TW201303781A - Trading strategy to establish the wisdom system - Google Patents

Abstract

The present invention is a Trading strategy to establish the wisdom system, the system can be obtained from the network or the Internet of financial products offer real-time quotes and historical data or real-time quotation system with existing series, to automatically generate trading strategies, which is characterized in its system for WYSIWYG policy creation system, which is based on information from one to offer a number of financial products to the current one or a number of historical price and volume graphs, charts transaction details, index, index, estimated volume, the amount of a particular price, fund management, own long-short position, price and volume patterns, the index type, K-line type, price and volume numerical computing, graph comparison operation of the information, the above chart can be stacked or overlapping display, in order to allow investors to drag an intuitive way, Click, graphics, type, copy, model selection, one of the state to specify multiple conditions combined to form a number of financial products to a single or a combination of the aforementioned conditions of trading strategies; by the above system designed to allow investors do not have a strategy programming capabilities, which can be late in the session or a way to drag or click to set real-time trading opportunities, search for the goods made in line with entry and exit and plenty of strategies to avoid people always have to stare or a disk pen search, not only trading slightly Zong fleeting opportunity, but because they can not do through the program to comply with orders to make money strategy and missed opportunities.

Description

Smart Trading Strategy Establishment System

The invention relates to a smart system, in particular to a system design, which allows an investor to have no strategic programming capability, that is, the buying and selling time can be set on the disk or behind the disk by dragging, and can be avoided. If there is a strategy, it will require people to always look at it. Not only will the timing of buying and selling be a little evanescent, but it will also result in the establishment of a smart trading strategy system that cannot make a profit by using the program to comply with the strategy.

Program trading has been widely adopted by domestic and foreign professional investors. It uses the technical indicators, basic analysis, commodity price fluctuation characteristics and cycle or other logical thinking messages commonly used in the market, and uses computer software to write process-based systems. Study the direction of the trend change and the basis for buying and buying.
The trading decision of the program trading is completely determined by the mechanized and institutionalized logical judgment rules. Through the assistance of the computer, various messages can be converted into a programming language. The computer can replace the artificial sending and selling signals, and then execute according to the commissioning method issued by the program. Ordering procedures, especially in the futures market, program trading is the most basic way for professional investors to achieve stable profit targets. Program trading can prevent investors from seeing the emotional reaction generated by the market and avoid making Irrational order-taking behaviors, such as transitional transactions, insistence on loss-making, etc., are all because human nature includes shortcomings such as fear, greed, hesitation, and gambling.
Here are just two things in the program transaction:
1. Design a 6-day and 12-day moving average in the program. There will be a death intersection at the two moving averages to provide the investor with a time point to judge the sale.
2. In the program, if the loss exceeds 10%, and the profit exceeds 20%, the loss will be played.
Both of the above are basic program trading strategies. However, not only investors who do not have a program transaction can develop their own strategy programs, but also developers who are full-time program trading strategies need to invest time to develop and conduct strategic simulation tests. As the financial commodity market tends to change rapidly, the timing of the strategy is often fleeting. Therefore, most investors can only use the manpower to track the trend, so as not to miss the opportunity to buy and sell.
Therefore, how to provide a more complete function without the need for strategic programming, that is, you can instantly set the smart system of buying and selling opportunities in the disk or after the disk to grasp the best timing is the inventor's desire to solve. Question.

In view of the imperfections of order transactions in the past, the inventors have been researching and developing for a long time, and finally developed such a design that allows investors to have no strategic programming skills, that is, they can be in the disk or after the game. The drag-and-drop method instantly sets up a smart trading strategy establishment system for buying and selling opportunities.
The intelligent transaction strategy establishing system of the invention can obtain real-time quotation and historical quotation data of financial products from the internet or the internet or connect with the existing real-time quotation system to automatically generate a trading strategy, which is characterized in that it is a WYSIWYG strategy establishment system, which displays one or several historical or historical figures of one to several financial products according to the quotation data, a chart of the price, an index, an index, a specific price, a condition, a fund management, and a self-owned Information on long and short parts, types, price calculations, and chart comparison operations. The above charts can be stacked or displayed in an overlapping manner, so that investors can intuitively drag, click, input, copy, model selection, and state designation. One to more combinations of conditions to form a trading strategy for one to several financial commodities under the aforementioned single or combined conditions.
The main purpose of the present invention is to enable the investor to have no strategic programming capability by simply designing and dragging, and only by clicking or dragging, the situation can be known in the shortest time and the selling can be easily controlled. And the timing of buying, you can save time and the time of programming, in order to make a more effective investment, but to avoid the tactics but to always be on the market, not only the timing of buying and selling, but also I will miss the opportunity to make money because I can't order through the program to comply with the strategy.
In order to make it easier for the examiner to understand the features of the present invention, please refer to the description of the embodiments of the present invention.

