TWI781339B - Automatic method of financial commodity trading based on market trends in an adjustable time interval - Google Patents

Abstract

The invention discloses an automatic transaction method for financial commodities based on market trends in an adjustable time interval. The method of the invention divides the trading time of financial commodities into consecutive multiple time intervals, and then monitors the market trend of financial commodities in each time interval. when the market trend satisfies a preset operating condition, performing an operation of the operating parameter setting according to an operating parameter corresponding to the operating condition, the operation comprising at least one of placing an order, alerting, and notifying. The method of the present invention is capable of automatically performing a preset operation on a designated financial item at a preferred timing based on market trends within an adjustable time interval.

Description

Method for automatic trading of financial instruments based on market trends in adjustable time intervals

The present invention relates to an online automatic trading and tape reading method of financial commodities, in particular to an automatic financial commodity trading method based on market trends within an adjustable time interval.

Currently known online trading platforms for financial commodities can provide a variety of traditional financial commodities (such as stocks, futures, etc.) and derivative financial commodities (such as: interest rate futures, stock price index futures, foreign exchange futures, commodity futures, stock price index options, Stock index futures options, stock options, etc.) for online trading and market-watching operations, for the convenience of explanation, the "financial commodities" referred to below and in the relevant descriptions of the present invention include the above-listed and other unlisted Financial products and derivative financial products that are listed above and can be traded through online trading platforms.

In order to provide traders in the financial commodity trading market (same as investors referred to in this article) with a convenient and rapid financial commodity trading environment, futures merchants (or securities firms) or securities firms that concurrently operate as futures trading assistants usually establish There are online trading systems for financial commodities (hereinafter referred to as online trading systems) and software for viewing orders or placing orders (such as mobile application, App for short). The trading system combines computer software (Computer Software) and data communication networks (such as the Internet- Internet) and Information Technology (Information Technology), traders can log in to the online trading system through network terminal equipment or order software, and then through the online trading system and financial commodity trading centers (such as Taiwan Stock Exchange, Taiwan Futures Exchange) ) connection, in order to grasp the trend of the stock market, observe and analyze the changes in the stock market, or conduct online transactions, which are generally called "watching" and "ordering".

Although the basic principle of gaining profit through the bid-ask spread of financial commodities remains unchanged, the variety of these financial commodities and different profit-making methods make the trading strategies of financial commodities very complicated. Many traders in the trading market Traders usually formulate various order strategies for financial commodities based on different commodity information. Known online trading systems and ordering software not only have online trading functions, but also provide a variety of analytical information through technical analysis, and even provide product information related to financial products, such as: news, global financial market real-time quotes, policies , regulations and other information to help traders quickly grasp commodity information and quickly place orders and other transaction-related operations.

For example, the published Chinese Invention Patent Application Publication No. CN103226554A "Stock Automatic Matching and Classification Method and System Based on News Data" adopts stock keyword sequence mining technology based on news data to realize the automatic classification of stocks. This method is comprehensive and accurate. , and automatically provide stocks with high matching degrees for sudden news events. The method is simple and easy to implement, and provides better investment basis for shareholders.

The technical analysis mentioned above refers to researching the market information of past financial commodities to predict the price trend, as information for investors to refer to or to decide on an order strategy. The basis of technical analysis is to start research on the transaction price of financial commodities (usually historical transaction prices), transaction volume and transaction time. There are many ways to classify technical analysis, and the methods of different schools of thought are different. Murphy (1999) proposed that technical analysis in a broad sense can be divided into two categories: "traditional graphic analysis" and "statistical technical analysis". Lin Tianyun (2006) divided the tools of technical analysis into three types: graphical analysis, price indicators and volume indicators.

Most technical analysis software or systems use complex mathematical models and algorithms to analyze the price of financial commodities, such as the published Taiwan New Patent Certificate No. TW M561277U "Computing Equipment for Image Processing of Financial Commodity Prices" , proposed a device using a convolutional neural network model and a clustering analysis algorithm. The published Taiwan Invention Patent Certificate No. TW I520088B "Financial Commodity Trend Force Analysis System" uses different multiple adaptation parameters to calculate the multiple transaction net value of the financial commodity to obtain long and short transaction averages, time parameters and predictive factors, etc. After the reference value, the target net value and estimated net value are obtained by analyzing the transaction net value at a point in time through these reference values, which are used to estimate the long-short strength and the best trading point of the financial product.

