KR20230002102A - System and method for automatic stock trading - Google Patents

Abstract

The present invention provides a system and method for performing automatic stock trading. The system can comprise: a data collection unit determining a stock item with a peak trading volume equal to or higher than a preset reference trade hike volume as a trade hike stock item, and collecting the stock trading data of the trade hike stock item from the trade hike peak in real time; a trading pattern learning unit which, when the highest point of the peak of the trade hike stock item becomes a preset highest price point or higher after the trade hike peak, calculates the ratio between a lower tail length of each peak in the valley section between the trade hike peak and the peak with the point equal to or higher than the highest price point and the total length of the trade hike peak, and determines the maximum ratio among the calculated ratios; and an automatic trade processing unit which, after the maximum ratio is determined, if a peak trade volume equal to or higher than the reference trade hike volume occurs for a stock item which is a target for an automatic trade, calculates the ratio between a lower tail length of the peak in the valley section after the relevant trade hike peak and the total length of the relevant trade hike peak, and if the calculated ratio for the relevant peak is equal to or higher than the maximum ratio, perform the automatic purchase of the stock item which is the target for the automatic trade at the market price at the point of time. Therefore, the profit rate of a stock system trading algorithm can be increased.

Description

System and method for automatic stock trading {SYSTEM AND METHOD FOR AUTOMATIC STOCK TRADING}

The present disclosure relates to stock trading systems, and more specifically to systems and methods for automated stock trading.

The conventional automatic stock trading system is a system that automatically trades stocks according to rules such as charts, supply and demand, and trading volume designed in advance by a group of stock trader experts. will perform automatic buying or automatic selling of

However, since this automatic stock trading system does not change the rules for a certain period of time once the rules are set, other stock traders set other rules to obtain a better rate of return using those rules and trade the system, or other competing investors use those rules reversely. Thus, there is a problem in that the rate of return decreases when trading stocks.

Therefore, there is a need to develop a system capable of performing stock trading by learning and updating stock trading patterns in real time.

Publication No. 10-2016-0032416 (2016.03.24)

An object of the present disclosure to solve these problems is to provide a system and method for automated stock trading.

According to one embodiment of the present disclosure, a system for performing stock trading auto trading may be presented. The system may include: a data collection unit configured to determine a stock item with a trading volume equal to or higher than a set trading surge standard amount as a stock item with high trading volume, and to collect stock trading data of the stock item with high trading volume in real time from the spike in trading volume; If the peak of the trading peak is greater than or equal to the set price peak after the trading surge, the lower tail length of each branch in the depression section between the trading surge and the price peak or higher a transaction pattern learning unit configured to calculate a ratio of the total length of the transaction surge segment and determine a maximum ratio among the calculated ratios; And after the maximum ratio is determined, if the trading volume of stocks subject to automatic trading exceeds the trading surge standard amount, the length of the lower tail versus the corresponding trading surge division An automatic trading processing unit configured to calculate a ratio of the total length and execute automatic purchase of the stock item subject to automatic trading at a market price at that time when the ratio calculated for the corresponding segment is greater than or equal to the maximum ratio. .

In addition, the collected stock trading data may include information on the item group to which the stock item with the sharp increase in trading belongs. The trading pattern learning unit may be additionally configured to include the item group information as a criterion for determination. The automated trading processing unit determines the stock issue subject to automatic trading at the market price at that time if the stock issue subject to automatic trading belongs to the same issue group as the issue group and the ratio calculated for the corresponding split is greater than or equal to the maximum ratio. may be additionally configured to execute automatic purchase of

In addition, the collected stock transaction data may include market price index information to which the rapidly increasing stock item belongs. The transaction pattern learning unit may be additionally configured to include the market index information as a criterion for determination. The automatic trading processing unit, if the stock item subject to automatic trading belongs to the same market index as the market price index and the ratio calculated for the corresponding division is greater than or equal to the maximum ratio, the stock item subject to automatic trading is subject to automatic trading at the market price at that time. It may be additionally configured to execute automatic purchase of stocks.

In addition, the system may set the trading surge standard amount as a predetermined multiple of the average trading volume of the previous trading day at that point in time.