Please refer to FIG. 1 , which is a structural diagram of a smart transaction strategy establishing system of the present invention. The invention discloses a smart transaction strategy establishing system, which can obtain real-time quotation and historical quotation data of financial products from the network 10 or the Internet or connect with an existing real-time quotation system to automatically generate a trading strategy, which is characterized in that A WYSIWYG strategy establishes System A, which displays one or several historical or historical figures of one to several financial products based on the quotation data. Chart B, transaction details chart, index C (panic index, raw material market, economy) Data, chips, supply and demand, spot inventory, long and short positions, foreign investment ratio, custom index), indicator D (technical indicators, market indicators, commodity indicators, options indicators, and other existing indicators, or any quantifiable statistics Self-set indicators, trend lines, pressure lines, support lines, neck lines or investors' own or self-drawn lines, curves, histograms or columns), specific price, estimated amount (such as in the plate) You can first estimate today's trading volume, in order to set the conditions for buying and selling), fund management, own long and short positions, price type, index type, K line type (M type, W type, Island reversal, morning star, night star and other known or custom type), valence numerical calculation (including weighting operation, comparison operation, and can set a calculation interval, or the price of financial products themselves and their history Comparison of quantity or index), chart comparison operation (for example, setting stop loss or stop point after stacking two charts, including comparison of multiple charts or comparison of conditions between each other), the above charts can be Stacking or overlapping display, so that investors can drag, click, input, copy, model selection (gold cutting, wave theory, Gann angle, or custom model), state specification (cross, cross up, cross down) One-to-many combination of one-to-many conditions, one-to-many, breakthrough, price, approach, unit time price, high-low point deviation or strong-weak deviation, existing state or custom state) Under the condition of the trading strategy; with the above system design, investors can not need to have strategic programming capabilities (such as Risheng HTS, Tradestation, Multicharts, etc.) In the disk or after the disk, you can set the trading opportunity in real time by dragging. Search for the matching products to enter and exit. You can avoid the empty strategy, but you must always look at the disk or search for a pen. Not only will the trading time be fleeting, but more Because it is impossible to place orders through the program to truly comply with the strategy and miss the opportunity to make money.
The intelligent trading strategy establishing system of the present invention, wherein the real-time quotation system E (ie, the quotation data source) can be further included, which can be used as a data source of the WYSIWYG strategy establishing system or provided by an external system; Single system F, the order system F receives the buy-and-sell of the WYSIWYG strategy establishment system A to execute the online order process (the number of purchases and sales can be set again, according to the existing funds or the number of existing long and short ports, etc. Use the number of financial products that are determined to be bought or sold, that is, the number of sheets or the number of mouths.
The intelligent trading strategy establishing system of the invention can further comprise a lightning ordering system G, and the system can display instantly (the instant display comprises: 1. directly buying and selling in the best five-speed hanging in the market The volume shows the quantity ratio; 2. is the volume of each price, the internal and external discs, the proportion of all transactions on the day, the number of transactions, and the average amount of each transaction; 3. In this lightning order, you can directly start The transaction details and the second transaction price analysis table above, as shown in Annex I) specify the price, quantity (ie, the number of bids, the number of commissions), the volume of the transaction, the internal disc – One or more combinations of one or more of the above-mentioned discs, ratios, transactions, averages, and trading strengths can be purchased or bought through double-click or click on the specified item. Commissioned. The amount of the top and bottom price of the market is displayed in the column of the lightning system, and the price statistics table shows the cumulative analysis of the price at the time of the transaction at each price point in the lightning system.
