201145202 、發明說明： 【發明所屬之技術領域】 本發明係為-種股票多空決策系統，絲即時 大盤及股票個股多空轉折及買賣訊號。 頂涮 【先前技術】201145202, invention description: [Technical field to which the invention pertains] The present invention is a stock long-short decision-making system, which is a short-term transfer and trading signal for stocks and stocks. Top 涮 【Prior Art】
酼著資訊科技突飛猛進，人們對於即時且方便的資訊 需求更是呈現爆炸性的成長。而股票投資-直是-般大 眾^的理財方式，若能於眾多股票資訊中迅速取得某一股， 脹=先機’即時且正確提供做為投資人買賣決策；絕對是一^ ，盼=2GG8-2_年金融海嘯發生，全球^ 巾田哀歐吳專先進國家為了拯救其國内經濟，大量印製鈔毋 來2貝或支撐金融業及重要的民間企業，世界各國利率不斷^ 下新低’甚至有負利率情況發生。2009年中至2010年初由中、 國f域復甦，反而造成的全球通膨疑慮；魔大 f的直接彳认各國股市，投f股票成為全球風潮，所以若 :夠利用電腦快速分析、即時預測哪—支股票何時會漲 會跌，是許多投資人想要解決的問題。 、 而目前市面上有所謂的r電腦智慧分析選股系統」， 利巧腦來幫職資人選擇適當的股票投# ，上述之軟體 通“巧據大量股市資訊歷史資料及幾個固定或自行設 條1來篩選過濾股票，這些條件像是「股價」、「成交量」、「平 均價格」、「EPS每股稅後盈餘」、「p/E本益比分析」、「營收成 長率▲」、.·.等等的市場交易或財務資訊來做篩選分析之工具。整 體^說’依據各類麵狀賴型之顧线雖朗單/易用， 但普遍缺乏彈性，且無法快速反應出該股股票當時真實價格及 =同營運背景之差異性’另外現今股市股票家數已達1 3〇〇多 檔，且數量仍在持續上昇。如投資人自行研究分析股市’，則需 ，收集相當多的資訊、浪f許多㈣貴時間，更 專業知識，故並不適合-般平日工作生活繁忙之投 201145202 投資效益亦相當低β ㈤灣均專=「、=== 買賣造要大量股f陳舊歷史資料來運Ϊ 故a演算八鋒里^ 法反映當前的產業現況、金融局勢， 策:〜·^析結果料魏失誤，使财大駿出錯誤投資势夫 方田目則雖然已有許多有關於股票交易或資料整理分析 等突破性技術卻未==⑵ 齡損連ϊ。不、二吊錯疾偏頗’甚至誤信投顧老師『明牌』造成 【發明内容】 之股善先前技術之缺失，本發明提出了一種新穎 空能即時計算並預測大盤及股票個股多 (非的’係利用即時和較新的股市及個股資料 沖％ ί止史貝料）做#擬分析計算，並提侧確的多空買賣 ‘n ’明確快速提供投資人買賣股票之多空決策參考。 本土明即為解決先前技術上選股報酬率低，捨棄不合時宜 擬演算方式，且提供投資人快速多策$ 究開發且經多年驗證，終域功發展 示市场，大盤與個股「昨日收盤」與「今日盤中」的即時數據， 空決策系統」的計算模型’自行不斷追縱個股 對ϊΐ巧潮增減幅度、當曰開盤強弱度、盤中即時強弱度 以及盤中1胃格振幅’迅速於盤中或盤後計算-多空決策因子 沒’做為買賣點的判斷’協助使用者從龐大數量的股票中準確 201145202 迅速地掌握最佳之買賣時機。 【實施方式】 本發明之版7Γ：多空決策系統’係能即時曾 ，個股多空轉，賣訊號，如第i圖所示及 實施例’包括-遠端主機，係能讀取 一 資料庫；-決策系統，係利用本宰發明貝^保存至 發出的「動態多空決策系統演算法」來即時 料。動癌多空決朿系統演算法特點是只利用「昨日收盤盘 ^盤中」的即時數#’即可於盤中或盤後計算一多空決」策因^ 第-實施例中騎贿置係透過網路登 股票資料及個股的多空決策因子錄所判定 ^體登入證券商的遠端主機，或者在證券商斤== ^看，下單軟體。另-觀式是登人網站成為會歧，二可透 過即時通訊軟體(如MSN、ICQ等）、電子郵件、簡訊^t ?到遠端主機傳來的個股多空決策因子錄所判定 ^策:罐。通贿置還可岐各種手持式鱗通訊裂^(如 仃動^話、PDA等）、股票機等’以及網路電視裝置。 /第2圖則為本發明之第二實施例，通訊裝置上可設置決策 糸統γ如電腦軟體）’透過網路連結遠端主機獲取股票資料後， 再計算$空決策因子錄，快速得到―多空f#決策訊號。 來Θ 、當日開盤強弱度1、盤中即時強弱度J以及盤中價 栳振幅K，4種參數再配合權重值來計算。公式如下： P = {lxWx+JxW2 +^x^3)-C4+(l + 6>xfF4) 其中W!、W2、W3、W4、C4，為該決策线蚊之最佳 瞿重值。當該多空決策因子Θ大於某一正值為買進訊號 例如：大於y9i=+3)，小於某一負值石2為賣出訊號(例如：小 ，召2= - 2.5)。以這樣簡單而明確的点變化數值，判定得到一 多空買賣明確決策訊號以提供投資者選股，沒值越大表示多頭 201145202 趨勢越強烈，越小（負值)表示空頭趨勢越強烈。 ^於相對量能潮Θ ，係由昨日大盤成交量及今日大盤預 =成交量’對比個股昨日成交量及個股今日預估成交量，而求 得(f中即時）0值。正值表示個股量能相對大盤及其他股票 為較$的狀態’表示該個股資金聚集度高，為盤中強勢指標^ 西，曰開盤強弱度I，係由個股今日開盤價對比昨日收盤 價’該決策系統再選擇性分配一權重值Cl，而求得 表示多頭趨勢。 & >盤中即時強弱度j，係由個股盤中成交價對比今日開盤 價’該決策系統再選擇性分配一權重值C2，而求得J值。 表示多頭趨勢。 盤中價格振幅K ’係由個股今日盤中最高價和最低價之 差’、=比昨曰收盤價，該決策系統再選擇性分配一權重值Q， 而求彳于K值。正值大小表示漲跌幅度大小。 凡一本發明可以幫助投資人迅速明確做出多空投資決定，降低 投，風險與提升投資效益。根據該股盤中顯示之『真實價格』 變化及該股相對股市大盤量能增減幅度關係，利用「多空 買賣決策演算法」自動隨該股資訊傳遞過程中產生之『真實價 格』和『相對量能潮』；計算出多空買賣決策訊號。而非像早 期專利文獻僅依原有或陳舊歷史價量資料，模擬演算所得出的 結果’造成預估現在或未來股價大幅失真現象。 、明再參考下表及第3圖及表(一）、表(二），本發明以股票 代碼3504的揚明光來做為範例，統計2009年11月30日〜2〇1〇 年2月9曰的多空決策因子的走勢，並設定當θ值大於3時買 進，小於-2.5時賣出，介於3〜-2.5之間時多空持股皆續抱， 例^:2009/11/30盤中時0值大於3時(當日收盤時0=4.51)即發 出買進股票訊號’持有多單至2009/12/10時々值小於-2.5時即 ，出賣出（當日收盤時々=·2_63)便賣出股票並同時放空該股股 票’持有空單遇到2009/12/18盤中/5值=3(當曰收盤時=5.1)時 回補放空股票並再次做多買進該股股票。若該股有股價格低於 201145202 ί if定’峨帥_，·則於隔曰 (=:以二之進r;，此原理不再。表 12h52%，期間大盤的出場價位’制累積報酬率 實上若：中。即Ϊ;以;^斤所公告的收盤價為例，但事 於121.52%。 動作受貧人所獲得之報酬率將更高 • 先前技術最大差異性為： 市歷史資料，或以技術分析 '或以迴ffg獻 ίί:ί:;;=是故所推估或演算出來之結果，較無 股票即時俨、股股價趨5。