TWI556184B - Automatic Trading System and Transaction Method of Combination Commodity and Trading Strategy - Google Patents

Description

Automatic trading system for combining goods and trading strategies and trading method thereof

The invention relates to an automatic trading system for combining commodity and trading strategies and a trading method thereof, in particular to a trading device having a fund management mechanism, which can carry out a plurality of commodities according to funds in a user-specified account. Multi-strategy transaction control automatic trading system and its trading method.

According to the current securities or futures trading, the main business is online transactions, supplemented by telephone voice transactions. Although online transactions operate on computers, mobile phones, tablets or PDAs, they require investors to operate manually. The procedure is as follows: download the transaction execution software on a computer, mobile phone, tablet or PDA, such as but not limited to Wiondows version or Android version, the transaction execution software can receive the data of the broker/futures dealer software, and after the software opens the order program provided by the broker, when ordering, you need to make some set options first, then When the transaction price appears, the investor manually presses the OK button to execute the transaction.

However, the above-mentioned conventional trading device needs to collect commodity trading materials by manpower, and manually establishes the commodity trading price after research and judgment, which is a time-consuming and labor-intensive work for investors, resulting in many operations and transactions. In addition, the above-mentioned conventional transaction device requires a huge database, which occupies the bandwidth and resources of the system, and the calculation method of the transaction price of the investment commodity is mostly a fixed calculation method, if more than one person simultaneously calculates the calculation method. Method of operation At that time, it will change the characteristics that the goods should have, so that the trading of the goods will be unstable.

The prior patent case, for example, the invention application of the multi-indicator option trading model of the Republic of China Public Publication No. 201246108, reveals that a multi-indicator option trading model is generated by collecting several different stocks in the stock market. Technical indicators, each technical indicator has a date parameter; then establish a set of indicators for storing the technical indicators; then use the neural network to identify and classify the technical indicators; and then randomly select several trading models, The technical indicators in each of the trading models cannot belong to the same category; then the date parameters of each technical indicator are determined; then some of the trading models are kicked off; and in the other part of the trading models, several finals are selected. The trading model; finally, the weight of each final trading model is determined.

For example, the invention patent of the Republic of China No. I248007 "Method for evaluating market transactions based on trend prediction" reveals a method for evaluating market transactions based on trend prediction, tracking and forecasting changes in the market index, and using artificial intelligence to predict the market. The future status is "long", "short" or "consolidated". In the preferred embodiment of the present invention, the historical data of the market index in the past stock market is used as the original input data, and then can be divided into three parts, wherein the first two parts are using the technical index analysis method to judge the current state of the market for the purchase. Or sell, as for the other part, it is to use the gray correlation analysis method to judge whether the current status of the market is "long", "short" or "consolidated". Then, combined with the analysis results of the three, to predict the trend status of the future market as "long", "short" or "consolidation", and finally with the risk control mechanism, the investors should adopt "buy" and "sell" The operation mode of "out" or "close".

However, the above-mentioned trading device and trading method do not have an automatic trading system and a trading method for combining commodity and commodity trading strategies, and it is a drawback.

In view of the above disadvantages of the conventional transaction device and the transaction method, the present invention provides a An automated trading system for goods and trading strategies and its trading methods can be combined to improve the above disadvantages.

An object of the present invention is to provide an automated trading system and a trading method thereof that can combine merchandise and trading strategies, and has an execution module, which can be started according to the trading strategy of the tradable goods selected by the interface module and the real-time transaction price. Trading orders to execute trading strategies.

It is an object of the present invention to provide an automated trading system that can combine merchandise and trading strategies and a method of trading thereof that can perform multi-item and multi-strategy transactions based on funds in a specified account.

An object of the present invention is to provide an automated trading system and a trading method thereof that can combine merchandise and trading strategies, and has a fund management module, which can allocate funds according to a distribution mode to the interface module. The tradable item selected, and the trading strategy of the tradable item.

An object of the present invention is to provide an automated trading system for combining merchandise and trading strategies and a trading method thereof, which has a method for recovering funds, which can recover the profit amount of the automatic trading method according to a recycling mode.

For the above purposes, an automated trading system of the present invention can be disposed on an electronic device, the automated trading system comprising: a data storage module for storing at least one tradable item, and at least one transaction of the tradable item a policy module for selecting the tradable item and the transaction strategy; a communication module, connectable to a remote device, for receiving an instant transaction price of the tradable item selected by the interface module And transmitting a transaction command to the remote device to perform the transaction of the tradable item; and an execution module associated with the data storage module, The interface module and the communication module are coupled to initiate the transaction command according to the transaction strategy of the tradable item selected by the interface module and the real-time transaction price of the tradable item, and execute the transaction strategy.