The intelligent trading strategy establishing system of the present invention may further comprise a subscription warrant system H, which allows the investor 20 to set one or more warrant information in accordance with the expected increase or decrease of the target period for a specific period of time. And the investor 20; can allow the investor 20 to set the increase of the warrants to let the system reverse the calculation of the rise and fall of the target, which can allow the investor 20 to set the target price increase and decrease of the warrants; select the warrants suitable for the market trend timing And the premium rate at which the warrants are provided. The premium rate and the so-called in-the-money price provided by the brokers represent the price difference between the strike price and the underlying stock price. In the case of a warrant, the strike price is $100, the stock has risen to $110, which is called 10% within the price; if the stock price is $90, Representing this warrant is 10% out of price, but the most realistic response value through the specification of the warrant. There is currently no software or broker that uses this formula to make the most complete premium value. , the principle of its warrants (bull certificate): ((performance price + warrant price / execution ratio) - the price of the underlying stock) / the price of the target, the warrants (bears) through the principle: (standard stock price - (performance price - Warrant price/execution ratio)) / The target price, which can be set as the transaction price, the recent purchase price, and the recent selling price. This makes it unnecessary to let the investor see the warrant price and does not know when to buy the warrant. When the selling price is bought) or when you want to sell the warrants (selling with the buying price), you don’t know whether you are buying expensive or selling cheaply. It’s not worthwhile. Don’t be afraid that there is no brokerage to complete the simple and simple analysis of the warrants to investors. When investors participate in the warrants, they see a bunch of analytical data and cannot clearly know the target of the selection. The brokers are cheaper. The following five opportunities are through the strike price, the limit price, the premium rate, and the remaining days before the warrant expires. And the proportion of exercise helps investors to choose, so that investors do not need to think about how to choose, but help investors to choose the right warrants for his future investment forecast.
The timing has risen/fall in a short period of time;
Timing 2 has risen/small in the short term;
The timing of the third long-term ups and downs;
The timing of the four medium-term long-term small increase / small drop;
The timing of the five warrants and the target to buy or sell safe or arbitrage operations.
The intelligent transaction strategy establishing system of the present invention may further comprise an option system I, which allows the investor 20 to set the option combination product by itself, and can immediately display that the option combination product is the market price and the next to the next number. Information on price and quantity, and allows WYSIWYG strategy creation system A to be applied to the option combination commodity.
The intelligent transaction strategy establishing system of the present invention, wherein the system can further comprise a custom financial product system J, which can allow the user to set a financial product combination and customize the product weight to customize the index. The real-time market for financial products, and allows the WYSIWYG strategy creation system to be applied to the custom financial commodity portfolio index for trading combinations or strategies and can be compared with other market conditions, and can enable WYSIWYG strategies to establish system A applications. For the custom financial products (the combination of the purchase and the sale of the newsletter); for example: Strangles, please refer to the attachment diagram of Annex 2 and the attachment symbol of Annex III, when 8100 at the same time The right to buy and the 8200 selling rights, which will be combined into an annexed four-letter combination icon.
The intelligent transaction strategy establishing system of the present invention, wherein the WYSIWYG strategy establishing system A generates a trading strategy that can copy, remit, import, adjust settings, and generate a heterogeneous system code for use by a heterogeneous system (eg, for TS) Import or use directly after use.
The intelligent transaction strategy establishing system of the present invention, wherein the buying and selling strategy generated by the WYSIWYG strategy establishing system A may be one or more of the second group according to the weighted combination of one of the first group to the plurality of financial commodity prices. The trading strategy of financial commodities, in which the first group and the second group of financial products can be repeated or completely different.
The smart transaction strategy establishing system of the present invention, wherein the WYSIWYG policy establishing system A can be installed on the electronic device 30 or on the server of the network 10 or the Internet, so that the investor 20 can use the application or the Internet. The road browser is connected to the server, and the electronic device 30 can be a TV set with a TV box, a PDA, an IPAD desktop computer, a notebook computer, a Pocket PC, a mobile phone, and an electronic reader.
The intelligent trading strategy establishing system of the present invention, wherein the WYSIWYG strategy establishing system A generates the newsletter and the selling news can notify the investor 20 by means of the newsletter, the mail, the telephone voice; the ordering result of the ordering system F can be the newsletter, the mail, the telephone The voice informs the investor 20 .