而本發明制盤中個股 的典里15並¥入加權計算，較為貼近該股票於資訊 播過程顯現出的真實價格，幾乎完全排除依 股=Γ成交價，因時間差異所造成準確度判 • =二i王/上加上網路化，使得股市相關資訊在極 齡 &時間内達充分傳遞，本發明透過即時權醫加速 個股價格與即時成交價格達同步效果。 二、 以『相對量能』取代『絕對量能』觀念：本發明導入 個股與大盤相對應之個股能量潮增減因子為其『相對量能』做 為分析基礎；由個股相對大盤量能增減變化，發現個= 潮增減變化’可快速得到該股之『相對量能』潮增減大小1己 合即時價格漲跌，指標股極易顯現給投資人做買賣決策。 三、 自動追縱停利停損之多空訊號點，毋須事先預測.本 發明可以同步追縱股市股票走勢，並適合多頭緩服，空頭轉折 急跌等各種股市股票行情。當股市股票屬「多頭緩漲」，在一 201145202 ^碩，道下多方持股維持繼 方，甚波段订情。若當所持有股票由多方轉折為空 n跌’經價格加權之加速原理，可快速發出停利 =」，持月又夕方退出及反向加碼做空。故本發明特殊之加權價 置設計與相對量能_理，可多空波段雙向操作，加大投資人 波段獲利機會並降低其投資時間風險。 四、投資人之投資風險大小需求可簡易控管調整：可調整 多空決策因子值βΐ〜β2風險控制區β值大小，對應管理股價With the rapid advancement of information technology, people's demand for instant and convenient information is exploding. And stock investment - straightforward - general public ^ financial management, if you can quickly obtain a stock in a lot of stock information, inflation = first opportunity 'immediately and correctly provide as an investor trading decision; absolutely is a ^, hope = 2GG8-2_The financial tsunami occurred in the world ^Tian Tian 欧 Ou Wu special advanced country in order to save its domestic economy, a large number of banknotes to buy 2 baht or support the financial industry and important private enterprises, the world's interest rates continue The new low 'even has a negative interest rate situation. From mid-2009 to the beginning of 2010, the recovery of China and the country's f domain has caused global inflation doubts. The direct recognition of the national stock market by the Magic University f has become a global trend, so if it is enough to use the computer for rapid analysis and immediate prediction. When the stock will rise and fall, it is a problem that many investors want to solve. At present, there is a so-called r computer intelligence analysis stock picking system on the market, Li Qiao brain to help the staff to choose the appropriate stock investment #, the above software pass "according to a large number of stock market information and historical data and a few fixed or self Set a 1 to filter and filter stocks. These conditions are like "share price", "volume", "average price", "EPS after-tax earnings per share", "p/E P/E ratio analysis", "revenue growth rate" ▲", .., etc. market transactions or financial information for screening analysis tools. Overall ^ said that according to the various types of face-to-face type, although the order is easy to use, but generally lacks flexibility, and can not quickly reflect the true price of the stock at the time and = the difference between the operating background and the stock market stocks The number of households has reached more than 13,000, and the number is still rising. If investors research and analyze the stock market on their own, they need to collect a lot of information, many waves (four) expensive time, more professional knowledge, so it is not suitable for the usual weekday work and life is busy 201145202 investment efficiency is also quite low β (five) Bay Special = ", === Buying and selling to make a large number of stocks f old historical data to operate 故 a a calculus of the eight fronts ^ method reflects the current state of the industry, financial situation, policy: ~ · ^ analysis results expected Wei mistakes, make the financial Jun’s mistaken investment, Fang