For the above purposes, an automated transaction method for a combined merchandise and a trading strategy, the method comprising: selecting at least one tradable commodity, and at least one trading strategy of the tradable commodity; receiving the tradable commodity immediately a price level; and in accordance with the trading strategy of the tradable item, the real-time price of the tradable item, initiating a transaction order to conduct the transaction of the tradable item.

The detailed description of the drawings and the preferred embodiments are set forth in the accompanying drawings.

1‧‧‧Electronic device

10‧‧‧ Data Storage Module

20‧‧‧Interface module

25‧‧‧Display unit

30‧‧‧Communication module

40‧‧‧Execution module

50‧‧‧ Remote device

60‧‧‧Finance management module

100‧‧‧ Matrix

1‧‧‧ Goods

2‧‧‧ Goods

3‧‧‧ Goods

A1, A2, A3, A4‧‧‧ corner

B1, B2, B3, B4, B5, B6, B7, B8‧‧‧ auxiliary lines

C1, C2, C3, C4‧‧‧ crosshairs

S1‧‧‧ strategy

Step 1‧‧‧Select at least one tradable item and at least one trading strategy for the tradable item

Step 2‧‧‧ Receive the real-time price of the tradable commodity

Step 3 ‧ ‧ Depending on the trading strategy of the tradable commodity, the real-time price of the tradable commodity, a trading order is initiated to conduct the trading of the tradable commodity

1 is a schematic diagram showing a block diagram of an automated trading system that can combine merchandise and trading strategies in accordance with a preferred embodiment of the present invention.

FIG. 2 is a schematic diagram showing a schematic diagram of an automated transaction system that can combine merchandise and trading strategies according to a preferred embodiment of the present invention.

FIG. 3 is a schematic diagram showing a multi-commodity and multi-strategy transaction in the case where the automatic transaction system of the commodity and transaction strategy can be combined in the present case.

FIG. 4 is a schematic diagram showing a multi-commodity and multi-strategy transaction in which the commodity and the trading strategy of the present invention can be combined with the TSMC as an example.

FIG. 5 is a schematic diagram showing the decision of the price level when the multi-strategy transaction is conducted in the present case.

6 is a schematic diagram showing a combinable commodity and trading strategy according to a preferred embodiment of the present invention. Schematic diagram of the automatic trading method.

FIG. 7 is a schematic diagram showing a detailed flow chart of a trading strategy included in a trading strategy of each tradable item in the present case.

FIG. 8 is a schematic diagram showing a detailed flow chart of the appearance strategy of the present case.

Referring to FIG. 1 to FIG. 2, FIG. 1 is a block diagram showing an automatic transaction system capable of combining commodity and transaction strategies according to a preferred embodiment of the present invention; FIG. 2 is a combination of a preferred embodiment of the present invention. A three-dimensional diagram of an automated trading system for commodities and trading strategies.

As shown in FIG. 1, the automatic transaction system of the present invention can be combined with a commodity and a transaction strategy. The automatic transaction system can be disposed on an electronic device 1. The electronic device 1 is, for example but not limited to, a computer, a server, a workstation, A smart phone, a tablet computer, or a personal digital assistant (PDA) is described in the embodiment as a smart phone. However, the electronic device 1 includes: a data storage module. 10; an interface module 20; a communication module 30; and an execution module 40 are combined.

The data storage module 10 is configured to store at least one tradable item (not shown) and at least one transaction strategy of the tradable item. The data storage module 10 is, for example but not limited to, a memory or a hard disk drive. The tradable commodity is, for example but not limited to, a stock commodity, an index commodity, a futures commodity, an option commodity, a fund commodity or an electronic virtual commodity, wherein the electronic virtual commodity is, for example but not limited to, Bitcoin, a transaction. Funds, game tokens or points.

The trading strategy, for example, but not limited to, includes: at least one trading price of the tradable commodity, the trading price has a corresponding one of the buying transaction orders (ie, more) Or a sell transaction order (ie, short). Wherein, the buy transaction order is that when the real-time transaction price of the tradable commodity rises above the transaction price from the low price level, the purchase transaction command is initiated (ie, more); and the sell transaction command is When the real-time trading price of the tradable commodity falls below the trading price from the high price, the selling transaction command (ie, short) is executed.

