KR102283583B1 - Maximizing profit selling Strategy algorithm system by using big data analysis - Google Patents

Abstract

The present invention relates to a profit maximizing selling strategy algorithm system using big data analysis that is stable and capable of maximizing profits. A method for determining whether to sell according to an embodiment of the present invention includes: analyzing a trend using historical data on a target stock, and setting at least one environment variable; setting the initial asking price and the highest asking price; and determining whether to sell using the set at least one environment variable and real-time price information, wherein the determining whether to sell comprises the previous high point and the The method may include determining to sell when the present price reaches at least one of a take-off selling price determined by the past stock price between the stock prices at the time of breaking through, and the set highest selling price.

Description

{Maximizing profit selling strategy algorithm system by using big data analysis}

The present invention relates to a profit maximizing selling strategy algorithm system using big data analysis that is stable and capable of maximizing profits.

Recently, as various networks and the Internet have rapidly developed, technologies are being developed in cyberspace to provide various services that users have received offline, online. Among these online services, the online stock trading service that enables real-time stock trading has developed dramatically compared to the past era of customer orders. A typical example of a securities trading service is the Home Trading System (HTS).

Securities companies provide a variety of investment information through the home trading system, and examples of investment information include news related to good news or bad news affecting the stock price of listed companies, or analysis information of analysts (investment analysts). Along with the provision of such analysis information, a reservation transaction function is also provided so that a purchase or sale is automatically performed when a preset condition is satisfied for a specific item through the home trading system.

This function can be particularly useful to set a target selling price according to circumstances such as reaching a target profit, stop loss, or profit loss while already buying (holding) a specific stock.

However, this reservation trading function does not automatically change the target price according to the current trend for greater profit, only automatically performing the transaction only depending on whether the preset target price of selling or buying is satisfied.

In addition, even if the investor conducts principle trading according to his or her original goal while not using the reservation transaction function or modifying the target price of the reservation transaction function as necessary, it is difficult to keep the principle due to psychological influence.

The present invention is particularly to provide a selling method capable of maximizing a profit while lowering a risk in a buying state and a system for performing the same.

The technical problems to be achieved in the present invention are not limited to the technical problems mentioned above, and other technical problems not mentioned will be clearly understood by those of ordinary skill in the art to which the present invention belongs from the following description. will be able

In order to solve the above technical problem, the method for determining whether to sell according to an embodiment of the present invention includes the steps of analyzing a trend using historical data on a target stock, and setting at least one environment variable; setting the initial asking price and the highest asking price; and determining whether to sell using the set at least one environment variable and real-time price information, wherein the determining whether to sell comprises the previous high point and the The method may include determining to sell when the present price reaches at least one of a take-off selling price determined by the past stock price between the stock prices at the time of breaking through, and the set highest selling price.

In addition, the apparatus for determining whether to sell according to an embodiment of the present invention includes: a stock analysis module for analyzing a trend using historical data on a target stock; an environment variable setting module for setting at least one environment variable according to the analysis of the item analysis module; an input module for receiving the initial asking price and the highest asking price; a profit margin setting module for setting a profit margin selling price determined by the past stock price between the previous high point and the stock price at the time of breaking through the previous high point; and a selling condition determining unit for determining whether to sell using the set at least one environment variable and real-time market information, wherein the selling condition determining unit comprises at least one of the initial selling price, the expropriation selling price, and the highest selling price. When the current price is reached, you can decide to sell.

Through the selling method related to at least one embodiment of the present invention configured as described above, the profit can be maximized by removing the psychological factor for selling and selling according to the optimized standard.

In addition, it is possible to keep the minimum profit in a way that responds to the market while securing the profit step by step.

In addition, even with principled trading, the difficult problem of keeping the principle due to psychological influence can be resolved.

The effects obtainable in the present invention are not limited to the above-mentioned effects, and other effects not mentioned may be clearly understood by those of ordinary skill in the art to which the present invention belongs from the following description. will be.

1 is a flowchart illustrating an example of a process for determining whether to sell according to an embodiment of the present invention.
2 is a flowchart illustrating an example in which steps S130 and S140 of FIG. 1 are embodied.
3 shows an example of a stock price graph for explaining a form to which a selling or not determining process according to an embodiment of the present invention is applied.
4 is a block diagram illustrating an example of the configuration of an apparatus for determining whether to sell according to an embodiment of the present invention.

Hereinafter, with reference to the accompanying drawings, embodiments of the present invention will be described in detail so that those of ordinary skill in the art can easily implement them. However, the present invention may be embodied in various different forms and is not limited to the embodiments described herein. And in order to clearly explain the present invention in the drawings, parts irrelevant to the description are omitted, and similar reference numerals are attached to similar parts throughout the specification.