Tianmu, although there are many breakthrough technologies related to stock trading or data analysis, but not == (2) age loss and even shackles. No, the second hang is wrong, even the wrong letter to the teacher The "brand" caused the lack of the prior art of the invention. The present invention proposes a novel empty energy to calculate and predict the large number of stocks and stocks (non-" uses instant and new stocks and stocks. ί 史 史 ) ) 做 做 做 做 做 做 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟 拟, abandoning the untimely method of calculus, and providing investors with quick and multi-strategy development and multi-year verification, the final domain development shows the market, the real-time data of the market and individual stocks "closed yesterday" and "on the plate today", the empty decision system" The calculation model of 'self-continuously chasing stocks on the increase and decrease of Qi Qiaochao, when the opening strength, the intraday strength and the intraday disk amplitude 1 quickly calculated in the intraday or after the disk - long and short decision factors 'As a decision of buying and selling points' helps users quickly grasp the best trading opportunities from a large number of stocks in 201145202. [Embodiment] The version 7 of the present invention: the multi-empty decision-making system can be instant, the stocks are idling, and the signals are sold, as shown in the figure i, and the embodiment includes the remote host, which can read a database. The decision-making system is based on the "dynamic long-space decision system algorithm" that was saved to the issued "Shenzhen". The algorithm of the cancer and long-term decision-making system is characterized by using only the instant number # of yesterday's closing disk ^ in the disk to calculate a lot of airs in the disk or after the disk. The system determines whether to log in to the remote host of the securities firm through the online stock information and the long-term decision-making factor of the individual stocks, or to view the securities of the securities firm. Another-view is that the website is a disagreement. Second, it can be judged by the instant messaging software (such as MSN, ICQ, etc.), e-mail, and newsletter. :tank. The bribery can also be used for all kinds of handheld scale communication (such as swaying, PDA, etc.), stock machines, etc. and Internet TV devices. / Figure 2 is a second embodiment of the present invention, the communication device can be set up with a decision system γ, such as computer software) 'After connecting to the remote host through the network to obtain stock data, then calculate the $empty decision factor record, and quickly get ―Multi-empty f# decision signal. Come Θ, the opening strength of the day, the intraday strength and weakness of the intraday, and the intraday price 栳 amplitude K, the four parameters are combined with the weight value to calculate. The formula is as follows: P = {lxWx+JxW2 +^x^3)-C4+(l + 6>xfF4) where W!, W2, W3, W4, and C4 are the best weight values for the decision line mosquito. When the long and short decision factor Θ is greater than a positive value of the buy signal, for example: