes less than 100.40 yen per dollar = 100.40 yen, the contract information generation unit 14 generates settlement order information 18102 performs processing for contracting the settlement order. Specifically, for example, the contract information generation unit 14 rewrites attribute information (not shown) that sets contracted/uncontracted/cancelled contained in the settlement order information 18102 to a state of “contracted”, and rewrites the customer account information. Rewrite the table 182 . As a result, the settlement order is processed as a contract. 19 and 20 show a state in which the market price 63 rises to 102.40 yen per dollar and then falls. Well, in that case, the price contracted by the settlement order may also be different from the state shown in FIG. For example, when the market price turns from rising to 102.30 yen per dollar and then falls to less than 102.20 yen per dollar, the contract information generation unit 14 generates a settlement order for the settlement order information 18102. Perform processing to make a contract.

When the new order and settlement order are contracted respectively, the stop loss order information 18103 of the order information group 1810A is canceled. Specifically, for example, the execution information generation unit 14 rewrites the attribute information (not shown) that sets execution/non-execution/cancellation included in the stop loss order information 18103 to the state of "cancel". This is treated as if the stop loss has been canceled. In addition, after the new order is executed, the market price 63 does not rise to the price triggering the settlement order (in this case, 1 dollar = 101.20 yen) and is the order price information 181G of the stop loss order information 18103. If the price drops to 100.00 yen per dollar, the settlement order will be canceled, and subsequent transactions (that is, financial product transactions according to order information group 1810A) will also be cancelled. However, the transaction can be continued without this cancellation.

As shown in FIG. 20, when a new order and a settlement order are executed respectively, the execution information generation unit 14 deletes the order information group 1810A including the executed new order information 18101 and the settlement order information 18102 from the order table 181, and The information generator 16 generates a new order information group 1810A. The newly generated order information group 1810A is also generated in the same state as the original order information group 1810A shown in FIG.

Based on this newly generated order information group 1810A, trading of financial products continues and similar trading is repeated. That is, as shown in FIG. 21, when the market price 63 of the financial product falls again and reaches 1 dollar=100.30 yen again, this arrival serves as an order trigger BT1, and the order information generating unit 16 returns to 1 dollar. = A new order B1 of 100.50 yen is placed again. After that, when the market price 63 turns from a decrease to an increase again, the execution information generation unit 14 executes the new order B1. becomes an order trigger ST1, and the order information generation unit 16 places a settlement order S1 for 1 dollar=101.00 yen. After that, when the market price 63 rises by (1 dollar =) 0.20 yen or more, the settlement order trail (that is, the order price information 181G of the settlement order information 18102 is changed) is executed every (1 dollar =) 0.20 yen. In addition, when the market price 63 turns from rising to falling and becomes less than the settlement order price, the contract information generation unit 14 executes processing for contracting the settlement order and processing for canceling the stop loss order. After that, such transactions are repeated.

FIG. 22 shows a state in which the placement and execution of a new order and the placement, trail, and execution of a settlement order are repeated three times as the market price 63 fluctuates. In this way, in this embodiment, it is possible to alternately perform processing based on the “once through order” and processing based on the “trail settlement order” repeatedly.

As described above, in the first embodiment, the new order information 18101 indicates that after the market price 63 falls or rises beyond the price set in the order price information 181G, it reaches the price set in the order price information 181G again. The settlement order information 18102 is set to the order price information 181G again after the market price 63 rises or falls beyond the price set in the order price information 181G. Since it is set to be executed after reaching the price, there is a high possibility of trading at a price close to the price at which a falling market turns to a rising market, or at a price close to the price at which a rising market turns to a falling market. can be obtained. In addition, since the settlement order information 18102 is set so as to move in the upward direction or the downward direction based on the trail width information, it is possible to secure a large profit when the market price fluctuates greatly. Further, by providing the trail width information 181L only in the settlement order information 18102, it is possible to suppress the occurrence of an unrealized loss due to acquisition of a new order position by the new order information 18101. As a result, in trading of financial products using a computer system, it is possible to suppress the occurrence of disadvantages due to market price fluctuations and to provide opportunities to obtain many profits.

In this Embodiment 1, when the price range between the market price 63 of the financial product and the price set in the order price information 181G of the new order information 18101 is greater than or equal to the through price range set by the through price range information 181K, an order is placed. After the rising market turns into a falling market, or after a falling market turns into a rising market, it is possible to make a transaction that will surely execute the ordered order, and an opportunity to obtain a lot of profits. can be provided appropriately.

In the first embodiment, the through price range information 181K is fixed as specific price difference information set in advance, so that order input can be easily performed.