In addition, the trading strategy further includes: an exit strategy, the trading action of the exit strategy is opposite to the buying transaction command or the selling transaction command of the trading strategy; and the playing strategy, the playing price is The profit value of the transaction price according to the trading strategy is determined by a percentage or fixed value, or the current price of the tradable commodity falls below (when the trading strategy is a buy transaction, that is, more) or over ( When the trading strategy is a sell transaction, that is, shorting a certain angle line of the matrix diagram or a certain average price of the traditional K-line diagram as the exit price; the exit price is for example but not limited to profit for the stock commodity Stop (profit value is positive) or stock commodity loss (gain value is negative) 7%; or futures commodity profit stop (profit value is positive) or futures commodity futures loss (profit value is negative) 35 points; the above-mentioned loss of 7% or 35 points is for convenience of illustration and is not limited to the two values.

Wherein, at least one transaction price of the tradable commodity, such as but not limited to a plurality of transaction prices distributed by the tradable commodity on a matrix, is obtained through a screening procedure, or via parameters such as KD, RSI or MACD. After screening, it is obtained. Wherein, the matrix diagram may be one of a square matrix diagram, a circular diagram, a hexagonal diagram, and a triangular diagram; and the screening program uses the historical transaction data to pass the backtesting program or the statistical program to find out the transaction price and its corresponding Trading order. In the present embodiment, a square matrix diagram is taken as an example, but it is not limited thereto.

In addition, the data storage module 10 further includes: accounting information of the tradable commodity, including: a transaction strategy record executed by the tradable commodity, a transaction commission record, and a transaction Transaction record, inventory record or number of equity.

The interface module 20 is configured to select the tradable item and the transaction strategy. The interface module 20 is, for example, but not limited to, a tradable commodity data and a transaction strategy thereof. The interface module 20 can be integrally formed on a display unit 25 or separately. In this embodiment, The interface module 20 is formed on the display unit 25 as an example, but is not limited thereto. The display unit 25 is, for example but not limited to, a liquid crystal display, and is preferably a touch-type liquid crystal display, which is available for selecting the tradable item and the transaction strategy data.

The communication module 30 can be connected to a remote device 50 for receiving the real-time transaction price of the tradable item selected by the interface module 20, and transmitting a transaction command to the remote device 50 for the tradable transaction. Trading of goods. The communication module 30 is, for example but not limited to, a 3G, 4G or more bandwidth or Wi-Fi wireless module. The remote device 50 is, for example but not limited to, a computer dealer or a futures dealer or a computer host of an exchange.

The execution module 40 is coupled to the data storage module 10, the interface module 20, and the communication module 30, and the transaction strategy and the tradable transaction of the tradable product selected according to the interface module 20 The commodity is trading at an immediate price, the trading strategy is executed, and the trading order is initiated. The execution module 40 is, for example but not limited to, a microcontroller, and the microcontroller further has a memory (not shown) as a data storage module for storing and storing at least one tradable item. At least one trading strategy of the tradable commodity and the accounting information of the tradable commodity.

In addition, the automatic transaction system that can combine the commodity and commodity trading strategies in the present case further includes a fund management module 60, and the fund management module 60 can allocate funds according to the distribution mode to the selected one via the interface module 20. Transaction goods, and the trading strategy of the tradable goods. Wherein, the distribution mode allocates funds according to a distribution ratio, and is selected by the interface module The tradable item selected, and the trading strategy of the tradable item; and the allocation ratio is a fixed ratio allocation, or a performance allocation according to the tradable item and the trading strategy of the tradable item. The funds management module 60 can be executed in a software manner, and is preferably stored in the memory of the execution module 40 or in the data storage module 10.