In addition, the system may set the highest trading price of the corresponding trading day as the price peak, or set the highest trading price on the daily chart for the immediately preceding period as the price peak.

In addition, the system may periodically update the transaction surge reference amount and the price peak. The data collection unit may be configured to collect stock trading data of the stock issue with a high trading volume based on the updated trading volume. The transaction pattern learning unit may be configured to update the maximum ratio based on the updated price peak. The automatic trading processing unit automatically trades at the market price at that time when the ratio calculated for the corresponding branch of the stock issue subject to automatic trading in which the branch trading volume equal to or greater than the updated trading surge reference amount has occurred is greater than or equal to the updated maximum ratio. It may be configured to execute automatic purchase of target stocks.

In addition, the automatic trading processing unit may be additionally configured to determine the lowest point of the corresponding trading spike of the stock issue subject to automatic trading as an automatic trading execution price.

According to one embodiment of the present disclosure, a method for performing automatic stock trading performed by a computing device may be presented. The method may include determining a stock issue having a trading volume equal to or greater than a set trading surge reference amount as a stock issue with a trading surge; Collecting the stock trading data of the stock issue with the sharp increase in trading in real time from the spike in trading; If the peak of the trading peak is greater than or equal to the set price peak after the trading surge, the lower tail length of each branch in the depression section between the trading surge and the price peak or higher Calculating a ratio of the total length of the trading surge segment; Determining a maximum ratio among calculated ratios for the divisions in the snatch neck section; Calculating the ratio of the length of the lower tail to the total length of the corresponding trading surge segment for the segment in the section after the transaction surge when the segment trading volume exceeds the trading surge standard amount for stocks subject to automatic trading ; and executing automatic purchase of the stocks subject to automatic trading at the market price at that time when the ratio calculated for the corresponding installment of the stock issue subject to automatic trading is equal to or greater than the maximum ratio.

According to one embodiment of the present disclosure, a computer program stored on a computer readable medium may be presented that includes computer-executable instructions for executing a method for performing a stock trading trade.

According to the present disclosure, there is an effect of increasing the rate of return of the stock system trading algorithm by machine learning a trading pattern with a good stock trading return in real time.

In addition, according to the present disclosure, by continuously learning and updating system trading rules based on stock trading data that fluctuates in real time, there is an effect of deriving results similar to professional traders' purchase timing decisions through automatic purchase system trading. there is.

1 is a schematic diagram illustrating a system and an overall operating environment for performing automatic trading of stock trading according to an embodiment of the present disclosure.
2 is a schematic diagram illustrating example components of a computing device according to one embodiment of the present disclosure.
3 is a schematic diagram illustrating exemplary functional modules of a processor according to one embodiment of the present disclosure.
4 is an exemplary diagram illustrating a branch chart for explaining automatic trading learning according to an embodiment of the present disclosure.
5 is an exemplary diagram illustrating a daily chart for explaining automatic trading learning according to an embodiment of the present disclosure.
6 is a schematic flowchart illustrating a method of performing automated stock trading according to an embodiment of the present disclosure.

Hereinafter, preferred embodiments of the present invention will be described in detail with reference to the accompanying drawings. First, in adding reference numerals to components of each drawing, it should be noted that the same components have the same numerals as much as possible even if they are displayed on different drawings. In addition, in describing the present invention, if it is determined that a detailed description of a related known configuration or function may obscure the gist of the present invention, the detailed description will be omitted.

Various aspects of the invention are described below. It is to be understood that the inventions presented herein may be embodied in a wide variety of forms and that any specific structure, function, or all presented herein is illustrative only. Based on the inventions presented herein, a person skilled in the art to which the present invention pertains knows that one aspect presented herein can be implemented independently of any other aspects, and that two or more such aspects can be implemented in various ways. It will be understood that it can be combined with For example, an apparatus may be implemented or a method may be practiced using any number of the aspects set forth herein. In addition, such an apparatus may be implemented or such a method may be practiced using a structure, function, or structure and function in addition to or other than one or more aspects set forth herein.

1 is a schematic diagram illustrating a system and an overall operating environment for performing automatic trading of stock trading according to an embodiment of the present disclosure.

As shown in FIG. 1 , the automatic stock trading system 300 according to an embodiment of the present invention may operate in association with the user terminal 100 , the communication network 200 and the stock exchange 600 .