In this first embodiment, after the price rises or falls beyond the price set in the order price information 181G of the settlement order information 18102, the price falls or rises beyond the price set in the order price information 181G. Since the position is set to be settled at the same time, even after the market price matches the price set in the order price information 181G of the settlement order information 18102, the transaction of the financial product based on the settlement order information 18102 is continued. , it is possible to hold the possibility of increasing the amount of profit from the transaction. This can increase your chances of getting a lot of profit.

In this first embodiment, after the new order based on the new order information 18101 and the settlement order based on the settlement order information 18102 are executed, the new order and the settlement order are placed again, and based on the simple order placement process , can provide continuous trading opportunities and opportunities to earn a lot of profits.

In Embodiment 1, orders can be contracted based on the generated new order information 18101 and settlement order information 18102, and financial product transactions can be reliably carried out.

In the first embodiment, the new order information 18101 is set as a new buy order and the settlement order information is set as a sell settlement order. Order information can also be set as a buy settlement order (the same applies to all embodiments below).

[Embodiment 2 of the invention]
23 to 33 show Embodiment 2 of the present invention.

In the financial product transaction management system of the second embodiment, a state is shown in which the "once through order" and the "settlement trail order" are combined with the "trap repeat if done order". This "trap repeat if done order" is set so that multiple first orders and multiple second orders of the same financial product placed at different prices are repeatedly placed and placed. say an order.

The configuration and specific processing contents in the second embodiment are shown below. Here, the explanation will be based on a configuration in which the "first order" is placed as a new order of the if-done order, and the "second order" is placed as the settlement order of the if-done order.

The system configuration of this second embodiment is the same as that of the first embodiment. After the process of step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. FIG. 23 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 differs greatly from the input screen 40 according to the first embodiment of the invention shown in FIG. Another difference from the first embodiment is that "100000" is entered in the profit amount entry field 407 .

When confirmation button 413 is clicked in the state shown in FIG. 23, order information generation unit 16 generates order information group 1810B shown in FIG.

FIG. 24 is a diagram schematically showing an order information group generated by the order information generation unit 16 and recorded in the order table 181. As shown in FIG. The table shown in FIG. 1 is also image-displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

This order information group 1810B is generated with new order information and settlement order information for the number of traps input in the trap number input field 405 (that is, for five traps). That is, the order information group 1810B has five new order information 18111, 18112, 18113, 18114, 18115, five settlement order information 18116, 18117, 18118, 18119, 18120, and one stop loss order information 18121. .

The structure of each new order information 18111, 18112, 18113, 18114, 18115 is the same as that of the new order information 18101 of the first embodiment. The configuration of each settlement order information 18116, 18117, 18118, 18119, 18120 is the same as the settlement order information 18102 of the first embodiment. The configuration of the stop loss order information 18121 is the same as the stop loss order information 18103 of the first embodiment.

As shown in FIG. 24, the order information generation unit 16, based on the input information on the input screen 40 shown in FIG. This price is set in the order price information 181G of the new order information 18111 as a reference price. Then, the new order information 18112, 18113 is changed so that the price range of the new order information 18112, 18113, 18114, 18115 is 0.20 yen, which is the value entered in the trap price range input field 406. , 18114, 18115. That is, as shown in FIG. 24, the order price information 181G of the new order information 18111, 18112, 18113, 18114, and 18115 are (1 dollar =) 100.00 yen, 99.80 yen, 99.60 yen, respectively. It is set at 99.40 yen and 99.20 yen.

In addition, the order information generating unit 16 determines that the profit amount when the corresponding new order and settlement order (for example, new order information 18111 and settlement order information 18116) are executed is the amount entered in the profit amount input field 407 (100000 yen). ), the order amount of each of the settlement order information 18116, 18117, 18118, 18119, and 18120 is set. That is, the value (100,000 yen) entered in the profit amount input field 407 divided by the value (100,000) entered in the order amount input field 402 (1 dollar =) 1.00 yen corresponds to Set the order amount of each settlement order information 18116, 18117, 18118, 18119, 18120 so as to be the price difference between the new order and the settlement order. That is, as shown in FIG. 24, the order price information 181G of the settlement order information 18116, 18117, 18118, 18119, and 18120 is (1 dollar =) 101.00 yen, 100.80 yen, 100.60 yen, 100.00 yen, and 100.00 yen. It is set as 40 yen, 100.20 yen, and the setting. Other configurations are the same as those of the first embodiment of the invention.