Throughout the specification, when a part "includes" a certain component, it means that other components may be further included, rather than excluding other components, unless otherwise stated. In addition, parts indicated with the same reference numerals throughout the specification mean the same components.

An embodiment of the present invention provides a method of determining whether to sell by changing at least a portion of a reserved selling price according to a change in market price in a situation in which a specific item is being purchased, and a system for performing the same.

First, a process of determining whether to sell according to the embodiment will be described with reference to FIG. 1 .

1 is a flowchart illustrating an example of a process for determining whether to sell according to an embodiment of the present invention.

Referring to FIG. 1 , in order to determine whether to sell according to the present embodiment, target stock analysis and environment variable setting may be performed first ( S110 ). The target stock analysis may refer to a trend analysis process using historical data of the target stock.

Here, the target stock is a stock to be sold or not, and may be a stock that is currently being bought. In addition, the historical data may refer to information on past stock prices of the relevant stock, and may include a process of extracting an uptrend section (if the stock is a futures, a downtrend section is also possible depending on the entry direction).

In addition, at least one auxiliary indicator may be used in the trend analysis process. Examples of these auxiliary indicators include Moving Average (MA), Exponential Moving Average (EMA), Trend Strength Indicator (RSI), Trend Change Indicator (DMI), Trend Confirmation Indicator (ADX), Exponential Moving Average Rate of Change (Trix), and Bollinger Bands. ), TEMA, and the like, but is not necessarily limited thereto.

In addition, the environment variable may include at least one of the rod type, the number of high-point update minimum rods, and the blade offset. Here, the bar type refers to the unit of time of the bar, which is a unit that displays the opening and closing prices, high and low prices of a certain period. ), etc., can be divided into units of time. In addition, the high-renewing lowest peak means the lowest peak (3~30) that recognizes a breakthrough of the previous high, and it is a criterion for distinguishing whether the current upward trend is a cascading increase through the previous high or is continuously rising through the satisfaction of the lowest peak. this can be In addition, the profit margin offset is the low point between the previous high point and the time when the previous high point is updated, and the low point and offset to maximize the profit in setting the profit profit selling price to be described later (e.g., the lowest price, the lowest P price below, below the Q% of the lowest price) etc.) may mean

In this process (S110), through a simulation performed while changing the above-described environmental variables, a bar type suitable for determining a step-wise rise for the relevant item and the minimum bar for updating the high point for the corresponding bar type can be determined, and the selling decision process The profit margin that yields the highest return when sold through can be determined.

When the environment variable is set, the initial asking price and the highest asking price may be set (S120). Here, each selling price is in the form of a reservation order, and means the price at which automatic selling is performed when the current price of the relevant item is touched. In more detail, the initial selling price may be set as the initial selling price range and the starting price when the selling or not determining process according to this embodiment starts, or it may be set as the M price unit from the starting price or N% below the starting price, etc. , but is not necessarily limited thereto. That is, the initial selling price may mean a price at which the initial stop loss is automatically performed. In addition, the highest selling price is a target price at which the stock is liquidated when it is reached regardless of the movement of the expropriation selling price, which will be described later, and may mean a target realized profit price.

When the initial selling price and the highest selling price are set, it can be determined whether the selling conditions are satisfied by comparing the set environmental variables and multiple selling price conditions (that is, the initial selling price, the highest selling price, and the best selling price) and the present price ( S130).

Accordingly, when the selling condition is satisfied, the selling of the corresponding item may be performed (S140).

Hereinafter, the process of setting the profit margin selling price will be described in more detail with reference to FIG. 2 . 2 is a flowchart illustrating an example in which steps S130 and S140 of FIG. 1 are embodied.

Referring to FIG. 2 , step S130 may include two steps. Specifically, after recording the high point, it may be determined whether the previous high point has been breached ( S131 ). Recording a high here may mean that the red bar on the bar chart changes to a blue bar, or it can mean that the price from an uptrend changes to a downtrend. In addition, in determining whether the previous high point has been broken, whether the above-described minimum peak breaking point is satisfied may be considered.

When it is determined that the previous high point has been exceeded after recording the high point, the selling price may be set or updated between the previous high point breaking point and the previous high point (S133). In other words, when the breakout of the previous high occurs for the first time, the expropriation selling price is set. The take-off selling price means the pre-order selling price by applying an offset equal to the profit-exchange offset determined before the bottom between the previous high and the previous high.

The expropriation selling price can be updated whenever a breakout of the previous high occurs, and when the present price according to real-time market information reaches any one of the initial selling price, the highest selling price, and the expropriating selling price, selling occurs (S140').

