TWI611366B - Order plus code control system - Google Patents

Abstract

An order placing and control system is an order placing system that assists investors to pursue profitability under the premise of risk control. This is the first order placing system that introduces correct trading logic. The order placing control system The system includes a single control program and a trading market server, wherein the order control program is connected to the trading market server, and the trading market server is a server used by at least one financial commodity trading market. Equipment, and the order control program is mainly used to process the order transaction data generated by the order signal and then send it to the transaction market server so that the order transaction data can communicate with the transaction market server Carry out actual electronic trading or simulated trading, and the order control program has an automatic code-encoding function, allowing users to place orders regardless of whether they are placed manually or by computer program. After the basic part is established, the order control The program performs automatic control to help investors monitor market changes and automatically add code based on user-set conditions.

Description

Order plus code control system

The present invention relates to an order-adding control system, and in particular to a system that allows the system to monitor market conditions based on the user's code-encoding conditions after the user manually places an order, or an order placed by a plug-in trading computer. A system that automatically adds code when it occurs.

There are three types of software related to transactions on the market. The first is purely order-checking and ordering software (mainly the software provided by various brokers). It specializes in receiving orders from investors and is responsible for buying and selling. One is investment decision software, also known as trading indicators, which is responsible for providing trading signals to investors; the third is program trading (transaction signals), with automatic processing of buying and selling.

The operation of different software is further explained as follows:

(1) Software for brokers to view and place orders:

It only provides commodity trend charts, technical analysis indicators, and electronic ordering functions. It only accepts investor's order instructions and does not automatically help investors to increase.

(2) Investment decision software:

It can provide investors with buying and selling signals, and according to data analysis and trading logic operations, buy signals and sell signals appear. The chart shows the way of buying and selling points, or reminds investors that they can buy here by SMS, EMAIL, or other electronic communication methods. Buy or sell, let investors decide whether to trade. This model only provides recommendations for buying and selling. Investors must place their own orders, but this type of software is only limited to It is recommended that orders will not be placed automatically.

(3) Program trading:

Can be based on data analysis and trading logic operations, buy when the buy signal appears, sell when the sell signal, fully automatic trading. What the investor can do is set the parameters of the program trading before starting, and after the program is started, it will be automatically executed by the computer. There is no connection between the buying and selling behavior of investors entering the market and the program trading independently.

From the above, it can be known that the ordering software provided on the market cannot achieve the following purposes: (1) after the investor enters the market manually or the computer program automatically enters the market, it can be automatically increased according to the increase conditions of the investor; (2) Help investors to automatically increase the number if they meet the risk management.

Therefore, in summary, the existing ordering software does not have the function of calculation and processing based on historical quote data and real-time quote data, and cannot perform automatic code control through program trading. Therefore, the present invention designs the order code control The management system is to enable the ordering software to achieve the above-mentioned purpose and to complete functions that cannot be achieved by the existing ordering software. Therefore, the present invention should be an optimal solution.

The present invention is an order-adding control system, and the order-adding control system includes: a trading market server, which is a server device used for at least one financial commodity trading market; the following order control program, It is connected with the trading market server, and the order control program is used to process the order transaction data generated by the order signal, and then send it to the trading market server to make the order transaction data. Be able to conduct actual electronic transactions or simulated transactions with the trading market server, and the The order control program includes: a market status collection unit for collecting current market transaction data of the financial commodity trading market; an overweight unit for setting an overweight control condition parameter and automatically based on the current market transaction data Calculate with the coding control condition parameters, if the coding conditions are met, the coding unit can be used to enter the market for automatic coding processing based on the order transaction data; and an operation interface providing unit for providing the operation of the Order the operation interface required by the control program for operation.

More specifically, the order transaction data received by the order control program can be generated externally or internally. After having a starting position, the ordering data is increased according to the encoding conditions. The externally generated order data is The user's own plug-in program trading automatically enters the market according to conditions, and the internally generated order data is automatically entered by the user through the order entry unit or automatically by checking the entry conditions through the order entry unit Come on.

More specifically, the financial commodity trading market is a stock commodity trading market, a domestic and overseas futures commodity trading market, or an option commodity trading market, and the market transaction data is the price and trading volume presented in the financial commodity trading market. , Chips, patterns, or a combination of them.

More specifically, the market transaction data is data on prices, trading volumes, chips, patterns, or combinations of different commodities in the financial commodity trading market.

More specifically, the said control unit further includes a risk control unit connected to the overweight unit. The risk control unit is used to set a risk control condition parameter and can automatically determine the quantity of the transaction data of the order. , Amount, or loss exceeds the risk control condition parameters, if it exceeds the risk control condition parameter standards, it can automatically reject the order transaction data to conduct actual electronic transactions or simulated transactions with the trading market server, and the overweight unit The risk control unit can automatically perform calculations based on the current market transaction data and the overweight control condition parameters. If both the overweight condition and the risk control conditions are met at the same time, the overweight unit can be used as the basis for the order transaction data. On again Enter the market for overweight processing with risk control.

More specifically, the risk control condition parameters include, but are not limited to, the following conditions, which are the investment funds, the funds required per unit, the maximum position limit for an order, the maximum cumulative position limit, and a single transaction loss. Cap or cumulative loss cap.

More specifically, the risk control unit further includes an investment fund update module for calculating cumulative profit and loss. The investment fund update module is used to make an investment for each transaction when a profit or loss is generated. The increase of funds can increase the amount of profit or deduct the amount of loss for the investment funds.

More specifically, the risk control unit further includes a position control module, which is used to control the maximum position of an order at one time, the upper limit of the position that can be exposed or the accumulated maximum position to avoid all The order part exceeds the setting.

More specifically, the risk control unit further includes a loss control module, which is used to perform single loss control or cumulative loss control to prevent losses from exceeding the setting.