In the second embodiment, the mode of placement and execution of new orders and settlement orders associated with market price fluctuations is the same as the new orders and settlement orders in the first embodiment of the invention. Specifically, first, assume that the market price 64 is 1 dollar = 100.20 yen (the black circle on the left side of the figure) as shown in FIG. 25 when the acceptance of the order is completed. After that, as shown in FIG. 26, when the market price 64 gradually falls from 1 dollar = 100.20 yen, when the market price 64 reaches 1 dollar = 98.80 yen, the order trigger BT1 (new A new order B1 (based on the order information 18111) is placed, and when the market price 64 becomes 1 dollar = 98.60 yen, a new order B2 (based on the new order information 18112) is placed by the order trigger BT2, and so on. Then, as the market price 64 falls, new orders B1, B2, B3, B4 and B5 are placed (based on the new order information 18111, 18112, 18113, 18114 and 18115). FIG. 26 shows a state in which the market price 64 has fallen to 98.70 yen per dollar. There is also For example, in FIG. 26, if the market price falls to 1 dollar = 99.10 yen and then rises, the market price 64 does not reach the order trigger BT5 (based on the new order information 18115). The new order B5 remains unplaced (in this case, only 4 new orders are placed, so the number of combinations of transactions of new orders and settlement orders is 4 or less).

After that, as shown in FIG. 27, when the market price 64 rises to 1 dollar = 100.20 yen, 100.40 yen, . will be contracted in order.

After that, as shown in FIG. 28, when the market price 64 further rises to exceed 100.20 yen to 1 dollar and reaches 101.40 yen to 1 dollar, this arrival becomes an order trigger ST5, and settlement order information Based on 18120, settlement order S5 (settlement stop loss order) of 1 dollar = 100.20 yen is placed.

After that, as shown in FIG. 29, when the market price 64 rises further, every time the market price 64 rises by 0.20 yen to 1 dollar, the arrival of the price of 0.20 yen to 1 dollar becomes the trail order trigger ST5. Then, a trail is performed, and the settlement order price set in the order price information 181G increases by 1 dollar = 0.20 yen. In FIG. 29, the market price 64 rises to 1 dollar = 100.70 yen, a settlement order S4 of 1 dollar = 100.40 yen (based on settlement order information 10119) is placed, and (settlement order information 10120 (based on order price information 181G), and the settlement price (based on order price information 181G) rises to 1 dollar = 100.40 yen.

After that, as shown in FIG. 30, when the market price 64 turns from rising to falling and becomes less than 100.60 yen per dollar, the contract information generator 14 performs processing for contracting settlement orders S4 and S5. As a result, if-done orders are established by new orders B4 and B5 (based on new order information 18114 and 18115) and settlement orders S4 and S5 (based on settlement order information 18119 and 18120) respectively. As a result, the order information generating unit 16 generates new new orders B4 and B5 and original settlement orders S4 and S5 that are the same as the original new orders B4 and B5 and the original settlement orders S4 and S5. FIG. 30 shows new orders B4 and B5 that are newly generated and scheduled to be placed. Based on the newly generated new orders B4, B5 and settlement orders S4, S5, the same orders and executions as the original new orders B4, B5 and settlement orders S4, S5 are repeated.

After the state shown in FIG. 30, as shown in FIG. 31, when the market price 64 starts to rise again from the decline and then rises, settlement orders S3, S2 and S1 are sequentially ordered based on order triggers ST3, ST2 and ST1. Also, every time the market price 64 rises by 0.20 yen per dollar, the order price of the settlement order S3 and the settlement order S2 (based on the order price information 181G) rises. FIG. 31 shows a state where the market price 64 rises to 1 dollar = 101.20 yen, and the order prices of the settlement orders S1, S2, and S3 all become 1 dollar = 101.00 yen.

After the state shown in FIG. 31, when the market price 64 further rises as shown in FIG. 32, the order prices of the settlement orders S1, S2, and S3 also rise by 0.20 yen at a rate of 1 dollar. . Then, as shown in FIG. 33, when the market price 64 turns from rising to falling and falls below the order prices of settlement orders S1, S2, and S3 (in FIG. 33, 1 dollar = 102.40 yen), the execution information generation unit 14 executes settlement orders S1, S2 and S3. As a result, if-done orders by new orders B1, B2, B3 (based on new order information 18111, 18112, 18113) and settlement orders S1, S2, S3 (based on settlement order information 18116, 18117, 18118) are established respectively. do. After that, the order information generation unit 16 generates new new orders B1, B2, and B3 that are the same as the original new orders B1, B2, and B3, and new settlement orders S1, S2 that are the same as the original settlement orders S1, S2, and S3. , S3 are newly generated, and based on the newly generated new orders B1, B2, B3 and settlement orders S1, S2, S3, the original new orders B1, B2, B3 and settlement orders S1, S2, S3 and Similar orders and contracts are repeated.