Graphical analysis is based on the curve pattern drawn by the historical transaction price of the market, as the basis for judging the future market trend (such as price trend and strength), of which representative examples are: K-line (Japanese line) chart, bar-line (US line) charts, high and low charts, closing line charts, price and volume charts, price and technical indicator charts, and more. The price index is based on the past price of the market (usually the historical transaction price), and a set of meaningful index values generated by statistical methods to measure the future market trend. Among them, the representative ones are: moving average Line (MA), exponential moving average (MACD), relative strength index (RSI), stochastic indicator (KD), deviation rate (BIAS) and so on. The indicator of volume is to judge the energy of the stock market based on the trading volume of the market, and then predict its trend. The most representative ones are: trading volume and energy tide (OBV). For the convenience of description, the "technical analysis chart" referred to below and in other contents of the specification of the present invention includes one or more than one analysis results generated by using the above-mentioned various technical analysis.

K-line or K-line chart is a widely used and representative technical analysis tool among many known technical analysis charts. Although every investor should be able to understand K-line or K-line chart, not everyone can The information provided by K-line or K-line chart is very good for financial commodity trading operations. The processing method proposed in the published Taiwan Invention Patent Publication No. TW201351331A "Financial Transaction Data Processing Method and Electronic Device" is based on a price trend chart (such as a K-line chart) to determine a specified period of time from the financial transaction database , to obtain multiple entry and exit detailed data that meet the specified time period, for example, select multiple discontinuous K-line bars from multiple K-line bars, and then use the trading periods corresponding to these K-line bars as the specified time period. Based on the obtained entry and exit details, calculate the interval statistical data of multiple securities companies that trade in the specified time period. For example, users can view the frequency of stock trading in and out of securities companies within the specified interval, and based on the frequency of stock trading in and out for investment reference.

Some high-end investors can further use multiple K-lines or K-line charts generated under different conditions, and obtain unique information or intelligence by combining or cross-comparing multiple K-lines or K-line charts. In short, high-end investors can obtain better reference information or information through the setting and operation of K-line charts, thereby improving investment returns; but the key to increasing investment benefits based on K-line charts is: how to provide The K-line-based ordering tool enables investors to better apply K-line charts, develop the potential of K-line charts, and place orders quickly and automatically.

Some known online trading systems for financial commodities can provide information about financial commodities and order functions through technical analysis software, helping traders in the trading market to quickly grasp market intelligence and quickly place orders and other Operations related to transactions, the so-called financial commodity information includes: commodity quotations (including, for example, buying price, selling price, transaction price, and commodity quantity), commodity trend charts, and technical analysis charts (including, for example, K-line and time-sharing trend charts), and other various financial commodity-related intelligence or instant messages. However, most of the functions of technical analysis and order placement are independent. After investors decide their investment strategy based on the information or intelligence provided by the technical analysis chart, they also need to operate the order interface through manual input. For complex functions The order interface often takes a lot of time to complete the order action, which obviously needs to be improved for the financial commodity trading market where every second counts. On the other hand, known online trading systems for financial commodities can only provide K-lines or K-line charts of fixed types or conditions, and investors cannot adjust or set the generation conditions of K-lines or K-line charts according to their own needs and investment experience .

Although there are many technical analysis software and information that can be actively provided to investors by the system, the facts tell us that the main factor that really affects investment results lies in the wisdom and experience of investors, even if complex mathematical models and algorithms are used Analyzing and then providing investors with the so-called best buying and selling points, there is no guarantee of 100% profit; otherwise, many investors use the same analysis tools and have investment information provided by the system, so how can some people win and others lose.

It is very common to use computers and information devices to place orders for various financial products through the Internet. Various financial service providers (such as securities firms or banks) also have their own smart order software for users to choose from. However, these smart The function of placing an order provided by the type ordering software is similar to that of the user. Taking the common function of placing an order at a price in stock ordering software as an example, the function of placing an order at a price is usually when the stock price of a certain stock reaches a certain value preset by the investor. Price (usually called the trigger price), the order software will automatically place an order (buy or sell).