More specifically, the order control program further includes a stop loss / stop profit unit, which is used to set a stop loss / stop profit condition parameter, and the transaction data of each order has been contacted with the trading market server. After actual electronic trading or simulated trading, the current market transaction data can be compared with the stop-loss / stop-loss condition parameters to automatically determine the exit timing of the order transaction data after entering the market and perform automatic exit processing.

More specifically, the stop-loss / stop-loss condition parameters include, but are not limited to, the following conditions, which can be fixed-point stop loss, high and low point stop loss, recent K-bar high and low point mobile stop loss, and opening today Price stop loss, high / low point fixed points pull back mobile stop, high / low percentage percentage pull back mobile stop, recent K stick high and low point mobile stop, pull back to protect the market after profit, moving average moving stop, Turning high and low Stop the profit, stop the move with a large K stick, stop the move with a large volume, make a profit with a fixed number of points, make a profit with a long K stick, or pull back from the market with a big deviation.

More specifically, the stop-loss / stop-profit unit further includes a stop-loss module, which can be used after the order transaction data enters the market, based on the current market transaction data and the stop-loss / stop profit Condition parameters to determine the exit position that should be set when the order transaction data enters the market. With the development of the market, the stop loss module continues to determine whether the price of the product has reached the stop loss exit position. Automatic appearance processing.

More specifically, the stop-loss / stop-loss unit further includes a mobile stop-loss module, which can be used after the order transaction data enters the market, based on the development of the current market transaction data and the stoppage. Constant adjustment of the loss / stop condition parameters, to determine whether the exit price needs to be updated at each time point of the current market transaction data, and simultaneously calculate the new exit position. If the mobile stop module determines that the market has reached the latest calculated The appearance position will be processed automatically.

More specifically, the stop-loss / stop-loss unit further includes a profit-reduction module, which can be used after the order transaction data enters the market, based on the current market transaction data and the stop. Loss / stop condition parameters, to determine whether the conditions for profit reduction are fulfilled, and if it is determined to be true, all or part of the market will be processed automatically.

More specifically, the overweight control condition parameters include, but are not limited to, the following conditions, which can be for accepting the maximum loss, accepting the minimum profit, earning the last yard, adding points, and the defensive price exceeding the last The code can be coded, the fixed number of codes, the maximum number of codes, the number of coded codes is less than the headquarters, the price conditions can be coded, or the technical analysis conditions can be coded.

1‧‧‧ Order control program

11‧‧‧Order Entry Unit

12‧‧‧Market Status Collection Unit

13‧‧‧Stop Loss / Take Profit Unit

131‧‧‧Stop Loss Module

132‧‧‧Mobile stop-profit module

133‧‧‧ Profit-reduction module

14‧‧‧ Risk Control Unit

141‧‧‧Investment Fund Update Module

142‧‧‧ position control module

143‧‧‧Loss Control Module

15‧‧‧ coded unit

16‧‧‧Operating interface providing unit

161‧‧‧Interface

162‧‧‧view interface

2‧‧‧Trading market server

[FIG. 1] It is a schematic diagram of the overall architecture of the order-added control system of the present invention.

[Fig. 2] It is a schematic diagram of the internal structure of the single control program under the single-coded control system of the present invention.

[Fig. 3] It is a schematic diagram of the internal structure of the stop-loss / profit-stop unit of the order-added control system of the present invention.

[Fig. 4] It is a schematic diagram of the operation flow of the stop loss module and the mobile stop profit module of the order-added control system of the present invention.

[Fig. 5] It is a schematic diagram of the operation flow of the profit-reduction and code-reduction module of the order-added control system of the present invention.

[Figure 6] Schematic diagram of the internal structure of the risk control unit of the order plus control system of the present invention.

[Figure 7] Schematic diagram of the operation process of the risk control unit of the order-added control system of the present invention.

[Figure 8] Schematic diagram of the operation flow of the coding unit of the single coding control system of the present invention.

[Figure 9] Schematic diagram of the calculation process of the maximum risk number of the coding unit of the single coding control system of the present invention.

[Fig. 10A] It is a schematic diagram of the operation interface implementation of the manual ordering of the order-adding control system of the present invention.

[Fig. 10B] It is a schematic diagram of the operation interface implementation of the risk control management of the order plus control system of the present invention.

[FIG. 10C] It is a schematic diagram of the operation interface implementation of the stop loss / profit stop of the order-added control system of the present invention.

[Fig. 10D] It is a schematic diagram of the operation interface implementation of the automatic code-adding control system of the present invention.

[Fig. 10E] It is a schematic diagram of the implementation of the automatic ordering interface setting of the ordering risk control system of the present invention.

[Fig. 11A] It is a schematic diagram of the stop loss implementation of the order-added control system of the present invention.

[Fig. 11B] It is a schematic diagram of the stop loss implementation of the order-added control system of the present invention.

[FIG. 11C] It is a schematic diagram of the implementation of the stop loss of the order plus control system of the present invention.

[Fig. 12A] It is a schematic diagram of the implementation of stop loss and stop profit of the order-added control system of the present invention.

[Fig. 12B] It is a schematic diagram of the implementation of stop loss and stop profit of the order-added control system of the present invention.

[Fig. 12C] It is a schematic diagram of the implementation of stop loss and stop profit of the order-added control system of the present invention.

[Fig. 12D] It is a schematic diagram of the implementation of stop loss and stop profit of the order-added control system of the present invention.

[Fig. 13A] It is a schematic diagram of the first implementation of the risk management of the order plus control system of the present invention.

[Fig. 13B] It is a schematic diagram of the first implementation of the risk management of the order-added control system of the present invention.

[Fig. 14A] It is a schematic diagram of the second implementation of the risk management of the order plus control system of the present invention.

[FIG. 14B] It is a schematic diagram of the second implementation of the risk management of the order plus control system of the present invention.

[FIG. 15A] It is a schematic diagram of the third implementation of the risk management of the order plus control system of the present invention.

[Fig. 15B] It is a schematic diagram of the third implementation of the risk management of the order plus control system of the present invention.