The communication network 200 may provide a communication path for the automatic stock trading system 300 to transmit and receive signals and data with other communication entities, and may include a wired or wireless communication network. The communication network 200 is not limited to a specific communication method, and an appropriate communication method may be used according to an embodiment. For example, the communication network 200 may be implemented as an Internet network when configured as an Internet Protocol (IP)-based system, and may be implemented as a wireless network such as a cellular network or a wireless LAN (WLAN) network when configured as a mobile communication system. can be implemented

The stock exchange 600 may generate stock trading data such as tick data in real time and provide the stock trading system 300 with stock trading data. For example, the stock trading data provided by the stock exchange 600 may include a stock price, trading volume, remaining volume per bid and ask, number of transactions, closing price, trading volume, market capitalization, and the like.

The automated stock trading system 300 may perform automated stock trading according to the present disclosure, and may include a computing device 400 such as a server and a workstation and a database (DB) 500 for this purpose.

The computing device 400 executes an algorithm according to the present disclosure for automatic purchase when a similar trading pattern occurs by machine learning a pattern capable of determining a purchase time with a good yield when a blockage occurs after a sharp increase in the share trading volume of the stock item. can be configured.

The database 500 may be configured to store and manage stock transaction data collected from the stock exchange 600 as well as stock item related information such as stock item group information and market index information of stock items. For example, item group information may include item classification information such as sector group, market capitalization size, credit ratio, and the like. Also, for example, the market index information may include market classification information such as weak growth, strong growth, bullishness, bearishness, sharp bullishness, and sudden bearishness.

The user terminal 100 may include a mobile communication terminal such as a smart phone 110 and a laptop 120 and a fixed terminal such as a desktop computer, and may include a Home Trading System (HTS) or a Mobile Trading System (MTS) for stock trading. It is possible to access the automatic stock trading system 300 through a computer program/application such as ). In one implementation, the user terminal 100 may apply for an automated stock trading service to the automated stock trading system 300, and the automated stock trading system 300 may provide the result of the automated stock trading to the user terminal 100. can

2 is a schematic diagram illustrating example components of a computing device according to one embodiment of the present disclosure.

As shown in FIG. 2 , the computing device 400 may include a processor 410, a storage medium 420, a memory 430, and a network interface 440, which communicate with each other through a system bus 450. can be connected

An operating system 422 and a computer program 424 may be mounted on the storage medium 420 . The storage medium 420 may be a data storage device such as a hard disk or a solid state drive (SSD) capable of storing computer programs and related data. The operating system 422 may be operating system software such as Windows, IOS, or Linux for operating the computing device 400 . Computer program 424 may include computer-executable instructions for executing the method for performing stock trading automatons of the present disclosure. The computer-executable instructions of computer program 424, when executed by processor 410, may cause processor 410 to perform a method for performing stock trading automatons of the present disclosure. Processor 410 may be configured to provide computing and control capabilities to support the execution of overall computing device 400 . The processor 410 may be a data processing device such as a central processing unit (CPU), a microprocessor unit (MPU), an application processor (AP), or the like, and may include one processor or a plurality of processors. When configured with a plurality of processors, the processors 410 may operate as parallel processing processors. The network interface 440 may provide an interface through which data can be communicated by being connected to an external device (eg, the user terminal 100 or a wired/wireless communication entity connectable through a network).

3 is a schematic diagram illustrating exemplary functional modules of a processor according to one embodiment of the present disclosure.

The processor 410 according to an embodiment of the present disclosure may include a data collection unit 411, a transaction pattern learning unit 412, and an automatic trading processing unit 413.

The data collection unit 411 may be configured to determine a stock item with a trading volume equal to or greater than the set trading surge standard amount as a stock item with high trading volume, and to collect stock trading data of the stock item with high trading volume in real time from the spike in trading volume. The trading surge reference amount may be set as a predetermined multiple (eg, 3 to 10 times) of the average trading volume of the previous trading day at that point in time. In addition, the collected stock trading data of the stock item with high trading volume may include stock group information and market price index information to which the stock item with high trading volume belongs.