The intelligent transaction strategy establishing system of the present invention, wherein the trading strategy formed by the WYSIWYG strategy establishing system A can perform historical data backtesting for a specified period of one to several financial commodities or a combination thereof to obtain parameter optimization, Or obtain one of the most suitable trading strategies for this particular period to several financial commodities or a combination thereof.
The intelligent transaction strategy establishing system of the present invention may further comprise a trading strategy suggestion system K, the system includes one or more specific trading strategies, which facilitates the investor 20 to set an expected return rate, winning percentage, maximum loss, backtesting During the period, the system can suggest the trading strategies that investors can adopt, and investors 20 can adopt them directly or fine-tune them.
The intelligent transaction strategy establishing system of the present invention may further include a strategy step-by-step generation system L, and the investor 20 may generate a common strategy through stepwise setting, and can be applied to an investor who has started the strategy or has not yet started.
The following is a description of the recommended operational flow under several strategies when applying the intelligent trading strategy of the present invention to establish a system:
1. Strategy 1: Design the 6-day and 12-day moving averages, and there will be a death intersection between the two moving averages to provide investors with time to judge the sale.
Applying the intelligent trading strategy of the present invention to establish a system (without planning and writing any code): dragging the 6-day and 12-day moving average curves on the price chart, and clicking on the status specification for the intersection (the status specification can include the intersection) , cross-up, cross-down, same direction, breakthrough, price, approach, unit time price, such as: single-point 1 point, 5 points K-bar closing price, high-low point deviation or strong and weak deviation, and other possible states) You can use the right mouse button to operate, or use the touch method to specify, and then the investor will specify whether to buy or sell, and set the number of units to buy or sell, or set the number of units converted by the percentage of funds, that is, completed The establishment of the strategy.
2. Strategy 2: If the loss exceeds 10%, and the profit exceeds 20%, the loss will occur.
Applying the intelligent trading strategy of the present invention to establish a system (without planning and writing any code): the investor through the intelligent trading strategy of the present invention establishes a system of trading strategy suggestion system to select the profit point and set the profit percentage of the profit point, but 10%, you can also set the percentage of stop loss points at the same time, that is, complete the establishment of the strategy.
In addition, there are many predictive applications of the present invention. For example, a stock is 1,000 from 9:00 to 10:00 yesterday, and the volume of yesterday's closing is 7,000. Today, it is 3,000 from 9:00 to 10:00, so the system can Providing forecasts to investors, today's volume is estimated at 15,000, and the conditions for buying and selling can be set based on this estimate. In another case, today's long red K and the volume of the transaction are greater than the average of 150% on the 5th. The system can set the time from the time of the session, the accumulated volume to the estimated volume, and the price can be set according to this estimate. condition.
The intelligent trading strategy establishing system of the present invention can not only use existing values as a source of strategy, but also estimate various values and use it as an indicator to establish a strategy. For example, the estimated volume can be used as an indicator, as is the volume of prior art analysis. That is to say, the current cumulative volume of the current K-bar (K-line) is changed to the estimated volume, and then displayed by the living body.
The application cases of the present invention such as the above are numerous, and the above description is only for the detailed description of the present invention. However, any modifications and changes made to the embodiment, such as the type of electronic device and the combination of various systems, are used. Change to use voice control, the type of indicator, the type of status representative icon, the right mouse button menu item, execute on the server on the Internet, or execute on the smart phone (operate by Web or APP) Changes in the language of the system, etc., do not depart from the spirit and scope of the invention. The spirit of the present invention is that the establishment of a strategy can be easily accomplished by dragging, setting, and inputting through an input device without learning any code or writing any code at any time.
From the above detailed description, those skilled in the art can understand that the present invention can achieve the foregoing objects, and has already met the requirements of the Patent Law, and has filed a patent application in accordance with the law.