[FIG. 16A] It is a schematic diagram of the implementation of the fixed point number subtraction of the single order control system of the present invention.

[Fig. 16B] It is a schematic diagram of the implementation of the fixed-point reduction code of the single-code control system of the present invention.

[FIG. 16C] It is a schematic diagram of the implementation of the fixed-point reduction code of the order increase control system of the present invention.

[Fig. 16D] It is a schematic diagram of the implementation of the excessively large deviation reduction code of the profit reduction code of the single-risk control system of the present invention.

[Fig. 16E] It is a schematic diagram of the implementation of the long K-bar profit reduction code for the profit reduction code of the single risk control system of the present invention.

[Fig. 17A] It is a schematic diagram of the automatic code implementation of the single code control system of the present invention.

[Fig. 17B] It is a schematic diagram of the automatic code implementation of the single code control system of the present invention.

Regarding other technical contents, features and effects of the present invention, they will be clearly presented in the following detailed description of the preferred embodiments with reference to the drawings.

Please refer to Figs. 1 and 2 for a schematic diagram of the overall architecture of the order-added control system of the present invention. Figure, schematic diagram of the internal structure of the order control program. As can be seen from the figure, the order control system includes the following order control program 1 and a trading market server 2, where the order control program 1 is It is connected to the trading market server 2 which is a server device used by at least one financial commodity trading market, and the order control program 1 is mainly used to generate the order signal After the order transaction data is processed, it is transmitted to the transaction market server 2 so that the order transaction data can be used for actual electronic transactions or simulated transactions with the transaction market server. The actual electronic transaction is to place the order Single transaction data is transmitted to the trading market server 2, and the simulated transaction does not transmit the order transaction data to the trading market server 2. Instead, the simulated transaction status is simulated by the trading market server 2. The returned data generates a virtual transaction price; and the order control program 1 includes the following order entry unit 11, a market status collection unit 12, a stop loss / profit stop unit 13, The risk control unit 14, a plus unit 15, and an operation interface providing unit 16, wherein the order entry unit 11 is used to generate at least one order signal, and the generated order signal can form an order transaction data, In addition, the operation interface providing unit 16 is used to provide an operation interface required to operate the order control program 1.

The order entry unit 11 can further provide an automatic ordering or manual ordering interface, so that users can automatically or manually place orders to generate at least one ordering signal and perform actual electronic communication with the trading market server. The transaction or simulation transaction, and the market status collection unit 12 is used to collect the current market transaction data of the financial commodity trading market, and the market transaction data is the price, transaction volume, and chips of different commodities in the financial commodity trading market , Type or combination of materials (the financial commodity trading market mentioned in the present invention can be a stock commodity trading market, a futures commodity trading market, an option commodity trading market, or other markets that require financial transactions).

But except for the order placed by the order control program 1, the order control program 1 The received order transaction data can be generated by an external order software to automatically generate a signal order to generate an order transaction data.

The stop-loss / stop-loss unit 13 is used to set a stop-loss / stop-loss condition parameter, and after each order transaction data is subjected to actual electronic trading or simulated trading with the trading market server, it can be based on the current The market transaction data is compared with the stop-loss / stop-loss condition parameters to automatically judge the exit timing of the order transaction information after entering the market and perform automatic exit processing; in addition, the stop-loss / stop-loss condition parameters include various types of The conditions required for the automatic exit method are all open to users to set, and the set parameters can be fixed point stop loss, high and low point stop loss, recent K-bar high and low point mobile stop loss, and today Opening price stop loss, high / low point fixed points pull back mobile stop, high / low percentage percentage pull back mobile stop, recent K stick high and low point mobile stop, pull back to protect the market after profit, moving average moving stop , Turning high and low mobile stops, large K sticks mobile stops, large volume mobile stops, fixed point profitable appearances, long K sticks profitable appearances, or excessive departures to pull back out, but in actual implementation, it can be new increase Some other parameters are used to control stop loss, mobile stop loss or profit reduction; and the stop loss / stop loss unit 13 includes a stop loss module 131 and a mobile stop loss module 132 as shown in FIG. 3. 1. A profit-reduction module 133, where the stop-loss module 131 is mainly used to be set when the position is first entered, so after the order transaction data is entered, the stop-loss module 131 can be based on the current Market transaction data and the stop-loss / stop-loss condition parameters to determine the exit position that should be set when the order transaction data enters the current market conditions. With the development of the market, the stop-loss module continues to determine whether the commodity price has been touched. Stop loss appearance position, if it is judged yes, automatic appearance processing is performed.