Experienced investors usually carefully study and judge future market trends (such as price trends and strengths) when deciding on the price of an order. The current smart order software's order-on-touch function simply monitors every transaction in real time. Price (such as quotation or transaction price), as long as the real-time transaction price touches the trigger price preset by investors, the order software will automatically place an order. This function of placing an order at a price does not take market trends into account. This problem reflects The design ability of the program designer of the order-at-touch function, in other words, this simple order-at-touch function does not have the ability to assist investors. If the advantage of taking into account market trends can be integrated into the functions or operation interface of the automatic order placing software, the value and function of the automatic order placing software will be greatly improved.

The technical problem to be solved by the present invention is to provide an automatic trading method for financial commodities based on market trends within an adjustable time interval. The device realizes the operation of automatically placing orders and watching orders online.

The method of the present invention divides the trading time of financial commodities into a plurality of continuous time intervals, then monitors the instant market trend of financial commodities in each time interval, and when the market trend satisfies the preset operating conditions, according to the operating conditions For the corresponding operation parameter, perform the operation set by the operation parameter.

Based on solving the above-mentioned technical problems, the present invention is based on the automatic trading method of financial commodities in the market trend within an adjustable time interval, basically performing the following steps through an information processing device that can be connected to a financial commodity trading center, including:

Obtain real-time market information (market data) provided by the trading center during the trading hours of financial commodities, and the market information includes at least every transaction information of financial commodities;

monitor market information in consecutive time intervals, and compare the market information in the latest time interval with a preset operating condition; and

When the market information in the latest time interval satisfies the operation condition, the operation set by the operation parameter is executed according to an operation parameter corresponding to the operation condition.

The operation includes at least one of placing an order, warning and notification, and the operation parameters include at least one of buying, selling, transaction quantity, entrusted price and notification message.

As a preferred embodiment of the method of the present invention, the operating conditions include: a relationship between a specified condition and a trigger condition; the specified conditions include: a specific transaction price obtained based on the latest market information in the time interval , technical indicators, and any one of trading volume; the trigger conditions include: a custom value/price, and a specific transaction price based on market information in one or several time intervals in the past , technical indicators, trading volume, moving stop price, and moving stop price; the relationship includes: greater than, equal to, and less than any of them.

As a preferred embodiment of the method of the present invention, the specific transaction price includes: the average transaction price, the first transaction price, the highest transaction price, the lowest transaction price, the last transaction price, and the difference between the highest transaction price and the minimum transaction price either of.

As a preferred embodiment of the method of the present invention, the transaction volume includes: the transaction volume of any transaction price, the total transaction volume in the time interval, and the transaction volume in a unit time that is less than the time length of the interval.

As a preferred embodiment of the method of the present invention, the technical index of the specified condition is a technical index generated by a self-defined calculation formula based on the latest market information in the time interval.

As a preferred embodiment of the method of the present invention, the technical indicator of the trigger condition is a technical indicator generated by a self-defined calculation formula based on the market information in a certain or several time intervals specified in the past.

As a preferred embodiment of the method of the present invention, the technical indicators include any one of KD value, RDI value and moving average.

As a preferred embodiment of the method of the present invention, it includes: providing an operation interface displayed on the information processing device for investors to set the length of the time interval, operating conditions, operating parameters and operations.

As a preferred embodiment of the method of the present invention, it includes: providing an operation interface displayed on the information processing device for investors to set a benchmark price and a price movement unit to determine the movement stop price and trailing stop price.

As a preferred embodiment of the method of the present invention, the base price plus the price movement unit is used as the moving stop profit price or the moving stop loss price in the latest time interval, wherein the base price can be a custom price , and the specific transaction price obtained based on the market information in one or several time intervals in the past, the specific transaction price includes: the average transaction price, the first transaction price, the highest transaction price, the lowest transaction price, and Any one of the last transaction prices.

The beneficial effect of the present invention is that the present invention provides a mechanism for investors to freely adjust the time interval of the length of time, and the operating conditions that can be freely combined by investors as a tool for judging market trends. Market information within a time interval (for example: specific transaction price, transaction volume, and average transaction price), when the market information meets the preset operating conditions, the operating parameter settings are executed according to the operating parameters corresponding to the operating conditions The operation provides investors with an order and market viewing software that can automatically place orders and view orders online.

Investors can freely set the length of the time interval by cooperating with the operation interface provided by the method of the present invention. The unit of the time interval can be seconds, minutes, hours, days, weeks or months. According to the length of the time interval, it can realize the purpose of automatically executing the preset operation on the designated financial product at a better time according to the basic trend, secondary trend and short-term trend. .