greater than y9i = +3), less than a negative value of stone 2 is a sell signal (for example: small, call 2 = - 2.5). With such a simple and clear point change value, it is determined that a long and short trading decision signal is provided to provide investors with stock selection. The greater the value, the greater the long-term 201145202 trend. The smaller (negative value) indicates the stronger the bearish trend. ^ In the relative amount of energy tide, the volume of yesterday's market and today's market forecast = volume 'compared to the daily trading volume of individual stocks and the estimated trading volume of individual stocks today, and obtained (in real time) 0 value. A positive value indicates that the amount of stocks can be relatively large and other stocks are in a state of more than $, indicating that the stock has a high degree of capital concentration, which is a strong indicator in the middle of the session, and the strength of the opening is I, which is the opening price of the stocks today compared to yesterday's closing price. The decision system then selectively assigns a weight value Cl to obtain a bullish trend. &> On-the-spot strength and weakness j, which is the price of the stock in the stock compared to today's opening price. The decision system then selectively assigns a weight value C2 to obtain the J value. Indicates a bullish trend. The intraday price amplitude K ′ is the difference between the highest and lowest prices of the stocks today, = the closing price of the previous day, and the decision system then selectively assigns a weight value Q to the K value. The positive value indicates the magnitude of the rise and fall. Any invention can help investors quickly and clearly make long-term investment decisions, reduce investment, risk and improve investment returns. According to the change in the “real price” displayed in the stock market and the relationship between the stock market and the stock market, the “long and short trading decision algorithm” automatically uses the “real price” and “generated” in the information transfer process. Relative quantity energy tide; calculate the long and short trading decision signal. Rather than the results of the simulation calculations based on the original or obsolete historical price data, the early patent literature caused a significant distortion in the current or future stock price. Referring to the following table and Figure 3 and Table (1) and Table (2), the invention uses Yangmingguang, stock code 3504, as an example, and statistics are published from November 30, 2009 to February 2, 2009. 9曰 The trend of the long and short decision-making factors, and set to buy when the value of θ is greater than 3, sell when less than -2.5, and hold the long and short holdings between 3 and -2.5, example ^:2009/ In the 11/30 intraday, when the value of 0 is greater than 3 (0=4.51 at the close of the day), the stock price signal is issued. When the stock is held at 2009/12/10, the depreciation is less than -2.5, and the seller sells it. When 々=·2_63), the stock is sold and the stock is emptied at the same time. 