The mobile profit-taking module 132 can be set for the continuous development of the market. Therefore, after the order transaction information is entered, the mobile profit-taking module 132 can be based on the current market transaction information. The material development and the stop loss / stop profit condition parameters are continuously moved and adjusted. At each time point of the current market transaction data, it is determined whether the exit price needs to be updated, and a new exit position is calculated at the same time. If the mobile stop-loss module judges that the market has reached the latest calculated exit position, it will automatically perform the exit process; as the stop-loss module 131 and the mobile stop-loss module 132 can allow the user to set multiple sets of conditions, as long as one of them appears The conditional cost system will help investors appear. Investors can confidently hand over their investment positions to the system after they enter the market. The stop loss module 131 is mainly used to provide users with the most basic protection for a transaction when the positions have just begun to enter the market. The mobile stop-loss module 132 adopts a mobile stop-loss mechanism. After the site enters the market, it will continue to move and adjust according to the development of the market. When the stop-loss conditions are met, the stop-loss defense price will Constantly push up, if the order is empty, the defensive price will continue to move downwards, and strive for the maximum profit for the user; further from Figure 4, it can be seen that for the stop loss module 131 and the mobile stop The flowchart of the profit module 132 determining the defensive price and automatically playing. This process will be repeated continuously. The details are as follows: (1) When the module is just started, the defensive price (hereinafter referred to as STP) is set to 0, which means that there is currently no The defense price needs to be monitored (401); (2) to obtain the latest position, average cost, and all settings made by the user on the stop-loss module 131 and mobile stop-profit module 132 (402); (3) if there is currently no Location, then return to (401) to continue Wait for the user to start trading; if there are currently positions (whether long or short), then start to confirm the conditions of all stop-loss modules 131 and mobile stop-loss modules 132 one by one, and calculate their defensive prices according to the user's settings (403); (4) Judging from the conditions of the first stop-loss module 131 and the mobile stop-profit module 132 (i represents the current judgment condition). First determine whether the user has turned on this condition, if it is enabled, enter Perform the next judgment; if it is not started, ignore the next judgment and skip to the next condition judgment (i = i + 1) (404); (5) If the current judgment condition is the "stop loss" condition, then Just calculate the defensive price when the part just enters the field; if it is a "stop profit" condition, the defensive price must be calculated at any time while the market continues to develop (405); (6) this stop loss or After the defensive price of the stop-loss condition (hereinafter referred to as Tmp) is calculated, it continues to determine whether it is necessary to move the stop-loss (that is, Stp = Tmp). We distinguish between two cases to judge, if the current position is multiple orders, the defensive price level can only continue to increase, so as long as Tmp> Stp, the defense price (Stp) of the entire transaction is updated to (Tmp); the same If the current position is an empty order, the defense price will only continue to decrease, so as long as Tmp <Stp, the defense price (Stp) of the entire transaction is updated to (Tmp) (406); (7) is repeated ( 404), (405) and (406) until all conditions are judged, the new Stp is also confirmed and updated; it is assumed that the next market breaks below Stp (if there is a long order) or breaks through Stp (if it is an empty order) , Then all the parts will be automatically played, return to (401) and set Stp to 0; but if the market does not break the defensive price, return to (402) to restart the update position and replace the current Stp with the latest stop Benefit conditions are compared and calculated with each other (407).

The profit-reduction module 133 is mainly used to help users obtain some profits early in a specific situation. The profit-reduction module 133 can be based on the current market transaction data and information after the order transaction data enters the market. The stop-loss / stop-loss condition parameter is used to determine whether the profit of the order transaction data after entering the market has exceeded the setting. If it is judged, it will automatically perform all or part of the market; further can be seen from Figure 5 , Which is the operation flowchart of the profit-reduction coding module 133, is explained in detail as follows: (1) At the beginning, the current position (hereinafter referred to as Pos) and the settings made by the user in the profitable code-reduction module 133 are updated. At the same time, the positions to be profit-reduced (hereinafter referred to as UwPos) are initialized to -1, which means that there is no need to reduce any part (501); (2) if there are currently positions, start to prepare to search each profit-reduction Code conditions; if there is currently no position, go back to (501) and wait for the user to start trading (502); (3) judge from the first profit-reduction condition (i = 0, i represents the profit-reduction determined currently) (Code condition) (503); (4) determine whether the user has turned on the i-th profit-reduction code condition, and if so, continue with the following judgment; if the user has not turned on, skip to the next condition judgment (i = i +1) (504); (5) determine whether the current i-th profit-reduction condition is satisfied, and if so, continue with the following judgment; if the condition is not satisfied, skip to the next condition judgment (i = i + 1) (505); (6) if the conditions are met, calculate the i-th profit-reduction condition (hereinafter referred to as Tmp) (506); (7) we will take the smallest unit of all the conditions to determine The method is: if UwPos is the initial value (-1) or Tmp <UwPos, then update UwPos to the latest Tmp value (507); (8) When all conditions are searched, UwPos is also updated . If UwPos is greater than 0, perform the action of making a profit and reduce the UwPos unit, and return to (501) to restart a new round of judgment (508).

In addition to the conditions mentioned above, the stop-loss / stop-loss unit 13 can set other exit conditions, and when these conditions occur, all parts are immediately played, because other exit conditions have more possibilities , So I will not repeat them here.

The risk control unit 14 is used to ensure that the maximum possible loss of each transaction is not More than a safe risk factor, to ensure that continuous transaction losses are controlled within a reasonable number, so the risk control unit 14 can be used to set a parameter for risk control conditions, and can automatically determine the amount of transaction data for the order, Whether the amount or loss exceeds the risk control condition parameters. If it exceeds the risk control condition parameter standard, it can automatically reject the order transaction data to conduct actual electronic transactions or simulated transactions with the trading market server; therefore, the risk control Unit 14 can calculate the possible risk by forcibly setting the stop loss sum in advance. When the risk will exceed the number set by the user or the system, the system can automatically reject the transaction, even if the stop loss meets the safety factor, but If the place of order exceeds the user-defined or system-defined safe quantity, the system will also reject the transaction, whether it is a real electronic transaction or a simulated transaction.

Among them, the risk control conditions and parameters are described as follows:

(1) Investment funds:

The user can set the amount of funds to be controlled, which can be the same as the account funds or smaller than the account funds. All transaction risk management is fund management, so you can control "single transaction loss" and "accumulated transaction loss" according to the investment amount of the account.

(2) Funds required per unit:

It is used to determine the degree of leverage. For example, the margin of the big platform is 83,000, then double the capital transaction. For a big platform with 166,000 transactions, the leverage is divided by 2. The smaller the leverage, the safer it is. This parameter can be set by the user. The system also has a preset value, and the judgment criteria refer to the following expressions:

(3) The upper limit of the largest part of an order:

Decide how many units you can place for each order. For example, if it is set to "5", the user or automated program can only buy up to 5 units in a single transaction. Transactions exceeding 5 units will be rejected by the system. This parameter can be set by the user, and the system also has a default value.

(4) Upper limit of maximum accumulation position:

Used to determine the upper limit of the total exposed area. This parameter can be set by the user, and the system also has a default value.