In this second embodiment, a plurality of new orders based on a plurality of new order information 18111, 18112, 18113, 18114 and 18115 and a plurality of settlement orders based on a plurality of settlement order information 18116, 18117, 18118, 18119 and 18120 By placing orders at different prices, it is possible to distribute orders to multiple prices. It is possible to reduce the risk of occurrence.

In addition, in this second embodiment, a plurality of first orders (for example, new orders for if done orders) and a plurality of second orders (for example, settlement orders for if done orders) are placed and executed only once each (hereinafter referred to as " (referred to as “trap trade orders”). In this case, it is desirable that the input screen 40 is configured to allow selection of "trap trade order" and "trap repeat if done order". In addition, this "trap trade order" can be structured such that multiple first order executions are executed with one second order execution, or if one first order execution It is also possible to have a configuration in which if-done orders are executed by executing a plurality of second orders.

[Embodiment 3 of the invention]
34 and 35 show Embodiment 3 of the present invention.

In the financial product transaction management system according to the third embodiment, "once through orders" and "settlement trail orders" are combined with "Rakutora" orders, and the "shift function" is performed. This order by "Rakutora" means setting a maximum price and a minimum price based on the customer's input, etc., and between this maximum price and the minimum price, multiple first orders and / or multiple second orders Refers to an order form that sets two orders.

The configuration and specific processing contents in the third embodiment will be described below. Here, the "first order" is placed as a new order of the if done order, the "second order" is placed as a settlement order of the if done order, and the transaction is made as a "trap repeat if done order" similar to the second embodiment, and further A description will be given based on the configuration for performing the "shift function".

The system configuration of the third embodiment is the same as those of the first and second embodiments. After the process of step S1 shown in FIG. 3, an input screen is displayed on the display unit 22 of the client terminal 2. FIG. FIG. 34 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 replaces the order amount input field 402, the starting price input field 403, and the trap price range input field 406 of the input screen 40 according to the first embodiment shown in FIG. A lower limit price entry field 422 is provided. Trap number input field 423, order amount input field 424, profit amount input field 425, once through selection field 426, settlement trail selection field 427, trail width input field 428, shift function selection field 429, stop loss selection field 430, stop loss The price input field 431, the delete button 412, and the confirm button 413 are similar to the trap number input field 405, the order amount input field 402, the profit amount input field 407, the once through selection field 408, the settlement trail selection field 409a, and the trail It has the same configuration as the width input field 409b, the shift function selection field 410, the stop loss selection field 411a, the stop loss price input field 411b, the delete button 412, and the confirmation button 413. In the third embodiment, (1 dollar =) 100.00 yen is entered in the upper limit price input field 421 and (1 dollar =) 99.20 yen is entered in the lower limit price input field 422 . The value entered in the upper price limit entry field 421 forms "price ceiling information" and the value entered in the price floor entry field 422 forms "price floor information".

When confirmation button 413 is clicked in the state shown in FIG. 34, order information generation unit 16 generates order information group 1810B that is the same as order information group 1810B of Embodiment 2 (see FIG. 24). That is, the order information generation unit 16, based on the input information on the input screen 40 shown in FIG. The price entered in 422, (1 dollar =) 99.20 yen is subtracted, (100.00 - 99.20 =) 0.80 yen, 1 from the number of traps (5) 0.20 yen, which is the value divided by the subtracted value (4), is set as the price range between new orders and settlement orders. In addition, the order information generation unit 16 divides the numerical value (100,000 yen) input in the profit amount input field 407 by the numerical value (100,000) input in the order amount input field 402 (1.0 yen), Set as the price difference between each new order and each corresponding closing order.

In the third embodiment, the same processing as the processing shown in FIGS. 25 to 33 is performed, and the same transactions as in the second embodiment are performed with a plurality of new orders and a plurality of settlement orders.

Now, the shift function will be described.

For example, in this third embodiment, the same state as in FIG. 33 of the second embodiment, that is, new orders B1, B2, B3, B4, and B5 and settlement orders S1, S2, S3, S4, and S5 are executed think about the state. At this time, when the order information group 1810B is generated with the shift function selection column 429 checked on the input screen 40 as shown in FIG. Transactions of new orders B1, B2, B3, B4, and B5 and settlement orders S1, S2, S3, S4, and S5 of the order information group 1810B based on 1 dollar = 102.40 yen, which is the contracted price of S2 and S3 shift the price.