Please refer to FIG. 3 and FIG. 4 together, wherein FIG. 3 is a schematic diagram of the multi-commodity and multi-strategy transaction in the case where the automatic transaction system of the commodity and transaction strategy can be combined; FIG. 4 illustrates the combinable goods and transactions in the present case. A strategy for multi-commodity and multi-strategic transactions in the case of TSMC. As shown in FIG. 3, the product includes the commodity 1, the commodity 2, and the commodity 3, wherein the commodity 1 is, for example but not limited to, a TSMC stock, and the commodity 2 is, for example but not limited to, a Taiwan stock index futures, and the commodity 3 is, for example but not limited to, a futures option. . Including more than one trading strategy in each commodity, for example, the first strategy A1 of TSMC stocks includes {‧‧‧, (V1, buy), (V2, buy), (V3, sell), ‧‧‧, (Vi, O), ‧‧‧}, (Vi, O) means executing the trading order O at the trading price Vi, O is buying (buy more) or sell (selling short) V3, for example, but not limited to, for TSMC's stock price to buy more when it rises above 86 yuan, and V2 price 2, for example, but not limited to, when TSMC shares rise above 96 yuan, V3 is for example but not limited to When TSMC's stock price falls below 111 yuan, it sells short, that is, Vi is a price of a stockpile stock on the square matrix map, and corresponds to a buy or sell trade order; similarly, A2, A3, ... is TSMC For other trading strategies, each trading strategy includes multiple trading prices. Each trading price has a corresponding trading order for buying or selling. Please refer to Figure 4; other trading products are also available.

In the case of an investment transaction, the trader first selects at least one tradable commodity and at least one tradable strategy, such as the commodity 1 stock price A1 trading strategy and the commodity 2 stock index futures D3 trading strategy, when the TSMC real-time price rises from 85 yuan. Over the 86 yuan instant, the electronic device of this case 1, Will first check that the trader's designated account balance is insufficient to buy the number of shares set by TSMC stock, for example, but not limited to set the number of shares to be 1,000 shares (requires NT$86,000), if the specified account balance is sufficient to pay for the trading commodity TSMC When the stock buys the amount of 1000 shares, it will immediately start a buy transaction order, and send the transaction command to the remote device via the communication module, and will inform the trader of the result; similarly, if D3 has a trading strategy ( 7010, buy), if the Taiwan stock index futures rises from 7000 points and crosses the trading price of 7010, the transaction price is a buy transaction, the electronic device 1 of this case will check the balance in the trader's designated account. Not enough to pay the margin for buying the set of stock index futures commodities. If the designated account is sufficient to pay for the stock index futures commodity, for example, but not limited to a margin, the electronic device 1 of the case will immediately initiate a buy transaction. The command is sent to the remote device via the communication module, and the result is notified to the trader.

When conducting a transaction, the electronic device 1 of the present case, in addition to checking that the balance in the designated account of the trader is insufficient to pay the required amount of the tradable commodity unit, may also set a risk factor as an assessment of the risk assumed by the account. The risk factor is a quota, which is set by the trader; when the transaction is made, the transaction order will be executed only when the balance of the trader's designated account is greater than the risk factor; if the trader specifies that the account balance is lower than the Set the risk factor and the trading order will not be activated.

Similarly, if you buy a product and a stock of 2 stock index futures, if the stock price of the product 1 continues to rise to the price level 2 (ie 96 yuan), then the electronic device 1 of this case will start the above check again. Mechanism, buy 1000 shares of TSMC (requires NT$96,000). If TSMC continues to rise after V3 and the market reverses and falls below V3 (ie 111 yuan), the electronic device 1 of this case will sell the 2000 shares of TSMC that was previously purchased, and instantaneously receive the TSMC according to the communication module. The price reversely sells TSMC shares of 1,000 shares (ie, short), pending TSMC shares When the ticket falls below the price V2 (ie, 96 yuan) and the market reverses and then crosses V2, it will replenish and reversely buy the TSMC stock; the electronic device in this case is based on the selected tradable goods and its at least one trading strategy. The real-time price of tradable items allows you to automatically buy or sell trades.

As for the purchase or sale transaction of the selected 2 stock index futures or other tradable goods, the electronic device 1 of the case is based on the selected commodity 2 and its trading strategy. Instant price, automatic buy or sell transactions.

When the electronic device 1 of the present case buys a product such as the above-mentioned commodity at the price V1, the market may reverse the V1 to cause a loss, and the loss reaches a set second threshold, such as but not limited to a percentage of 7% or more. When, or below the set moving average, for example, but not limited to the 5-day moving average, the electronic device 1 of the present case automatically executes the exit strategy, which is the stop loss transaction of the exit strategy; otherwise, if the price is purchased at the price V1 as above After the first product of the commodity, the real-time price of the tradable commodity continues to rise and reaches, for example, but not limited to, 15% or more, if the real-time price reversal of the tradable commodity returns the profit back to only the remaining, for example, but not limited to, 11.25%; Or if it falls below a certain angle line of the set matrix diagram or a certain moving average derived from the traditional K-line diagram, such as but not limited to the 5-day moving average, the electronic device 1 of the present case automatically performs the appearance according to the real-time price of the tradable commodity. Strategy, this is the stop trading of the exit strategy.