(5) Upper limit of single transaction loss:

Determine the "single loss limit", calculated as a percentage of available funds. This parameter can be set by the user. The system also has preset values, and the judgment criteria refer to the following calculation formula: single transaction loss upper limit (amount) = investment funds × single transaction loss upper limit (%) (2)

(6) Upper limit of cumulative losses:

Determine the upper limit of accumulated losses for a period of time, calculated as a percentage of available funds. This parameter can be set by the user. The system also has a preset value, and the judgment criteria refer to the following calculation formula: cumulative loss upper limit (amount) = investment funds × cumulative loss upper limit (%) (3)

As shown in Figure 6, the risk control unit 14 includes an investment fund update module 141, a position control module 142, and a loss control module 143. The investment fund update module 141 is used to invest Update of funds. The user can set the amount of funds to be controlled, which can be the same as the account funds or smaller than the account funds. Whenever a transaction generates a profit, the investment funds are added to the amount of the profit; similarly, whenever a transaction generates a loss, the investment funds will deduct the amount of the loss, and the amount will continue to accumulate.

The position control module 142 is responsible for "the maximum position control of an order at a time", "the maximum exposure position limit" (determined by "funds required per unit") and "cumulative maximum position control". Management is an important part of risk management, so limiting transaction size means limiting transaction risk. Through the position control module 142, it is possible to limit the transaction size of investors. If the cumulative loss order unit exceeds the "maximum position limit for one order", the system will reject the transaction and inform the investor with a prompt message Reason for order. If the unit purchased by this exchange will cause the exposure position to exceed the "maximum exposure position limit" or the last cumulative headquarters to exceed the "maximum accumulation position limit", the system will also reject the transaction and use a prompt message Inform investors of the reasons for not being able to place an order; for the position control module 142, for example, when the maximum position limit for an order is set to 5 units and the maximum cumulative position limit is 10 units, if the user wants to place an order for 6 units at a time Will be rejected by the system, and the user orders 6 units exceeding the [maximum position limit of one order] 5 units, which does not comply with risk management and refuses to send orders and other messages. If the user orders 5 units three times in a row, the third The next order will be rejected, and the headquarters will be informed that the [Maximum Cumulative Position Limit] 10 units cannot place an order, etc.

The loss control module 143 can perform single loss control and cumulative loss control, and protect investors' funds by limiting the loss of each transaction and the limit of continuous transaction losses, and in order to perform single loss control and cumulative loss Control, the system can allow investors to set the "single transaction loss cap" and "cumulative loss cap", but if the investor does not set the system also has a preset number, because the loss control module 143 can be based on the investor's order position And stop loss settings to estimate possible losses, so when the investor's possible loss in this transaction will exceed the user-defined or system-set "single transaction loss cap" or "cumulative loss cap", this The transaction will be rejected by the system due to risk considerations, and the judgment criteria refer to the following calculation formula: possible loss = position × stop loss spread (4)

And for the loss control module 143, for example, when the "single transaction loss upper limit" is set to 10,000 yuan, and the "cumulative loss upper limit" is 50,000 yuan, if the user's trading platform entry position is 5 According to the user's stop-loss conditions, the stop-loss spread for each stop is calculated as 20 points. Each stop-stop will be compensated for 4,000 yuan, and the total of 5 positions will be 20,000 yuan. Then this transaction will be rejected and cannot be sent out. This transaction may lose 20,000 yuan, exceeding the "single transaction loss limit" by 10,000 yuan, so it cannot be traded; if the user's cumulative loss has reached 48,000 yuan, if a new transaction is stopped, the loss will be 6,000 yuan. If it is less than 10,000 yuan for the "Maximum Loss Per Transaction", but exceeds 50,000 yuan for the "Maximum Cumulative Loss Limit", the transaction will be rejected and cannot be sent out, and the user will be told that the cumulative cumulative loss of this transaction is 48000 + 6000 = 54000 , So it exceeds the set "upper limit of accumulated losses" of 50,000 yuan, so it cannot be traded.

The operation flow chart of the risk control unit 14 is shown in Fig. 7 and explained in detail as follows: (1) When placing an order, the user first determines whether the number of orders (hereinafter referred to as N) will exceed the "maximum order size at one time" Position Limit ", if it has not been exceeded, continue to determine the next condition, otherwise an error message is displayed and the order is rejected (701); (2) Next, determine whether the current position (hereinafter referred to as Pos) plus the position to be placed will exceed. The "upper limit of the exposed part", if it has not been exceeded, continue to judge the next condition, otherwise an error message is prompted and the order is rejected (702), and the judgment criterion refers to the following expression:

(3)同時也判斷(Pos+N)是否小於或等於「最大累積部位上限」(703)；(4)接著判斷該筆下單送出後可能造成的最大損失是否有超過「單筆交易損失上限」？下單後可能的最大損失也就是下單後行情直接突破或跌破防守價格的損失(704)，而下單後可能的最大單筆損失的計算方式 為「目前曝險部位損益-(欲下單部位×目前行情與防守價格之間的距離×1點的價格)」；(5)最後判斷可能的累積損失是否超過「累積損失上限」，若尚未超過則送出下單指令，否則提示錯誤訊息並且拒絕該筆下單(705)，而下單後可能的最大累積損失的計算方式為「目前累積損益+下單後可能的最大單筆損失」。

(3) At the same time, it is also judged whether (Pos + N) is less than or equal to the "maximum cumulative position limit"(703); (4) then judge whether the maximum loss that may be caused after the order is sent exceeds the "single transaction loss limit" ? The maximum possible loss after placing an order is the loss after the order directly breaks through or falls below the defensive price (704), and the maximum possible single loss after placing an order is calculated as "the current exposure position profit and loss-(for ordering (Single part × the distance between the current market price and the defensive price × the price of 1 point) "; (5) finally determine whether the possible cumulative loss exceeds the" upper cumulative loss limit ", if it has not exceeded, then send an order instruction, otherwise an error message will be prompted And the order is rejected (705), and the possible maximum cumulative loss after the order is calculated is "current cumulative profit and loss + the maximum possible single loss after the order".