Therefore, if the stock price does not break through the first high and reaches the initial selling price after reaching the first high while the stock price is rising, the sell-off occurs. In addition, after the stock price breaks through the previous high at least once and the expropriation selling price is set, if the expropriation selling price does not break through the last high and falls to the expropriating selling price, sell liquidation occurs. In addition, a sell-off occurs even when the stock price does not fall to the initial selling price or expropriation selling price but continues to rise (stepwise) and then reaches the highest selling price.

This process will be described again with reference to the stock price graph shown in FIG. 3 . 3 shows an example of a stock price graph for explaining a form to which a selling or not determining process according to an embodiment of the present invention is applied.

In FIG. 3 , the horizontal axis represents time and the vertical axis represents the stock price of the target stock, respectively, and numbers 1 to 8 assigned to a plurality of points represent the processing sequence of determining whether to sell or not according to the present embodiment regardless of the order of stock price fluctuations. . In addition, at the starting point 1 of FIG. 3 , it is assumed that analysis of target stocks, setting of environmental variables, and setting of initial/highest selling prices are completed. In addition, for convenience, it is assumed that the profit margin offset is 0 (ie, low price = profit margin selling price).

Referring to FIG. 3 , the stock price reaches the first high (2) after the start (1). There is a decline after the first high (2), but no selling occurs until the initial selling price is reached. After that, if there is a breakout of the first high (3-1), the Excess Sell price is initially set at the low (3-2) between the first high (2) and the breakout point (3-1).

After that, if the second high is recorded and the stock price does not fall until the first set ex-expensive selling price (3-2) and the second high breakout (4-1) occurs, the second high and the second high breakout point (4-1) ), the profit margin is moved/updated to the low (4-2) between

In a similar manner, the breakout of the previous high and the movement of the profit selling price are repeated, and after the stock price peaks after the break of the fifth previous high (7-1), it fails to break through the previous high again, and the profit selling set to break the previous high (7-1) occurs. If it falls to (7-2), (8), selling occurs due to reaching the profit margin.

In the end, according to this embodiment, although it may be difficult to sell at the highest point in the cascade where the cascading rise is repeated, as a result, the sale occurs at the point corresponding to the fifth high compared to the beginning, so a significant profit is expected, and a long upward trend is expected. The problem of missing the profit timing due to the psychological factor of losing the principle investment with the expectation that has been made can be resolved.

On the other hand, in the mechanical implementation, each process shown in FIGS. 1 and 2 may be implemented as one software module or hardware module, and one step may be implemented by two or more modules depending on the implementation. It is apparent to those skilled in the art that the above steps may be implemented as one module.

For example, as shown in FIG. 4 , the selling or not determining device 400 according to the present embodiment analyzes the upward trend of the target stock with historical data and various indicators, and the stock analysis module 410, an optimal environment variable through simulation an environment variable setting module 420 that determines It may include a selling condition determination module 450 that determines whether the current price has reached any one of the prices.

The present invention described above can be implemented as computer-readable code on a medium in which a program is recorded. The computer-readable medium includes all types of recording devices in which data readable by a computer system is stored. Examples of computer-readable media include Hard Disk Drive (HDD), Solid State Disk (SSD), Silicon Disk Drive (SDD), ROM, RAM, CD-ROM, magnetic tape, floppy disk, optical data storage device, etc. There is this.

Accordingly, the above detailed description should not be construed as restrictive in all respects but as exemplary. The scope of the present invention should be determined by a reasonable interpretation of the appended claims, and all modifications within the equivalent scope of the present invention are included in the scope of the present invention.

Claims (10)

delete delete delete delete delete a stock analysis module for analyzing a trend using historical data for a target stock;
an environment variable setting module for setting at least one environment variable according to the analysis of the item analysis module;
an input module for receiving the initial asking price and the highest asking price;
a profit margin setting module for setting a profit margin selling price determined by the past stock price between the previous high point and the stock price at the time of breaking through the previous high point; and
A selling condition determining unit that determines whether to sell using the set at least one environment variable and real-time price information,
The selling condition determination unit,
When the present price reaches at least one of the first selling price and the best selling price, the selling is determined;
The stock analysis module,
Moving average (MA), exponential moving average (EMA), trend strength indicator (RSI), trend change indicator (DMI), trend confirmation indicator (ADX), exponential moving average rate of change (Trix) and Bollinger Bands ( Analyze the trend with reference to at least one of Bollinger Bands,
The environment variable is
A selling or not determining device including the number of high-renewing lows, which is defined as the number of bars that have broken through the previous highs, which can be seen as the stock analysis module has broken through the previous highs. delete delete delete 7. The method of claim 6,
The initial selling price is set to be less than or equal to the starting price of the target item, the selling or not determining device.

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