The trading pattern learning unit 412, when the peak of the trading spike stock item becomes more than the set price peak after the trading spike, each in the cut-off section between the trading spike and the price peak or higher. It may be configured to calculate a ratio of the lower tail length of the segment to the total length of the spiked segment (ie, the lower tail length ratio), and determine a maximum ratio among the calculated ratios. The price peak may be set as the highest trading price of the trading day as of that time, or may be set as the highest trading price on the daily chart during the immediately preceding period (eg, the most recent 10 trading days prior to that day). . The total length of the segment may be the length from the highest point to the lowest point of the segment. The length of the lower tail of the segment may be the length from the closing price point of the corresponding segment to the lowest point. For example, if the total length of the spiked segment is A and the length of the lower tail of the target segment is B, the ratio of the length of the lower tail to the target segment may be calculated as B/A.

When the maximum ratio value is learned by the transaction pattern learning unit 412, the automatic trading processor 413 may use this ratio value to determine the timing of automatic purchase of a stock item subject to automatic trading. The automatic trading processing unit 413 generates a trading volume equal to or higher than the set trading surge standard amount (eg, 3 to 10 times the average trading volume of the previous trading day) for the stock item subject to automatic trading. For the segment in the interval, the ratio of the length of the lower tail to the total length of the segment with the corresponding surge can be calculated. The automatic trading processing unit 413 is configured to execute automatic purchase of stocks subject to automatic trading at the market price at that time when the ratio of the length of the lower tail calculated for a specific segment among the segments in the suppression section is equal to or greater than the maximum ratio. can

In one embodiment, the automatic trading processing unit 413 may determine the timing of automatic purchase of stocks subject to automatic trading by considering additional criteria in addition to the maximum ratio of the lower tail length determined by the trading pattern learning unit 412 . The transaction pattern learning unit 412 may provide the item group information and/or market price index information collected by the data collection unit 411 to the automatic trading processing unit 413 as an additional criterion.

When item group information is an additional criterion, the automatic trading processing unit 413 determines that the stock item subject to automatic trading belongs to the same item group as the item group provided by the trading pattern learning unit 412 and the ratio calculated for the specific division is If the ratio is greater than or equal to the maximum ratio, it may be configured to execute automatic purchase of stocks subject to automatic trading at the market price at that time. In addition, when the market index information is an additional criterion, the automatic trading processing unit 413 determines that the stock item subject to automatic trading belongs to the same market index as the market index provided by the trading pattern learning unit 412, and the specific corresponding division If the ratio calculated for is greater than or equal to the maximum ratio, it may be configured to execute automatic purchase of stocks subject to automatic trading at the market price at that time.

In addition, when both item group information and market price index information are additional judgment criteria, the automatic trading processing unit 413 determines that the stock item subject to automatic trading belongs to the same item group as the item group provided by the trading pattern learning unit 412 and the trading pattern If the ratio calculated for the specific segment belongs to the same market index as the market index provided by the learning unit 412 and is greater than or equal to the maximum ratio, it may be configured to execute automatic purchase of stocks subject to automatic trading at the market price at that time. there is. For example, if the maximum lower tail length ratio is learned for a stock that belongs to the secondary battery sector group and shows a weakly flattening market index, the automatic trading processing unit 413 belongs to the secondary battery sector group and has a weakly flattening market index In order to determine the timing of automatic purchase of other stocks having , the maximum lower tail length ratio learned by the stocks of high trading volume may be applied. Through this configuration, the present disclosure can be implemented so that the learned pattern can be applied to a similar trading pattern with higher accuracy by using the learned maximum lower tail length ratio to determine the automatic purchase timing of stocks belonging to a similar category. there is.

In one embodiment, the processor 410 may periodically update the set transaction surge reference amount and the set price peak for learning the transaction pattern. Through this, the data collection unit 411 may collect stock transaction data of stocks with a rapid increase in transaction based on the updated reference amount. The transaction pattern learning unit 412 may learn the updated maximum lower tail length ratio based on the updated price peak. The automatic trading processing unit 413 automatically trades at that time when the ratio calculated for the specific branch of the stock item subject to automatic trading in which the branch trading volume equal to or greater than the updated trading surge reference amount has occurred is equal to or greater than the updated maximum lower tail length ratio. Automatic purchase of target stocks can be executed. Through this configuration, the present disclosure can be implemented so that it can be applied to automatic stock trading while keeping the trading pattern learning result up-to-date based on stock trading data that changes in real time as stock trading progresses.