Please refer to FIG. 5, which illustrates a schematic diagram of the decision of the price level when the multi-strategy transaction is conducted in this case. This case includes strategies for {‧‧‧, (V1, buy), (V2, buy), (V3, sell), ‧‧, (Vi, O), ‧‧‧} in strategy A1 , wherein the price is obtained by a multi-transaction price on a matrix diagram 100, and is obtained by a screening process, wherein the matrix diagram 100 is, for example but not limited to, a square matrix diagram, a circular diagram, a hexagonal diagram, or a triangular diagram. First, in the embodiment, a square matrix diagram is taken as an example, but it is not limited thereto. As shown, the matrix diagram 100 The cross line with the left and right diagonals (ie, the 45 degree angle of Gan's fame) is called the angle line A1, A2, A3, A4, and a straight vertical line and a horizontal horizontal line are called cross lines C1, C2. , C3, C4, between the corner line and the cross line are called the auxiliary lines B1, B2, B3, B4, B5, B6, B7, B8, and the center number of each line intersection is "1" is the number The starting point is called the "base", and the starting point of the base is spiral. For example, but not limited to, it is a clockwise spiral. It rotates clockwise from left to right at the 9 o'clock position, 2, 3, 4, 5, 6, and 7. 8, 9, 10, 11, 12, etc., and the spacing can be adjusted to a value other than "1" as needed. For example, when the spacing is "2", the values are 3, 5, respectively. 7, 9, 11, 13, 15, 17, 19, 21, 23..., the center "base" "1" can also be adjusted to an arbitrary number, for example, adjusted to 123, from the nine o'clock position Rotate clockwise from 124 to 125, 125, 126, 127, 128, 129, etc. from left to right, and so on, because the matrix can be infinitely large. Under normal conditions, the number to 361 is a standard graphic. When using the above B1, B2, B3, B4, B5, B6, B7, B8 as moldings A1, the kinetic energy of the observation area between A2, A3, A4 and cross lines C1, C2, C3, C4.

When deriving the transaction price in the trading strategy of tradable goods, basically the ratio we use most often is 100:1, 10:1 and 1:1, and the percentage must be reduced when used in the index (the number is too small to enlarge the percentage) ), otherwise the digital graphics will be inconvenient to use.

In this embodiment, TSMC's buy V1 is set to 86 yuan, which is 86 in the figure. Therefore, the ratio used is 1:1. This price is at the angle C1, which is seen as a rising pressure clockwise. The corner is 91 at the corner A2. So, you can see that the short line is under pressure at 91 yuan. If you look farther, you can look at the next corner. The 96 at the next corner C2 is the purchase V2 for this case. Another 111 at A4 is the V3 of this case. If TSMC continues to rise above V3 (ie 111 yuan) and then reverses and falls below V3, the trading device 1 of this case will sell the previously purchased TSMC stock, and at the same time Communication mode The TSMC received the TSMC real-time price to sell TSMC shares in reverse (ie, short). When TSMC shares fell below the price of V2 (ie, 96 yuan) and the market reversed and crossed V2, they only replenished and reversed the purchase of TSMC. stock.

Therefore, the automatic trading system that can combine goods and trading strategies in this case can execute a trading strategy according to the tradable goods selected by the interface module, the trading strategy of the tradable goods, and the real-time trading price, and start the trading command, and can be designated according to the designation. The funds in the account are multi-commodity and multi-strategic transactions, and compared with the traditional trading devices, it is indeed novel and progressive.

Please refer to FIG. 6 , which is a flow chart showing an automatic transaction method for combining commodity and transaction strategies according to a preferred embodiment of the present invention. As shown in the figure, the automatic transaction method of the commodity and transaction strategy can be combined in the present case, comprising the steps of: selecting at least one tradable commodity, and at least one trading strategy of the tradable commodity (step 1); receiving the tradable commodity The real-time price level (step 2); and in accordance with the trading strategy of the tradable item, the real-time price level of the tradable item, initiating a transaction command to conduct the transaction of the tradable item (step 3).