10. . . network

20. . . Investors

30. . . Electronic equipment

A. . . WYSIWYG strategy building system

B. . . Price chart

C. . . index

D. . . index

E. . . Real-time quotation system

F. . . Ordering system

G. . . Lightning order system

H. . . Subscription warrant system

I. . . Option system

J. . . Customized financial commodity system

K. . . Trading strategy advice system

L. . . Strategy generation system

Figure 1 is a structural diagram of the intelligent trading strategy establishment system of the present invention.

10. . . network

20. . . Investors

30. . . Electronic equipment

A. . . WYSIWYG strategy building system

B. . . Price chart

C. . . index

D. . . index

E. . . Real-time quotation system

F. . . Ordering system

G. . . Lightning order system

H. . . Subscription warrant system

I. . . Option system

J. . . Customized financial commodity system

K. . . Trading strategy advice system

L. . . Strategy generation system

Claims (13)

A smart trading strategy establishing system, which can obtain real-time quotation and historical quotation data of financial products from the Internet or the Internet or connect with an existing real-time quotation system to automatically generate a trading strategy, which is characterized by a view The resulting strategy establishment system, which displays one or several historical or historical figures of one to several financial products based on the quotation data, a breakdown of the price, an index, an indicator, an estimate, a specific price, a fund management, Self-owned long and short parts, valence type, exponential type, K-line type, price calculation, chart comparison operation information, the above charts can be stacked or overlapped, so that investors can intuitively drag , sorting, drawing, inputting, copying, model selection, state designation, one or more combination of conditions to form a trading strategy of one to several financial commodities under the aforementioned single or combined conditions; by the above system design, investment can be made People do not need to have strategic programming skills, that is, they can be set up and down in the disk or after the disk by dragging or clicking. Machines, search for matching products to enter and exit, but avoid empty strategy, but also require people to always look at the disk or a pen search, not only the timing of buying and selling is fleeting, but also because they can not make orders through the program to comply with the strategy and make money. Good opportunity. For example, the smart transaction strategy establishing system described in claim 1 may further include a real-time quotation system, which may be used as a source of information for the WYSIWYG strategy establishment system or provided for use by an external system; In the single system, the ordering system receives the buy and sell news generated by the WYSIWYG strategy establishing system to execute the online ordering process. For example, the smart transaction strategy establishing system described in claim 1 wherein the trading strategy generated by the WYSIWYG strategy establishing system can copy, remit, import, adjust settings, and generate code for heterogeneous systems. Heterogeneous system use. For example, the smart transaction strategy establishing system described in claim 1 wherein the trading strategy generated by the WYSIWYG strategy establishing system may be based on a weighted combination of one or more financial commodity prices of the first group to form a The trading strategy of one of the two groups to a plurality of financial commodities, wherein the financial products of the first group and the second group may be repeated or completely different. For example, the smart transaction strategy establishing system described in claim 1 wherein the WYSIWYG strategy establishing system can be installed on an electronic device or on a server of a network or an Internet to allow investors to apply through the application. The program or Internet browser connects to the server. The electronic device can be a TV set with a TV box, a PDA, an IPAD desktop computer, a notebook computer, a Pocket PC, a mobile phone, and an electronic reader. For example, the intelligent trading strategy establishment system described in claim 1 of the patent scope, wherein the buy-in and the sell-out generated by the WYSIWYG strategy establishment system can notify the investor by SMS, email, or telephone voice; the order result of the order system can be Inform investors by SMS, email, and phone. For example, the smart transaction strategy establishing system described in claim 1 is characterized in that the trading strategy formed by the WYSIWYG strategy establishing system can perform historical data backtesting for a specified period of one to several financial commodities or a combination thereof. To obtain parameter optimization, or to obtain one of the most suitable trading strategies for the specific period to several financial commodities or a combination thereof. For example, the smart transaction strategy establishing system described in claim 1 may further include a trading strategy suggestion system, which includes one or more specific trading strategies to facilitate the investor to set an expected return rate, winning rate, and maximum The loss, the period of the backtesting, etc., the system can recommend the trading strategy that the investor can adopt, and the investor can adopt or fine-tune it before adopting it. For example, the intelligent trading strategy establishing system described in claim 1 can further include a strategy progressive generating system, and the investor can generate a common strategy through stepwise setting, and can be applied to the introduction of the strategy or not yet started. Investor. For example, the system for establishing a smart trading strategy as described in item 1, item 2, item 3, item 4, item 5, item 6, item 7, item 8, or item 9 of the patent application, wherein It can further include a lightning ordering system, which can instantly display the price, quantity, volume, internal disk-outer disk, ratio, number of transactions, average volume, and trading strength of one or more specified products. Some or all of the above-mentioned one or more fields can be ordered to buy or sell by double-clicking or clicking on the specified item. For example, the system for establishing a smart trading strategy as described in item 1, item 2, item 3, item 4, item 5, item 6, item 7, item 8, or item 9 of the patent application, wherein It may further include a subscription warrant system, which allows the investor to set one or more warrants and investors in accordance with the expected increase or decrease of the target period, and allows the investor to set the increase of the warrant Let the system reverse the calculation of the rise and fall of the target; allow the investor to set the target's rise and fall to calculate the rise and fall of the warrant, provide the strike price, limit price, premium rate corresponding to the target, the remaining days before the warrant expires and the proportion of exercise Help investors choose the right warrants for the timing of the market. For example, the system for establishing a smart trading strategy as described in item 1, item 2, item 3, item 4, item 5, item 6, item 7, item 8, or item 9 of the patent application, wherein It can further include an option system, which allows the investor to set the option combination product and display the information of the market price and the price and quantity of the next to the next file, and can make WYSIWYG The policy establishment system is applied to the option combination commodity. For example, the system for establishing a smart trading strategy as described in item 1, item 2, item 3, item 4, item 5, item 6, item 7, item 8, or item 9 of the patent application, wherein Can also include a custom financial product system, which allows investors to set their own financial index and customize the weight of the product, and instantly display the real-time market of the combined financial products, and can see what you see. That is, the resulting strategy establishment system is applied to the custom financial commodity combination index for trading its combination or strategy and can be compared with other market conditions.