Specifically, for example, as shown in FIG. . Consider the case where the market price 64 when is contracted is 1 dollar = 102.40 yen shown at point P2. At this time, the order information generation unit 16 shifts the order price information 181G of the new order information 18111 to 18115 and the settlement order information 18116 to 18120 in a state where the market price and each order have the same vertical relationship and price difference. Let For example, the new order B5 shown in FIG. (1 dollar =) 102.10 yen, which is 0.30 yen lower than the market price (1 dollar =) 102.40 yen shown at point P2 after the shift. Shift to circle. The order price information 181G of the newly generated new order information 18115 is also set to (1 dollar =) 102.10 yen. Other new orders B1, B2, B3 and B4 and settlement orders S1, S2, S3, S4 and S5 are also processed in the same manner.

In this way, the new new orders B1, B2, B3, B4, B5 and the new settlement orders S1, S2, S3, S4, S5 generated using the shift function are the original new orders B1, B2, B3, B4, B5 and the original settlement orders S1, S2, S3, S4, S5, the price range between the new orders B1, B2, B3, B4, B5 and the original settlement orders S1, S2, S3, S4, S5 , while maintaining the price difference between a specific new order (eg, B1) and a corresponding specific settlement order (eg, S1). In FIG. 35, the original price range Q1 between the upper limit price and the lower limit price of the new order is the market price when the new order information 18111 to 18115 and the settlement order information 18116 to 18120 (see FIG. 24) are generated. It shows the state of shifting to the new price range Q2 while maintaining the relationship with 64.

In this way, new new order information 18111, 18112, 18113, 18114, 18115 and new payment order information 18116, 18117, 18118, 18119, 18120 for which new order price information 181G is set by the shift function are generated. A new order information group 1810B is generated containing Then, each of the order information 18111 to 18121 forming the original order information group 1810B is canceled.

As a result, the newly generated order information group 1810B has the order price information 181G of the new order information 18111, 18112, 18113, 18114, and 18115 (1 dollar =) 102.90 yen, 102.70 yen, 102.70 yen, respectively. 50 yen, 102.30 yen, and 102.10 yen, and the order price information 181G of the settlement order information 18116, 18117, 18118, 18119, and 18120 is (1 dollar =) 103.90 yen, 102.70 yen, 102.70 yen, respectively. It becomes 50 yen, 102.30 yen, and 102.10 yen.

Processing by the shift function may be performed by any method other than the above-described processing procedure. For example, in the state shown in FIG. 35, new new order information (or new settlement order information, or Information on both of them) may be configured to set the order price information 181G. Specifically, when new new order information is set around 1 dollar = 102.40 yen, new order information 18111, 18112, 18113, 18114, The order price information for each of 18115 is (1 dollar =) 102.80 yen, 102.60 yen, 102.40 yen, 102.20 yen, and 102.00 yen.

By trading with this "shift function", it is possible to continuously trade with new new orders and new settlement orders based on the market price 62 when the settlement orders are executed. This can provide the potential to repeatedly place orders that reflect the quoted price 64 and earn many profits.

It should be noted that the "shift function" described above can also be applied to the configurations of the first embodiment and the second embodiment of the invention.

As described above, in the third embodiment, a plurality of new order information 18111, 18112, 18113, 18114 are set to different prices between the inputted upper limit price information and lower limit price information. , 18115, and a plurality of settlement order information 18116, 18117, 18118, 18119, 18120 each having a different order price information 181G are generated. The information allows the customer to specify the price range in which he wishes to trade, and to perform multiple first and second orders within this price range. As a result, the process of placing a plurality of new orders and settlement orders at a plurality of prices can be easily performed, and the orders can be reliably placed.

In the third embodiment, the input screen 40 is configured such that the upper limit price is entered in the upper limit price input column 421 and the lower limit price is entered in the lower limit price input column 422 by numerical values. However, the present invention is not limited to this. For example, in a tablet or the like in which the display unit 22 is formed by a touch-sensing touch panel, the customer can set the upper limit price and the lower limit price by touching the screen with a finger or a touch pen.

As described above, in each of the above-described embodiments, in financial product transactions using a computer system, the occurrence of disadvantages due to fluctuations in the market prices 61, 62, 63, and 64 is suppressed, and opportunities to obtain many profits are provided. can provide

[Embodiment 4 of the invention]
In the financial product transaction management system according to Embodiment 4 of the present invention, "once through orders", "settlement trail orders" and "shift functions" are combined with so-called "double repeat if done orders".