In step 1, selecting at least one tradable commodity, and at least one trading strategy of the tradable commodity; wherein the tradable commodity is, for example but not limited to: stock commodity, index futures commodity, commodity futures commodity, and various options A commodity, fund commodity, or electronic virtual commodity, wherein the electronic virtual commodity is, for example but not limited to, a bitcoin, a transaction fund, or a game token or credit. The trading strategy of the tradable item comprises: at least one trading price of the tradable item, the trading price having a corresponding one of a buy transaction order or a sell transaction order. The buy transaction order is to initiate the buy transaction order when the real-time price is above the transaction price from the low price level; and the sell transaction order is when the real-time price is lowered from the high price to the transaction When the price is below the price, the sell transaction order is executed. Each trading strategy of the tradable commodity, The method further includes: an exit strategy, the trading action of the exit strategy is opposite to the purchase transaction command or the sell transaction command of the transaction strategy; and the exit strategy, the exit price is based on the transaction strategy The profit value of the trading price is determined by a percentage or fixed value, or the current price of the tradable commodity falls below (when the trading strategy is a buy transaction, that is, more) or over (when the trading strategy is selling) At the time of the transaction, that is, a certain angle line of the matrix diagram or a certain average price of the traditional K-line diagram is used as the exit price; the appearance price is, for example but not limited to, the profit of the stock commodity is profitable (profit value) a positive number) or a stock commodity loss (a negative profit value) of 7%; or a futures commodity profit stop (profit value is positive) or futures commodity futures loss (profit value is negative) 35 points; the above loss 7 % or 35 points are for convenience of illustration and are not limited to the two values. At least one transaction price of the tradable commodity is obtained from a plurality of transaction price points of the tradable commodity distributed on a matrix diagram, or is filtered by parameters such as KD, RSI or MACD, and is obtained through a screening procedure. . The matrix diagram may be one of a square matrix diagram, a circular diagram, a hexagonal diagram, and a triangular diagram; and the screening procedure is to use the historical transaction data through a backtesting program or a statistical program to find out the transaction price and its corresponding transaction. command.

In step 3, according to the trading strategy of the tradable commodity, the real-time price, a transaction command is initiated to conduct the transaction of the tradable commodity; wherein the transaction is in a computer, a server, a workstation, a mobile phone, a tablet, Or on a personal digital assistant (PDA).

Please refer to FIG. 7 , which is a schematic diagram showing the details of the transaction strategy included in the transaction strategy of each tradable item in the present case. As shown in the figure, the trading strategy step included in the trading strategy of each tradable commodity in the present case further includes: if the trading price of the trading strategy of the tradable commodity is a transaction, the corresponding transaction is a lot of buying, then The real-time price of the tradable commodity rises from the low price to the high price, and when the transaction price is crossed, the purchase price of the transaction price is started. Easy to order; if the trading price of the trading strategy of the tradable commodity is the short selling of the corresponding transaction, when the real price of the tradable commodity goes from the high price to the low price and falls below the transaction price, That is, the sell transaction command (step 3-1) of the transaction price is started; and the exit strategy (step 3-2).

In the step 3-1, the automatic transaction method of the commodity and the transaction strategy in the present case will be based on the transaction price in the trading strategy of the tradable commodity closest to the real-time price of the tradable commodity, according to the correspondence of the transaction price. A trading order that compares the real-time price of the tradable item and initiates the trading order.

In the step 3-2, if a transaction is completed in the transaction strategy, the case can be combined with the automatic transaction method of the commodity and the transaction strategy, that is, the exit strategy is started, and the flow of the exit strategy is as shown in FIG. 8 below. Description.

Please refer to FIG. 8 , which is a schematic diagram showing the details of the exit strategy of the present case. As shown in the figure, the exit strategy of the present case further includes: calculating a profit value (step 3-2-1); and when the profit value exceeds a set percentage or a threshold value of a set value, starting an exit transaction (step 3-2-2).

In the step 3-2-1, the profit value after the transaction is first calculated, and the profit value is calculated as the transaction price of the execution of the transaction command according to the transaction strategy of a commodity, and the corresponding transaction command, the commodity The real-time price is calculated. When the trading order is for the purchase, the profit value is calculated as: the real-time price-starting the trading price of the execution of the trading order; if the trading order is sold, the profit value is calculated as: The trading price at which the trading order is executed - the real-time price.

In the step 3-2-2, according to the profit value calculated in step 3-2-1, further determining that the profit value is a positive number, indicating that the transaction is truly profitable, when the profit value exceeds one When the first threshold is devalued, the automatic transaction method that can combine commodity and trading strategies in this case is automatically started. When the profit is judged to be a loss, when the profit value exceeds a second threshold, the automatic trading method of the combined commodity and trading strategy in this case is automatically started. Transaction; the first threshold or the second threshold may be a percentage or a fixed value.