'Holding an empty order encounters 2009/12/18 intraday /5 value=3 (when 曰 closing = 5.1), replenishing the stock and making it again Buy more stocks. If the stock has a stock price lower than 201145202 ί if the '峨帅_, · then in the gap (=: to the second into r;, this principle is no longer. Table 12h52%, during the period of the market's appearance price' cumulative payment If the rate is true, the price is as follows: The information, or technical analysis 'or ffg ίί: ί:;; = is the result of the estimation or calculation, the stock is less than the stock, the stock price tends to 5. In the 15 and the weighted calculation, it is closer to the real price of the stock in the information broadcast process, almost completely exclude the stock price = the transaction price, the accuracy caused by the time difference = = 2 i king / add network In order to achieve full transmission of stock market related information in the extreme age & time, the present invention speeds up the price of individual stocks and the real-time transaction price through instant right doctors. Second, replace the concept of "absolute energy" with "relative energy": The invention introduces individual stock energy corresponding to the stock market The increase or decrease factor is used as the basis for analysis of the relative energy; the relative stocks of the stocks can increase or decrease, and the change of the tide can be quickly obtained. If the real-time price rises and falls, the index stocks will easily appear to the investors to make trading decisions. Third, the automatic tracking of the long and short signal points of stop-and-loss stops, without prior prediction. The invention can simultaneously track the stock market trend and is suitable for long positions. All kinds of stock market stocks, such as easing, short-selling, and so on. When the stock market stocks are “long-term slow-moving”, in 201145202, the multi-party holdings will maintain the successor, and the singularity will be fixed. Multi-party turning into empty n-down 'price-weighted acceleration principle, can quickly issue a stop-loss =", holding the month and the evening exit and reverse plus short, so the special weighted price design and relative energy of the invention can be Multi-space band two-way operation, increase investor profit opportunities and reduce investment time risk. IV. Investor's investment risk size demand can be easily controlled: adjustable multi-space decision factor value βΐ~β2 Risk control area β value, corresponding to management stock price
多空決策訊號時點，即時管理投資人投資風險係數大小，適合 各種不同投資風險需求之投資人。例如保守型投資人欲多頭持 有股票；則可設定β值>5買進訊號判定值，β值<-1即賣出訊 號判定值。 表（一) 3504揚明光 多空決策因子β 2009/11/30 4.51 2009/12/1 9.37 2009/12/2 3.20 2009/12/3 1.16 2009/12/4 4.14 2009/12/7 6.85 " 2009/12/8 -0.68 2009/12/9 7.01 2009/12/10 -2.63 2009/12/11 -0.39 2009/12/14 0.56 ~" 2009/12/15 -2.08 2009/12/16 -1.66 2009/12/17 -1.87 2009/12/18 5.10 2009/12/21 1.25 ‘ 2009/12/22 0.28 2009/12/23 6.93 201145202When the long and short decision signals are taken, the investment risk factor of the investor is managed in real time, which is suitable for investors with different investment risk needs. For example, a conservative investor wants to hold a stock in a long position; then, a