Here, "double repeat if done order" specifically means that every time the first order (e.g. buy order) and second order (e.g. sell order) are executed, It is a form of trading in which holding of the position and closing of the position are repeated by the first order and the second order. As a result, the effect of the present invention can be exhibited in the if-done order configured to further increase the profit of each transaction.

[Embodiment 5 of the invention]
In the financial product transaction management system according to Embodiment 5 of the present invention, orders based on "once through orders", "settlement trail orders" and "shift function" are combined with so-called OCO orders. Specifically, orders based on the first order information (e.g., first new order), orders based on the second order information (e.g., the first settlement order that makes an if-done order based on the first new order), etc. Secondly, an order based on the third order information (for example, a second new order) that holds a position when the quoted price of the financial instrument reaches a predetermined third price, and Generate order information for placing an order based on the fourth order information that closes the position when the price reaches the first When one of the order based on the order information and the order based on the third order information (for example, the first new order based on the first order information) is executed, the other and the payment order for the other (for example, based on the third order information) The second new order based on the fourth order information and the second settlement order based on the fourth order information) are set to be canceled and the transaction is made.

In this fifth embodiment, transactions are conducted regardless of whether the market price fluctuates in the upward direction or in the downward direction, while preventing the occurrence or expansion of substantial disadvantages due to the continuation of orders in the opposite direction of the market price fluctuation direction. Therefore, it is possible to suppress the occurrence of disadvantages while ensuring the transaction.

[Embodiment 6 of the invention]
In the financial product transaction management system 1A according to the sixth embodiment of the present invention, the "trap trade order" and "repeat if done order", which are objects to be combined with the "once through order" and the "settlement trail order" in the above-described first to fifth embodiments, part of the order generated by the order information generation unit 16 or By generating all of them by market orders, a configuration similar to that of Embodiments 1 to 5 is formed, and similar transaction processing is performed. Specifically, for example, in [Embodiment 1 of the invention], the market price 63 falls below 1 dollar = 100.50 yen, and 1 dollar = 100 yen, which is the trigger price for placing the new order information 18111. When the price rises to 1 dollar = 100.50 yen after exceeding 0.30 yen (in the state shown in Fig. 17), the order information generation unit 16 places the same market order as the new order information 18101. Then, the execution information generation unit 14 executes execution, or after the execution of the new order, the market price 63 rises to a price that satisfies the settlement conditions (as shown in FIG. When the dollar becomes less than 102.20 yen), the order information generator 16 may place the same market order as the settlement order information 18102, and the contract information generator 14 may execute the contract.

In the sixth embodiment, the order information is placed as any of a limit order, a stop order, or a market order, so that the present invention can be applied to various order forms.

[Embodiment 7 of the invention]
In the financial product transaction management system 1A according to the seventh embodiment of the present invention, the "trap trade order" and "repeat if done order", which are objects to be combined with the "one-time through order" and the "settlement trail order" in the above-described first to sixth embodiments, order", "trap repeat if done order", "Rakutora" order, "double repeat if done order", or "OCO order", or a structure for ordering by "shift function", or a market order In the configuration realized by , based on predetermined conditions, part or all of the price range between multiple first orders and the price difference between multiple first orders and second orders are changed to a different price range or price difference. You can also set the order price of the original 1st and 2nd orders and the order price of the newly generated 1st and 2nd orders when the 1st and 2nd orders are repeated. It is also possible to set some or all of them to different order prices. In addition, in a configuration in which the same first order and the same second order are repeatedly placed and executed, when order information is generated, the "sell order" and "buy order" of the first order and the second order order is reversed from the previous order (for example, in the order information generated for the first time, the "first order" is a buy order and the "second order" is a sell order, and the second order is generated In the order information, the "first order" may be a sell order and the "second order" may be a buy order).

In each of the above-described embodiments, the financial product transaction management system 1A is implemented in a client-server system of a network computer system, but various computers such as personal computers that do not constitute a client-server system, mobile terminals, tablets, etc. The same functions as the financial product transaction management system 1A can also be realized in various communication terminals and personal digital assistants. At this time, at least part of the system configuration of the financial instrument transaction management device 1 and the financial instrument transaction management system 1A is configured as a computer program, and implemented by implementing the program in various computers, various communication terminals, and personal digital assistants. is also possible.

In addition, in each of the above embodiments, foreign exchange is handled as a financial product, but the present invention is not limited to this, and can also be applied to a financial product trading system that handles other financial products such as stocks and bonds. .

The above embodiments are examples of the present invention, and needless to say, the present invention is not limited to the above embodiments.

[Example]
FIG. 36 shows an embodiment of the invention.