In addition, the automatic transaction method of the present invention further includes a fund management module 60, wherein the funds management module 60 can allocate funds according to a distribution mode to the tradable item selected through the interface module 20, and the tradable item. The trading strategy. The distribution mode allocates funds to the tradable item selected by the interface module 20 and the transaction strategy of the tradable item according to an allocation ratio; and the allocation ratio is a fixed ratio allocation, such as but not limited to an average Allocating the funds to each commodity, or according to the performance distribution of the tradable commodity and the trading strategy of the tradable commodity, such as but not limited to funds with better performance, and those with lower performance are allocated less funds to Improve the performance of the overall transaction.

In addition, the automatic transaction method of the present case further includes a method for recovering funds, which can recover the profit amount of the automatic transaction method according to a recycling mode. Wherein, the recovery mode is that when the profit amount is positive and exceeds a third threshold, the profit amount is recovered in a ratio. The third threshold is, for example but not limited to, 30% to 60% of the funds allocated for a tradable commodity.

Therefore, the automatic transaction method for combining commodity and commodity trading strategies in the present case has a fund management module 60 and a fund recovery method, and the fund management module 60 can allocate funds according to a distribution mode to select through the interface module 20 The tradable commodity, and the trading strategy of the tradable commodity, the method for recovering the money can recover the profit amount of the automatic trading method according to a recycling mode, and is indeed more advanced than the conventional trading method.

In summary, the implementation of the automated trading system and method for combining merchandise and trading strategies in the present case has an execution module that can be based on the trading strategy of the tradable item selected by the interface module and the tradable Commodity real-time trading price, carry out trading strategy, and initiate trading order; it can conduct multi-commodity and/or multi-strategy trading according to the funds in the specified account; it has a fund management module, which can An allocation mode is assigned to the tradable item selected through the interface module, and the transaction strategy of the tradable item; and having a method for recovering funds, the method for recovering the money can recover the automatic transaction method according to a recycling mode The advantages of the amount of profit, etc., therefore, the case is indeed more advanced than the conventional trading device and method.

The disclosure of the present invention is a preferred embodiment. Any change or modification of the present invention originating from the technical idea of the present invention and being easily inferred by those skilled in the art will not deviate from the scope of patent rights of the present invention.

In summary, this case, regardless of its purpose, means and efficacy, is showing its technical characteristics that are different from the conventional ones, and its first creation is practical, and it is also in compliance with the patent requirements of the invention. I will be granted a patent at an early date.

1‧‧‧Electronic device

10‧‧‧ Data Storage Module

20‧‧‧Interface module

25‧‧‧Display unit

30‧‧‧Communication module

40‧‧‧Execution module

50‧‧‧ Remote device

60‧‧‧Finance management module

Claims (19)