In one embodiment, the trading pattern learning unit 412 calculates the ratio of the length of the lower tail of each segment between the segment of the trading surge and the segment that is equal to or higher than the highest price when the trading pattern learning unit 412 calculates the ratio of the length of the lower tail of the segment If it is lower than the lowest point of the spiked trading segment, it may be configured to exclude the corresponding segment from the lower tail length ratio calculation target. In addition, when the automatic trading processing unit 413 calculates the lower tail length ratio for the segment in the cut-off period after the segment of the stock item subject to the automatic trading increase in trading, the lowest point of the segment is lower than the lowest point of the segment with a sharp increase in trading may be configured to exclude the corresponding branch from the lower tail length ratio calculation target. Through this configuration, the present disclosure provides that the low-end price range is not supported (ie, the lowest point of the segment is lower than the lowest point of the segment with a sharp increase in trading) in the event of a depression after a sharp increase in the segment trading volume of the stock item. It can be processed so that it is not reflected in the decision.

In one embodiment, the automatic trading processing unit 413 may be configured to determine the lowest point of a spike in trading of a stock item subject to automatic trading as the execution price of automatic trading. Optionally, the automatic trading processing unit 413 may determine a selling price corresponding to a set target rate of return as the automatic selling execution price when executing automatic buying. Optionally, the automated trading processing unit 413 may determine the lowest point of the spike in trading as the first automatic selling execution price, and determine the selling price corresponding to the target rate of return as the second automatic selling execution price. In this case, the automatic trading processing unit 413 automatically sells some of the automatically purchased stocks when the market price of the stock item subject to automatic trading falls to a higher price among the first and second automatic selling execution prices, and the market price is reduced. It may be configured to auto-sell the remainder of the auto-purchased stock when it comes down to another lower auto-sell execution price.

4 is an exemplary diagram illustrating a branch chart for explaining automatic trading learning according to an embodiment of the present disclosure, and FIG. 5 is a daily chart for explaining automatic trading learning according to an embodiment of the present disclosure. It is an exemplary drawing showing.

5 is an exemplary daily chart assuming the current trading day is June 8, and FIG. 4 is an exemplary segment chart assuming the current trading day is June 8. In the distribution chart of FIG. 4, when the distribution volume 550 at 10:12 AM soars to 250,000 shares or more, and the corresponding distribution 551 is determined to exceed the set trading surge standard, the data collection unit 411 Stock transaction data of the corresponding stock item may be collected from the spike in trading (551). When the set price peak is set to the highest trading price of the corresponding trading day based on the corresponding time point, as shown in FIG. In this case, the transaction pattern learning unit 412 calculates the length of the lower tail of the segment versus the total length of the segment 551, which has increased in trading, in the depression neck section between the segment 551 with increased trading and the segment 552 that has exceeded the highest price. The ratio may determine the branch 553 with the maximum ratio value and store the maximum ratio value. As described above, the stored maximum ratio value may be applied to the automatic trading processing unit 413 to determine the automatic purchase timing for stocks subject to automatic trading.

On the other hand, if the set price peak is set as the highest trading price on the daily chart during the immediately preceding period (in the example of FIG. 5, the last 10 trading days before June 8) based on the point in time (i.e., June 8) , As shown in FIG. 5, the price peak may be determined as 1,480 won, which is the price corresponding to the daily peak 554 of the day when 67,705,000 shares were traded. In this case, the transaction pattern learning unit 412 measures the length of the lower tail of the segment versus the segment of the increased transaction in the depression section between the segment 551 of increased trading and the segment that broke through the highest price (1,480 won) (not shown in FIG. 4). The ratio of the total length of 551 may determine a segment (not shown in FIG. 4) having the maximum ratio value and store the maximum ratio value. As described above, the stored maximum ratio value may be applied to the automatic trading processing unit 413 to determine the automatic purchase timing for stocks subject to automatic trading.

6 is a schematic flowchart illustrating a method of performing automated stock trading according to an embodiment of the present disclosure.