In this embodiment, in each of the above embodiments, for example, in the financial instruments transaction management system 1A shown in [Embodiment 1 of the invention], a new order is placed as a "one-time through order" buy order. (this invention) is compared with the existing transaction (comparative example) in which a new order is placed as a trailing order. A chart 71 in FIG. 36 displays the market price 63 of the US dollar/Japanese yen foreign exchange market from January 2008 to January 2011. In FIG.

Based on the US dollar/Japanese yen exchange rate during this period, the following simulations were performed for the present invention and the comparative example.
Conditions common to the present invention and the reference example: An if-done order with a new order price of 100.00 yen (buy order) and a settlement order of 101.00 yen (sell order) has been placed.
Conditions only for the present invention: The "through price range" is 1.00 yen for the new order price of 100.00 yen (buy order) A new order is placed when it reaches .00 yen.). After placing the order, the new order price 55 is fixed at 100.00 yen regardless of fluctuations in the market price 63 .
Conditions for the reference example: The new order price is 100.00 yen (buy order), and the "trail width" is 1.00 yen (that is, the market price 63 falls over 100.00 yen and falls to 99.00 yen). A new order is placed when it reaches 00 yen.) Also, the trail width is set to 0.20 yen (that is, every time the market price 63 drops by 0.20 yen to 98.80 yen, 98.60 yen, 98.40 yen, etc., the second The price of one order is 98.80 yen, 98.60 yen, 98.40 yen, and so on, decreasing by 0.20 yen.).

When a simulation was performed with such settings, the results shown in Table 1 below were obtained.

上記の通り、本件発明においては、最大ドローダウン（最大の含み損のこと。）もバックテスト終了時の評価損益も小さく、特に評価損益は０円となっている。これは、発注された第一注文が、相場が下落してもそれに伴って下落することがなく、当初の新規注文価格５５である１００．００円まで相場価格６３が再上昇しないと評価額の下落が少ないことに起因する。これにより、本件発明においては、下落相場においても、評価額の低下による損失が少なく、必要な証拠金の準備高が過大になることを抑止できていることが判る。

As described above, in the present invention, both the maximum drawdown (maximum unrealized loss) and the valuation profit/loss at the end of the backtest are small, especially the valuation profit/loss is 0 yen. This is because the first order placed does not fall in line with the market price drop, and the market price 63 does not rise again to 100.00 yen, which is the original new order price 55. This is due to the low drop. From this, it can be seen that, in the present invention, even in a falling market, there is little loss due to a decrease in the valuation, and it is possible to prevent the required amount of margin reserves from becoming excessive.

On the other hand, in the reference example, both the maximum drawdown and the valuation profit/loss at the end of the backtest are large. This is because, even in a falling market, as the market price 63 falls, the new order price 55 gradually falls due to the trail, so the order tends to hold a position, resulting in a drawdown (unrealized loss). This is due to the fact that it becomes easier to hold As a result, in the reference example, it can be seen that the loss becomes large and the required margin reserve amount becomes excessive in the down market.

As described above, it has been confirmed that the present invention can suppress the occurrence of disadvantages associated with market price fluctuations, especially in a falling market, in financial product transactions performed using a computer system.

1A...Financial product transaction management system 1...Financial product transaction management device 14...Contract information generation unit (contract information generation means)
16 Order information generation unit (order information generation means)
61, 62, 63, 64 Market price 181 Order table (recording means)
181L Trail width information 181K Through price range information 18101, 18111, 18112, 18113, 18114, 18115 New order information (order information)
18102, 18116, 18117, 18118, 18119, 18120 New order information (order information)
18103, 18121・・・Stop loss order information (order information)

Claims (7)