An automated trading system for combining merchandise and trading strategies, the automated trading system can be disposed on an electronic device, the automated trading system comprising: a data storage module for storing at least one tradable item, and the tradable item At least one trading strategy, wherein the trading strategy of the tradable commodity comprises: at least one trading price of the tradable commodity, the trading price has a corresponding one of a buy transaction order or a sell transaction order, wherein the At least one transaction price of the traded commodity, the plurality of transaction prices distributed by the tradable commodity on a matrix diagram, obtained by a screening process; an interface module for selecting the tradable commodity and the trading strategy; a communication module, connectable to a remote device, for receiving an instant transaction price of the tradable item selected by the interface module, and transmitting a transaction command to the remote device for performing the tradable commodity And an execution module coupled to the data storage module, the interface module and the communication module, according to the interface module The selection of tradable goods in the trading strategy and the real-time trading prices of tradable goods, the transaction start command, and execute the trading strategies. An automatic trading system for a combined commodity and trading strategy as claimed in claim 1, wherein the tradable commodity is a stock commodity, an index commodity, a futures commodity, an option commodity, a fund commodity or an electronic virtual commodity, wherein Electronic virtual goods are bitcoins, trading funds or game tokens or points. An automatic trading system for a combined commodity and commodity trading strategy as claimed in claim 1, wherein the buy transaction order is when the real-time trading price of the tradable commodity rises above the trading price from the low price point, Initiating the buy transaction order; and the sell transaction The order is to execute the sell transaction order when the real-time transaction price of the tradable commodity falls from a high price level to below the transaction price level. The automatic trading system of the combined commodity and trading strategy as described in claim 3, wherein the trading strategy of the tradable commodity further comprises: an exit strategy, the trading action of the exit strategy and the buying of the trading strategy The transaction order or the sell transaction order is a reverse transaction; and one of the exit strategies is based on a percentage of the transaction price of the transaction strategy. An automated trading system for a combined commodity and commodity trading strategy as described in claim 1, wherein the matrix map can be a square matrix or a circular matrix; and the screening program utilizes historical transaction data via a backtesting program Or statistical procedures to find out the trading price and its corresponding trading order. The automatic transaction system for a combined commodity and commodity trading strategy as described in claim 1, wherein the data storage module further comprises: transaction information, equity or accounting information of the tradable commodity. An automated trading system for a combined merchandise and merchandise trading strategy as described in claim 1, wherein the electronic device is a computer, a server, a workstation, a mobile phone, a tablet, or a personal digital assistant (PDA). The automatic transaction system of the combined commodity and commodity trading strategy according to any one of the claims 1 to 6 further includes a fund management module, which can allocate funds according to a distribution mode. The tradable item selected via the interface module, and the trading strategy of the tradable item. An automatic transaction system for a combined commodity and commodity trading strategy as described in claim 8 wherein the distribution mode allocates funds to the tradable item selected via the interface module, and the tradable item The trading strategy; and the allocation ratio is a fixed ratio allocation, or a performance allocation based on the tradable commodity and the trading strategy of the tradable commodity. An automatic trading method for combining a commodity and a trading strategy, comprising: selecting at least one tradable commodity, and at least one trading strategy of the tradable commodity, wherein the trading strategy of the tradable commodity comprises: At least one transaction price of the commodity, the transaction price having a corresponding one of a buy transaction order or a sell transaction order, wherein the at least one transaction price of the tradable item is distributed by the tradable commodity in a matrix The plural transaction price on the map is obtained through a screening process; receiving the real-time price of the tradable commodity; and initiating a transaction order according to the trading strategy of the tradable commodity and the real-time price of the tradable commodity, and executing the tradable commodity Transaction. For example, the automatic transaction method of the combined commodity and commodity trading strategy described in claim 10, wherein the tradable commodity is easily: stock commodity, index commodity, futures commodity, option commodity, fund commodity or electronic virtual commodity, wherein The electronic virtual goods are bitcoins, trading funds or game tokens or points. An automatic transaction method for a combined commodity and commodity trading strategy as described in claim 10, wherein the buy transaction order is when the real-time trading price of the tradable commodity rises above the trading price from the low price level, Initiating the buy transaction command; and the sell transaction command is when the real-time transaction price of the tradable commodity falls from a high price to a transaction price When the next time, the sell transaction command is executed. The method for automatically trading a combined commodity and a trading strategy according to claim 12, wherein each trading strategy of the tradable item further comprises: an exit strategy, the trading action of the exit strategy and the trading strategy The buy transaction order or the sell transaction order is a reverse transaction; and one of the exit strategies is based on a percentage of the transaction price of the transaction strategy. An automatic transaction method for a combined commodity and commodity trading strategy as described in claim 10, wherein the matrix map may be a square matrix diagram or a circular matrix diagram; and the screening program is backtested using historical transaction data. A program or statistical program that finds the transaction price and its corresponding trading order. The automatic transaction method of the combined commodity and commodity trading strategy as described in claim 10 of the patent application is executed on a computer, a server, a workstation, a mobile phone, a tablet, or a personal digital assistant (PDA). The method for automatically trading a combined commodity and commodity trading strategy according to any one of claims 10 to 15, further comprising a fund management module, wherein the fund management module can allocate funds according to a distribution mode The tradable item selected via the interface module, and the trading strategy of the tradable item. An automatic transaction method for a combined commodity and commodity trading strategy as described in claim 16 wherein the distribution mode allocates funds to the tradable product selected via the interface module, and the tradable commodity The trading strategy; and the distribution ratio is a fixed ratio allocation, or the performance of the trading strategy of the tradable commodity and the tradable commodity distribution. The method for automatically trading a combined commodity and commodity trading strategy according to any one of claims 10 to 15, further comprising a method for recovering funds, the method for recovering the money can recover the automated trading method according to a recycling mode The amount of profit. For example, in the automatic transaction method of the combined commodity and commodity trading strategy described in claim 18, wherein the recovery method is that the profit amount exceeds one threshold, the profit amount is recovered in a proportion.