As shown in FIG. 6, the computing device 400 of the automatic stock trading system 300 determines a stock item with a trading volume equal to or greater than the set trading surge standard amount as a stock item with a rapid trading increase, and trades the stock item with the determined spike in trading volume. Data can be collected in real time from the spike in transactions (710). The computing device 400, when the peak of the trading peak stock item exceeds the set price peak after the trading surge peak, the bottom of each division in the depression section between the trading surge peak and the breakout price peak. A ratio of the tail length to the total length of the spike segment may be calculated, and a maximum lower tail length ratio among the calculated ratios for the segments in the snatch section may be determined (720). The computing device 400 displays the following for a stock item subject to automatic trading that shows a similar trading pattern (ie, when a trading volume equal to or higher than the trading surge reference amount occurs and a blockage section occurs) in the blockage section after the spike in trading. If the lower tail length ratio value calculated by calculating the ratio of the tail length to the total length of the spike in trading is equal to or greater than the maximum lower tail length ratio, automatic purchase of stocks subject to automatic trading can be executed at the market price at that time (730 ). In addition, the computing device 400 may periodically update the transaction surge reference amount and price peak (740), and execute automatic purchase of stocks subject to automatic trading based on the updated transaction surge reference amount and the updated price peak. It can (steps 710 to 730).

It is to be understood that any specific order or hierarchy of steps in any presented processes is an example of example approaches. Based upon design priorities, it is to be understood that the specific order or hierarchy of steps in the processes may be rearranged while remaining within the scope of the present invention. The accompanying method claims present elements of the various steps in an exemplary order, but are not meant to be limited to the specific order or hierarchy presented.

As used herein, the terms "component", "unit (or unit)", "module", "system" and the like may refer to a computer-related entity, hardware, firmware, software, a combination of software and hardware, or an execution of software. can For example, a component may be, but is not limited to, a process running on a processor, a processor, an object, a thread of execution, a program, and/or a computer. For example, both an application running on a computing device and a computing device may be components. One or more components can reside within a processor and/or thread of execution and a component can be localized on one computer or distributed between two or more computers. Also, these components can execute from various computer readable media having various data structures stored thereon.

The description of the presented embodiments is provided to enable any person skilled in the art to use or practice the present invention. Various modifications to these embodiments will be apparent to those skilled in the art, and the general principles defined herein may be applied to other embodiments without departing from the scope of the present invention. Thus, the present invention is not to be limited to the embodiments presented herein, but is to be construed in the widest scope consistent with the principles and novel features presented herein.

100: user terminal
200: communication network
300: stock automatic trading system
400: computing device
410: processor
411: data collection unit
412: transaction pattern learning unit
413: automatic trading processing unit
420: storage medium
422: operating system
424: computer program
430: memory
440: network interface
450: system bus
500: database
600: stock exchange

Claims (12)