beta value >5 buy signal judgment value can be set, and a beta value <-1 is a sell signal judgment value. Table (1) 3504 Yang Mingguang long and short decision-making factor β 2009/11/30 4.51 2009/12/1 9.37 2009/12/2 3.20 2009/12/3 1.16 2009/12/4 4.14 2009/12/7 6.85 " 2009/12/8 -0.68 2009/12/9 7.01 2009/12/10 -2.63 2009/12/11 -0.39 2009/12/14 0.56 ~" 2009/12/15 -2.08 2009/12/16 -1.66 2009/12/17 -1.87 2009/12/18 5.10 2009/12/21 1.25 ' 2009/12/22 0.28 2009/12/23 6.93 201145202
2009/12/24 1.63 2009/12/25 3.11 2009/12/28 7.05 2009/12/29 6.43 2009/12/30 -0.67 2010/1/4 6.96 2010/1/5 -5.95 2010/1/6 0.04 2010/1/7 -4.09 2010/1/8 6.05 2010/1/11 0.45 2010/1/12 4.56 2010/1/13 2.23 2010/1/14 7.07 2010/1/15 -0.24 2010/1/18 2.72 2010/1/19 -2.96 2010/1/20 -1.25 2010/1/21 -3.27 2010/1/22 2.33 2010/1/25 -6.80 2010/1/26 -6.80 2010/1/27 -6.70 2010/1/28 7.10 2010/1/29 1.7 2010/2/1 -3.40 2010/2/2 -6.80 2010/2/3 1.4 2010/2/4 0.7 2010/2/5 -6.90 2010/2/6 -3.10 2010/2/8 0.6 2010/2/9 5.90 表(二) 多空型態 進場日期 進場價位 (收盤價） 出場日期 出場價位 (收盤價） 累積獲利 揚明光 累積報酬 多單 2009/11/30 165.00 2009/12/10 211.⑽ 46000 27.88% 201145202 空單 2009/12/10 211.00 2009/12/18 209.00 48000 29.09% 多單 2009/12/18 209.00 2010/1/5 263.00 102000 61.82% 空單 2010/1/5 263.00 2010/1/8 267.00 98000 59.39% 多單 2010/1/8 267.00 2010/1/19 303.50 134500 81.52% 空單 2010/1/19 303.50 2010/1/28 255.50 182500 110.61% 多單 2010/1/28 255.5 2010/2/1 250.5 177500 107.58% 空單 2010/2/1 250.5 2010/2/9 227.5 200500 121.52% ※註：ι.35〇4揚明光，⑽測持有原始成本價格p=i65元。2.20091130 大盤指數=7582.21 ; 20100201 大盤指數 -7525 〇2009/12/24 1.63 2009/12/25 3.11 2009/12/28 7.05 2009/12/29 6.43 2009/12/30 -0.67 2010/1/4 6.96 2010/1/5 -5.95 2010/1/6 0.04 2010/1/7 -4.09 2010/1/8 6.05 2010/1/11 0.45 2010/1/12 4.56 2010/1/13 2.23 2010/1/14 7.07 2010/1/15 -0.24 2010/1/18 2.72 2010/1/19 -2.96 2010/1/20 -1.25 2010/1/21 -3.27 2010/1/22 2.33 2010/1/25 -6.80 2010/1/26 -6.80 2010/1/27 -6.70 2010/ 1/28 7.10 2010/1/29 1.7 2010/2/1 -3.40 2010/2/2 -6.80 2010/2/3 1.4 2010/2/4 0.7 2010/2/5 -6.90 2010/2/6 -3.10 2010/2/8 0.6 2010/2/9 5.90 Table (2) Multi-empty type entry date entry price (closing price) Appearance date appearance price (closing price) Accumulated profitable Yang Mingguang cumulative remuneration more than 2009/11 /30 165.00 2009/12/10 211.(10) 46000 27.88% 201145202 Empty single 2009/12/10 211.00 2009/12/18 209.00 48000 29.09% More than 2009/12/18 209.00 2010/1/5 263.00 102000 61.82% Empty Single 2010/1/5 263.00 2010/1/8 267.00 98000 59.39% Multiple orders 2010/1/8 267.00 2010/1/19 303.50 134500 81.52% Empty singles 2010/1/19 303.50 2010/1/28 255.50 182 500 110.61% More than 2010/1/28 255.5 2010/2/1 250.5 177500 107.58% Empty single 2010/2/1 250.5 2010/2/9 227.5 200500 121.52% ※Note: ι.35〇4 Yang Mingguang, (10) Hold the original cost price p = i65 yuan. 2.20091130 Large-cap index =7582.21; 20100201 Large-cap index -7525 〇
10 201145202 【圖式簡單說明】 第1圖：本發明第一實施例 第2圖：本發明第二實施例 第3圖：揚明光(3504)多空決策因子轉折變化 【主要元件符號說明】 無10 201145202 [Simplified description of the drawings] Fig. 1 : First embodiment of the present invention Fig. 2: Second embodiment of the present invention Fig. 3: Yang Mingguang (3504) long and short decision factor transition change [Description of main component symbols]