A financial instruments transaction management device for conducting transactions of financial instruments,
order information generating means for generating order information for placing a first order of the financial product and order information for placing a second order, and recording the generated order information in a recording means; ,
contract information generating means for executing the first order and the second order based on the order information generated by the order information generating means;
The order information generating means uses a plurality of the order information for setting the second order for the second order prices set as different prices as base prices for executing the respective second orders, setting each second order to be placed when the market price rises or falls beyond the price of each second order;
The contract information generating means sets the second order to be contracted after matching the second order price again after placing the order,
controlling only the order information for setting the second order of the order information for setting the first order and the order information for setting the second order, and controlling only the order information for setting the second order; , trail control means for varying the second order price of the second order by a predetermined trail width;
The order information generating means generates a plurality of the order information, which are a plurality of the first orders with different first order prices,
The execution information generating means executes execution of at least a portion of the plurality of first orders set based on the plurality of order information,
The order information generating means generates a plurality of the order information for setting a plurality of the second orders in which the second order price fluctuates based on the trail width by the trail control means,
The execution information generating means executes the execution of at least a portion of the plurality of second orders set based on the order information and each of the second order prices fluctuating based on the trail width,
The order information generating means generates the new second order price set as a price different from each other before the trail width is changed, and corresponding to the second order that has been executed respectively. generating a plurality of new order information for setting a second order;
The execution information generation means is configured to execute the execution of the plurality of generated second orders, which are set based on the plurality of order information and each of the second order prices fluctuates based on the trail width. A financial instrument transaction management device characterized by being set to 2. The financial instrument transaction according to claim 1, wherein said first order and/or said second order are set to be placed as any one of a limit order, a stop loss order and a market order. management device. The order information generating means generates the first order based on the order information that sets the first order, and the second order based on the order information that sets the second order corresponding to the settlement order of the first order. are executed respectively, the position holding by the new first order set based on the generation of the new order information and the position by the second order set based on the generation of the new order information 3. The financial product transaction management device according to claim 1, wherein the system is set so as to repeat settlement of positions. A contract information generating means for contracting the first order and the second order set based on the generated order information when the market price reaches a predetermined price. Item 4. The financial product transaction management device according to any one of items 1 to 3. A financial instrument transaction management system for trading financial instruments,
order information generating means for generating order information for placing a first order of the financial product and order information for placing a second order, and recording the generated order information in a recording means; ,
contract information generating means for executing the first order and the second order based on the order information generated by the order information generating means;
The order information generating means uses a plurality of the order information for setting the second order for the second order prices set as different prices as base prices for executing the respective second orders, setting each second order to be placed when the market price rises or falls beyond the price of each second order;
The contract information generating means sets the second order to be contracted after matching the second order price again after placing the order,
controlling only the order information for setting the second order of the order information for setting the first order and the order information for setting the second order, and controlling only the order information for setting the second order; , trail control means for varying the second order price of the second order by a predetermined trail width;
The order information generating means generates a plurality of the order information, which are a plurality of the first orders with different first order prices,
The execution information generating means executes execution of at least a portion of the plurality of first orders set based on the plurality of order information,
The order information generating means generates a plurality of the order information for setting a plurality of the second orders in which the second order price fluctuates based on the trail width by the trail control means,
The execution information generating means executes the execution of at least a portion of the plurality of second orders set based on the order information and each of the second order prices fluctuating based on the trail width,
The order information generating means generates the new second order price set as a price different from each other before the trail width is changed, and corresponding to the second order that has been executed respectively. generating a plurality of new order information for setting a second order;
The execution information generation means is configured to execute the execution of the plurality of generated second orders, which are set based on the plurality of order information and each of the second order prices fluctuates based on the trail width. A financial instrument transaction management system characterized by being set in A financial instrument transaction management method in a financial instrument transaction management system for conducting financial instrument transactions, comprising:
an order information generating procedure for generating order information for placing a first order of the financial product and said order information for placing a second order, and recording said generated order information in a recording means; ,
a contract information generating procedure for executing the first order and the second order based on the order information generated in the order information generating procedure;
In the order information generation procedure, the plurality of order information for setting the second order are set to the second order prices set as different prices, respectively, as the base prices for executing the respective second orders. , setting each said second order to be placed when the market price rises or falls beyond the respective said second order price;
In the execution information generation procedure, after the order is placed, the second order is set so that the second order is executed after matching the second order price again,
controlling only the order information for setting the second order of the order information for setting the first order and the order information for setting the second order, and controlling only the order information for setting the second order; , providing a trail control procedure for performing processing for varying the second order price of the second order by a predetermined trail width,
In the order information generating procedure, generating a plurality of the order information, which are a plurality of the first orders with different first order prices,
In the execution information generation step, execution of a plurality of the first orders set based on the plurality of order information,
In the order information generation procedure, a plurality of said order information for setting said second orders respectively for said new second order prices set as different prices before said trail width is changed as a reference. generate,
In the execution information generating step, executing execution of at least a part of the plurality of second orders set based on the order information and having respective second order prices fluctuating based on the trail width. ,
In the order information generating procedure, the new second order prices set as different prices before the trail width changes correspond to the second orders executed respectively. generating a plurality of new order information for setting the second order;
In the order information generating procedure, the new second order prices set as different prices before the trail width changes correspond to the second orders executed respectively. generating a plurality of new order information for setting the second order;
The execution information generating procedure is set based on the plurality of order information, and is set to execute the execution of the plurality of second orders in which the second order price fluctuates based on the trail width. A financial product transaction management method in a financial product transaction management system characterized by: A program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4 or as the financial product transaction management system according to claim 5.

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