As a system for performing stock trading automatic trading,
A data collection unit configured to determine a stock item with a trading volume equal to or higher than the set trading surge standard amount as a stock item with high trading volume, and to collect stock trading data of the stock item with high trading volume in real time from the spike in trading volume;
If the peak of the trading peak is greater than or equal to the set price peak after the trading surge, the lower tail length of each branch in the depression section between the trading surge and the price peak or higher a transaction pattern learning unit configured to calculate a ratio of the total length of the transaction surge segment and determine a maximum ratio among the calculated ratios; and
After the maximum ratio is determined, if the trading volume exceeds the trading surge standard amount for stocks subject to automatic trading, the length of the lower tail versus the entirety of the corresponding trading surge segment for the segment in the block section after the trading surge An automatic trading processing unit configured to calculate the ratio of the length and execute automatic purchase of the stock item subject to automatic trading at the market price at that time if the ratio calculated for the corresponding segment is greater than or equal to the maximum ratio.
A system for performing automated stock trading. According to claim 1,
The collected stock trading data includes stock group information to which the rapidly increasing stock stocks belong,
The transaction pattern learning unit is additionally configured to include the item group information as a criterion for determination,
The automated trading processing unit determines the stock issue subject to automatic trading at the market price at that time if the stock issue subject to automatic trading belongs to the same issue group as the issue group and the ratio calculated for the corresponding split is greater than or equal to the maximum ratio. Is additionally configured to execute automatic purchase of
A system for performing automated stock trading. According to claim 1,
The collected stock transaction data includes market price index information to which the rapidly increasing stock item belongs,
The transaction pattern learning unit is additionally configured to include the market index information as a criterion for determination,
The automatic trading processing unit, if the stock item subject to automatic trading belongs to the same market index as the market price index and the ratio calculated for the corresponding division is greater than or equal to the maximum ratio, the stock item subject to automatic trading is subject to automatic trading at the market price at that time. Further configured to execute automatic purchase of stocks,
A system for performing automated stock trading. According to claim 1,
The trading surge reference amount is set as a predetermined multiple of the average trading volume of the immediately preceding trading day at that time, and the price peak is the highest trading price of the trading day at that time or the highest trading price on the daily chart for the immediately preceding period set as of that time. which is set to
A system for performing automated stock trading. According to claim 4,
The transaction surge standard amount and the price peak are periodically updated,
The data collection unit is configured to collect stock transaction data of the stock issue of the rapid transaction based on the updated transaction surge reference amount, the transaction pattern learning unit is configured to update the maximum ratio based on the updated price peak, the automatic The trading processing unit is subject to automatic trading at the market price at that time if the ratio calculated for the corresponding branch of the stock issue subject to automatic trading in which the branch trading volume equal to or greater than the updated trading surge reference amount has occurred is greater than or equal to the updated maximum ratio. configured to execute automatic purchase of stocks that are
A system for performing automated stock trading. According to claim 1,
The automatic trading processing unit is further configured to determine the lowest point of the corresponding trading spike of the stock issue subject to automatic trading as an automatic selling execution price,
A system for performing automated stock trading. A method for performing stock trading automated trading performed by a computing device, comprising:
Determining a stock issue having a trading volume equal to or higher than the set trading surge standard amount as a trading surge stock issue;
Collecting the stock trading data of the stock issue with the sharp increase in trading in real time from the spike in trading;
If the peak of the trading peak is greater than or equal to the set price peak after the trading surge, the lower tail length of each branch in the depression section between the trading surge and the price peak or higher Calculating a ratio of the total length of the trading surge segment;
Determining a maximum ratio among calculated ratios for the divisions in the snatch neck section;
Calculating the ratio of the length of the lower tail to the total length of the corresponding trading surge for the segment in the block section after the transaction surge when the segment trading volume of the stock item subject to automatic trading occurs at or above the trading surge standard amount ; and
Executing automatic purchase of stocks subject to automatic trading at the market price at that time when the ratio calculated for the corresponding segment of the stock issue subject to automatic trading is greater than or equal to the maximum ratio,
A method for conducting stock trading auto trading. According to claim 7,
The collected stock trading data includes stock group information to which the rapidly increasing stock stocks belong,
In the step of executing the automatic purchase of the stock issue subject to automatic trading, if the stock issue subject to automatic trading belongs to the same issue group as the issue group and the ratio calculated for the corresponding division is greater than or equal to the maximum ratio at that time. Including the step of executing automatic purchase of stocks subject to automatic trading at the market price,
A method for conducting stock trading auto trading. According to claim 7,
The collected stock transaction data includes market price index information to which the rapidly increasing stock item belongs,
In the step of executing the automatic purchase of stocks subject to automatic trading, if the stocks subject to automatic trading belong to the same market index as the market price index and the ratio calculated for the corresponding division is greater than or equal to the maximum ratio. Executing the automatic purchase of stocks subject to automatic trading at the market price at that time,
A method for conducting stock trading auto trading. According to claim 7,
The trading surge reference amount is set as a predetermined multiple of the average trading volume of the immediately preceding trading day at that time, and the price peak is the highest trading price of the trading day at that time or the highest trading price on the daily chart for the immediately preceding period set as of that time. which is set to
A method for conducting stock trading auto trading. According to claim 10,
The method,
periodically updating the transaction surge reference amount and the price peak; and
Further comprising the step of executing automatic purchase of the stock issue subject to automatic trading based on the updated transaction surge reference amount and the updated price peak.
A method for conducting stock trading auto trading. A computer program stored on a computer readable medium comprising computer-executable instructions for executing a method according to any one of claims 7 to 11.

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