The coding unit 15 can be used to set a coding control condition parameter, and the risk control unit 14 can automatically perform calculations based on the current market transaction data and the coding control condition parameter. If the coding condition is met, the coding condition can be passed through the The coding unit is based on the transaction information of the order and then enters the market for coding processing (the coding can also be performed without the monitoring of the risk control unit 14, but this will increase the possibility of loss); because the coding unit 15 is mainly Helping investors find a good overweight point to automatically overweight, it will also help investors calculate that at least the investment site will make a profit after the market, so if the overweight unit 15 and the risk control unit 14 are used in combination, it can be used in the risk Overweighting under the protection of control, allowing investors to increase their profitability with overweighting under the premise of risk control; and the conditional parameters of the overweighting control system can accept the maximum loss, the minimum profit, and the last yard of compensation. Several points can be added, defensive prices can be added when the last code is exceeded, fixed mouth number can be added, maximum mouth number can be added, the number of yards is less than the headquarters, and the market can be worn You can add code when moving average, or after the market pulls back a fixed percentage from the high point, and the operation flow chart of the code adding unit 15 is shown in Figure 8 and explained in detail as follows: (1) First update the current position (hereinafter referred to as short for short) Pos) and the user's latest code setting (801); (2) If there is currently a position (Pos! = 0), the code number (hereinafter referred to as Ow) is initially -1, which means no need To add code, then continue with the following judgment; if there is no current position, return to (801) and wait for the user to start the transaction (802); (3) start with the first code condition (i = 0) to determine whether the user is The i-th code condition is enabled. If it is enabled, the following judgment is continued. If the i-code condition is not enabled, skip to the next condition judgment (i = i + 1) (803). (4) Calculate the code for the i-th code condition. The number of words Tmp. If Tmp is 0, it means that the i-th condition is not satisfied and no code is allowed. All the open conditions must be met when the code is added, so set Ow to 0 and return to (801) to continue the next round of judgment (804); (5) If Tmp> 0, Ow has not been set at this time (Ow = -1) , Or Tmp is less than the currently recorded code port Ow, then update Ow to Tmp (Ow = Tmp), because the system must meet all code conditions to allow code, so take the smallest code port of all conditions (805) ; (6) After all the open coding conditions have been visited and the coded mouth number OW is obtained, Ow needs to be compared with the maximum number of mouths (RQty) under the risk condition, and the two take the smaller value to execute Overweight action. Then return to (801) to continue the next round of judgment (806).

(3)判斷若是以RPos加碼，其總部位(Pos+RPos)是否會小於「最大累積部位上限」，若小於上限值則繼續下面的判斷；若超過上限值，則將RPos縮小為滿足「最大累積部位上限」的最大單位(即「最大累積部位上限」-Pos)(903)，而判斷式如下；p=最大累積部位上限-Pos (8)

(4)判斷若是以RPos加碼，其風險是否會超過「單筆損失上限」，若不會超過則繼續下面的判斷；若是會超過上限值，則將RPos縮小為滿足「單筆損失上限」的最大單位(904)，而判斷式如下；

(5)判斷若是以RPos加碼，其風險是否會超過「累積損失上限」，若不會超過則RPos即是「滿足風險最大可加碼口數」；若是會超過上限值，則將RPos縮小為滿足「累積損失上限」的最大單位(905)，而判斷式如下；

As shown in Figure 9, it is a flowchart of the calculation of the maximum risk level. The detailed description is as follows: (1) First obtain the current position (hereinafter referred to as Pos), and initialize the maximum risk level (hereinafter referred to as RPos). Is the first risk parameter "the upper limit of the maximum position for one order"(901); (2) judge whether the headquarters position (Pos + RPos) will be less than the "upper limit of exposed parts" if it is increased by RPos, if it is less than the upper limit If the value exceeds the upper limit, the RPos will be reduced to the largest unit (902) that satisfies the "upper exposure limit", and the judgment formula is as follows: p = upper exposure limit-Pos (7)

(3) Determine whether the head office position (Pos + RPos) will be less than the "maximum cumulative position limit" if it is increased by RPos. If it is less than the upper limit value, continue to the following judgment; if it exceeds the upper limit value, reduce RPos to meet The largest unit of the "maximum cumulative location upper limit" (ie, "maximum cumulative location upper limit"-Pos) (903), and the judgment formula is as follows; p = maximum cumulative location upper limit-Pos (8)

(4) Determine whether the risk will exceed the "single loss limit" if it is increased by RPos. If it does not exceed, continue to the following judgment; if it will exceed the upper limit, reduce RPos to meet the "single loss limit" The largest unit (904), and the judgment formula is as follows;

(5) Determine if the risk is increased by RPos, if the risk will exceed the “upper limit of cumulative losses”; if it is not exceeded, RPos will be “the maximum number of code points that can meet the risk”; The largest unit (905) that meets the "upper limit of accumulated losses", and the judgment formula is as follows;

As can be seen from FIGS. 10A to 10D, the system is presented in software, and the parameter setting screen is provided by the operation interface 161 provided by the operation interface providing unit 16. In addition, as shown in FIG. 10E, if the user If you want to place an automatic order, you must set the conditions for the automatic order. Therefore, if you set it, you can set a homeopath or a contrarian entry, and the homeopath can set the spot opening height. Low entry, 2 points long / short, 4 key price entry, K bar entry high and low entry, CDP breakthrough entry, turning high and low break, turning check or entering, or entering when overweight conditions are met And the contrarian approach can set yesterday's highs and lows to break through the reverse contrarian approach or a long K-bar approach.

As shown in Figure 11A, when the user selects the two initial stop loss setting methods of A1 and A2, after entering multiple positions (assuming the entry price is 200), if it encounters Figure 11B and In the case of Figure 11C, the calculated stop loss prices are: (1) As shown in Figure 11B, the fixed stop loss is 20 points, so the stop loss defense price is 200-20 = 180; (2) As shown in Figure 11C, the recent 5 K stick lows are reduced by 5 points, so the stop-loss defense price is 175-5 = 170; (3) Comparing the two methods of setting stop loss in Figure 11B and Figure 11C. Figure 11B uses the "fixed 20-point stop loss" calculated stop price close to the entry price, which is more beneficial to the user, so the stop loss module 131 will finally select the result "180" in Figure 11B as the The fixed stop loss price for this transaction.

After the position is established, as the market continues to develop, the defensive price can be continuously moved from the original "initial stop loss" to the user's favorable direction according to various technical indicators. For "stop profit" or "mobile stop profit", "mobile stop profit" can only move in a way that is beneficial to the user, not backwards. Just like the operation mode of stop loss, users can choose a single or multiple different mobile stop conditions. When the price meets more than two stop conditions at a certain point in time, the final stop price is determined for the user. Favorable price. For example, we use the following methods to set stop loss and mobile stop profit; as shown in Figure 12A, when the user sets the values of A1, B3, and B7, A1 represents a fixed 20-point stop loss (stop loss), and B3 5 points below the lowest point of the last 5 K sticks (Benefits), and B7 represents 5 points below the big K stick. The definition of a big K stick is that the high and low spreads exceed 25 points (moving stop loss). The following example illustrates how to establish defensive prices during the development of the market when the three stop loss and stop loss conditions of A1, B3, and B7 are established. described as follows:

(1) As shown in Figure 12B, a fixed 20-point stop loss is set after the entry of multiple orders. Therefore, after the user creates a position with multiple orders, the stop loss module 131 is immediately based on the entry price ( 8962) calculated the "initial stop loss" price as 8942 (initial stop loss price = 8962 (entry price) -20 (fixed point stop loss) = 8942), and at this time the conditions of B3 and B7 have also been judged and calculated, But because the conditions did not occur or the price was lower than the price calculated by A1, they were ignored.

(2) As shown in Figure 12C, it is a large K stick low point movement stop. The figure is an example when a large K stick occurs. You can see that the defensive price moves upward from the initial stop loss 8942 to the large K stick low. The point is reduced by 5 points to 8953. If the market price drops below this defensive price, all parts will be played.

(3) As shown in Figure 12D, an example of defensive price moving forward is shown. As the market's Fangzhan system detects that the conditions of B3 and B7 continue to occur, the defensive price is triggered to move in a favorable direction for the user. The reason for the most forward move is because of the effect of the recent 5 K sticks' low point movement.

As shown in FIG. 13A, it is to set the position control parameters. After setting, it is matched with the kanban interface 162 provided by the operation interface providing unit 16. As shown in FIG. 13B, this is an example of position risk control. , The user tried to place an order for 10 counters, because the maximum limit of the risk control limit was 5, so the transaction was rejected, and the user was reminded that the maximum limit exceeded the risk value.

As shown in Figure 14A, it is the setting of a single transaction control parameter. After setting, it can be seen from Figure 14B that this is an example of risk control for a single transaction. The user attempts to place an order for 3 orders. , The initial stop loss is 30 points, the possible stop loss risk for this order is 18,000 yuan (3 (mouth) × 30 (stop loss) × 200 (1 point amount) = 18,000 yuan), due to the current maximum risk of single loss control The limit is 9960 yuan, Therefore, the order was rejected by the system, and the user was prompted that the single loss had exceeded the risk value.

As shown in Figure 15A, it is to set the cumulative loss control parameters. After setting, it can be seen from Figure 15B that this is an example of cumulative loss risk control, in which the user attempts to place an order for one platform. , The initial stop loss is 20 points, and the accumulated loss is currently 17,800 yuan. The cumulative loss that this order may cause is 21,800 yuan (17,800 (yuan) + 1 (mouth) × 20 (points) × 200 (1 point amount). = 21,800 yuan), because the maximum cumulative loss limit for risk control is currently 20,028 yuan, this order was rejected by the system and the user was reminded that the cumulative loss has exceeded the risk value.

The cumulative loss has exceeded the risk value. As shown in Figure 16A, the user sets the fixed point profit reduction code setting (C1). After setting, it can be known from Figures 16B and 16C that this is a fixed point gain Example of a cut-off (30 points). When a user enters the market with more than two orders at the beginning, when the market price reaches the entry price of +30 points, he automatically makes a cut-off order with multiple orders, and waits for the remaining order. When the market touches the stop-loss and stop-loss defense price, it will automatically appear, or the user will manually enter the market.

As shown in FIG. 17A, the user performs the setting of automatic adding. In this embodiment, the condition for adding is to add 10 points after earning and to add 10 points from the last entry price. Therefore, as shown in FIG. 17B, With the development of the market and the defensive price continuously moving upwards, the system continuously calculates the two conditions of earning 10 points and adding more than 10 points from the last entry price. When the two conditions are met at the same time, the system will automatically trigger an overweight purchase. The set number of mouths.

Compared with other conventional technologies, the advantages of the single-coded control system provided by the present invention are as follows:

(1) The present invention is a smart order-assistance system. Investors can place orders manually through the order interface of the system, or through the program signal computer of the system, and will accept the risk management model of the system before placing orders. The group checks whether the transaction is safe. After placing the order, it will help investors automatically stop losses and profits. And profit reduction, and help investors automatically increase the number according to the situation.

(2) The functions of the present invention can be infinitely expanded, and other modules can be added according to investors' needs. According to the opened modules, corresponding real order instructions are issued to the securities dealers, such as: order entry signals, automatic exit order signals. And auto-encoding signals. Finally, the transaction returns of the securities firms are displayed on the system, and investors are informed of the current position size, average price, book profit and loss, realized profit and loss, and so on.

(3) Since the present invention is a smart ordering software with correct investment knowledge and logical operation capabilities, it can allow investors to lock in losses and create profits under the correct investment behavior through the technical features of the present invention .

(4) The present invention can be applied to actual electronic trading or simulated trading. The only difference between the two is whether or not the transaction data of the order is entered into the server of the trading market, but the subsequent control automatically adds code, automatically stops losses, and stops profits. , Profit reduction, etc. are all the same.

The present invention has been disclosed as above through the above-mentioned embodiments, but it is not intended to limit the present invention. Anyone with ordinary knowledge in this technical field will understand the aforementioned technical features and embodiments of the present invention without departing from the scope of the present invention. Within the spirit and scope, some changes and retouching can be made. Therefore, the scope of patent protection of the present invention shall be subject to the definition in the claims attached to this specification.

1‧‧‧ Order control program

2‧‧‧Trading market server

Claims (12)

An order placing and controlling system includes: a trading market server, which is a server device used for at least one financial commodity trading market; the following order controlling program is related to the transaction The market server is connected, and the order control program is used to transmit the order transaction data generated by the order signal into the transaction market server, where the order transaction data can be generated externally or internally , And the externally generated order data is a user's own plug-in program transaction that automatically enters the market according to conditions, and the internally generated order data is entered manually by the user through the order control program or through the order control program Automatically enter the market by checking the entry conditions, so that the order transaction data can be used for actual electronic transactions or simulated transactions with the transaction market server, and the order control program includes a market status collection unit , Used to collect the current transaction information of the financial commodity trading market; a plus unit is used to set a plus control control parameter, and can be used in the On the basis of the order transaction data, it enters the market for automatic code processing; a risk control unit connected to the code unit, the risk control unit is used to set a risk control condition parameter and can automatically judge the Whether the amount, amount or loss of the order transaction data exceeds the risk control condition parameters. If it exceeds the risk control condition parameter standards, it can automatically reject the order transaction data and conduct actual electronic transactions or simulations with the transaction market server. Transactions, and the coding unit can more automatically perform calculations based on the current market transaction data and the coding control condition parameters via the risk control unit. If the coding conditions and risk control conditions are met at the same time, the coding unit can be used in the On the basis of the order transaction data, it enters the market for risk-controlled overweight processing; and an operation interface providing unit is used to provide the operation interface required to run the order control program to perform operating. The order plus control system as described in claim 1, wherein the financial commodity trading market is a stock commodity trading market, a domestic and overseas futures commodity trading market, or an option commodity trading market, and the market transaction data is the financial Information on prices, trading volume, chips, patterns, or combinations thereof in the commodity trading market. The order plus code control system as described in claim 1, wherein the risk control condition parameters are the investment funds, the funds required per unit, the maximum position limit for an order, the maximum cumulative position limit, and the single transaction loss limit. Or the cumulative loss cap. The order plus control system as described in claim 3, wherein the risk control unit further includes an investment fund update module for calculating cumulative profit and loss, and the investment fund update module is used to generate profit or When it is a loss, it is possible to increase the investment funds, increase the profit amount of the investment funds, or deduct the amount of the losses, to calculate the upper limit of the cumulative loss of the cumulative profit and loss control. The order plus code control system as described in claim 3, wherein the risk control unit further includes a position control module, which is used to control the maximum position of an order at one time and the upper limit of the position that can be exposed Or accumulate the largest positions to avoid placing orders beyond the setting. As described in claim 3, the single-coded control system further includes a loss control module for single loss control or cumulative loss control to prevent losses from exceeding the setting. The order increase control system as described in claim 1, wherein the order control program further includes a stop loss / stop profit unit, which is used to set a stop loss / stop profit condition parameter and place an order on each order After the transaction data has been used for actual electronic transactions or simulated transactions with the trading market server, The previous market transaction data is compared with the stop-loss / stop-loss condition parameters to automatically determine the exit timing of the order transaction data after entering the market and perform automatic exit processing. The order plus control system as described in claim 7, wherein the stop-loss / stop-loss condition parameters can be fixed-point stop loss, today's high and low stop loss, recent K-bar high and low point mobile stop loss, today's opening price Stop Loss, High / Low Point Fixed Point Pull Back Mobile Stop, High / Low Percentage Pull Back Mobile Stop, Recent K Stick High and Low Point Mobile Stop, Pull Back to Protected Market After Profit, Moving Average Moving Stop, Turn High and low mobile stop-loss, large K-stick mobile stop-loss, large-volume mobile stop-loss, fixed-point profitable appearance, long K-bar profitable appearance, or pull back too far. The order increase control system as described in claim 7, wherein the stop loss / profit stop unit further includes a stop loss module, which can be based on the current market after the order transaction data is entered into the market. The transaction data and the stop loss / stop profit condition parameters are used to determine the exit position that should be set when the order transaction data is entered into the market. With the development of the market, the stop loss module continues to determine whether the commodity price has reached the stop loss The appearance position, if judged to be yes, automatic appearance processing is performed. The order increase control system as described in claim 7, wherein the stop-loss / stop-loss unit further includes a mobile stop-loss module, which can be used after the order transaction data enters the market, based on the current The development of market transaction data and continuous adjustment of the stop loss / stop profit condition parameters determine whether the market price needs to be updated at each time point of the current market transaction data and calculates a new market position. If the mobile stop-loss module determines that the market price has reached the newly calculated exit position, it will automatically perform the exit process. The order increase control system as described in claim 7, wherein the stop loss / profit stop unit further includes a profit reduction module, which can be used after the order transaction data is entered into the market. in accordance with The current market transaction data and the stop-loss / stop-loss condition parameters are used to determine whether the conditions for profit reduction are met. If the judgment is yes, all or part of the market will be processed automatically. The single code control system as described in claim 1, wherein the code control condition parameters are capable of accepting the maximum loss, accepting the minimum profit, fixed number of codes, maximum number of codes, and number of codes less than the headquarters Bits, price conditions meet the code or technical analysis conditions meet the code.