The technical solution of the method of the present invention is basically based on the market trend of financial commodities within a time interval as the basis for automatically placing an order and watching the market online. When the market trend meets the preset operating conditions, according to the corresponding operating conditions The operations preset in the operation parameters of the system automatically execute any one of these operations such as placing an order, alerting, notifying, and alerting and notifying.

The present invention provides a mechanism for investors to freely adjust the time interval of the time length, and the operating conditions that investors can freely combine as a tool for judging market trends. The specific implementation of the method of the present invention includes: the trading time of financial commodities Divide into multiple consecutive time intervals, and then monitor the market trend of financial commodities in each time interval. The market trend is basically the market information of financial commodities during the trading hours; for example, with the transaction The advancement of time, before the end of the trading time of the day or before the user cancels/stops the method of the present invention, there will be new time intervals constantly appearing, and the technical spirit of the present invention is to use the latest market in a time interval The information is compared with a preset operating condition, and when the market information meets the preset operating condition, an operation parameter setting operation is performed according to an operating parameter corresponding to the operating condition.

The preferred implementation of the above-mentioned market information includes at least every transaction information of financial commodities, and the content of transaction information may be slightly different according to different financial commodities. In principle, the transaction information mentioned at least includes but is not limited to: transaction price, transaction volume , the best transaction price, and news/messages related to financial commodities; it is precisely because the method of the present invention divides the trading time of financial commodities into a plurality of continuous time intervals, and the transaction information in any time interval is the monitoring method of the present invention One of the implementation methods is to use the transaction price as the target of monitoring. Generally speaking, the transaction price in any time interval is not fixed, and the transaction price will change due to many factors. For example, the transaction price in a certain time interval The price rises, falls or fluctuates up and down with the delay of time, and the changes in these transaction prices can reflect the market trend of financial commodities, and investors can freely combine the operating conditions described in the method of the present invention as used for judging A tool for market trends, and then place an order at a suitable price, enter and exit at a suitable price or time.

The method of the present invention determines the length of the time interval, the operating conditions, and the operating parameters corresponding to the operating conditions, and when the market trend meets the preset operating conditions, executes the operation set in the operating parameters corresponding to the operating conditions; and then realizes Taking the market trend of financial commodities within a time interval as the basis for investment operations of financial commodities or monitoring the price of financial commodities (commonly known as market reading), and then automatically performing online automatic order placement and market reading operations.

Please refer to Figure 1, which is a schematic diagram of the system architecture for realizing the method of the present invention. The method of the present invention basically realizes online automatic order placement and disk viewing operations through an information processing device 10 that can be directly or indirectly connected to the server 30 of the financial commodity trading center. The connection method is through a data communication network, such as the Internet. Network (internet) or wireless communication network is directly or indirectly connected with the server 30 of the financial commodity trading center; the information processing device 10 includes but not limited to computer (PC), notebook computer (Notebook Computer), smart A mobile phone (Smart Phone), a tablet computer (Tablet PC) or other similar electronic information devices that have data processing capabilities and can be connected to a data communication network; the information processing device 10 is equipped with at least one storage device 11 for storing The device 11 stores a software or application program (APP) 12 for implementing the steps of the method of the present invention. One implementation of the information processing device 10 is a server built by a futures commission merchant (or a securities firm) or a securities firm concurrently operating the futures trading assistant business, which can be directly connected to the server 30 of the financial commodity trading center; application Another implementation of the program (APP) 12 is to run on the electronic information device 20 used by investors. The electronic information device 20 used by investors includes but is not limited to computers (PCs), notebook computers (Notebook Computers), smart A mobile phone (Smart Phone), a tablet computer (Tablet PC) or other similar electronic information devices 20 that have data processing capabilities and can be connected to a data communication network. The electronic information device 20 usually uses the data communication network and the information The processing device 10 or the server built by the broker is connected, and then indirectly connected to the server 30 of the financial commodity trading center through the information processing device 10 or the server built by the broker, and through the information processing device 10 or It is the server built by the brokerage to place an order or watch the order. The market information described is subject to relevant regulations or the content provided by the financial commodity trading center (such as Taiwan Stock Exchange/Taiwan Futures Exchange). Generally speaking, it is a collection of every transaction information from the opening of the market to the closing time of the day; in other implementations, the market information also includes: news/news related to financial commodities, and these and News/messages related to financial commodities may usually be provided by futures merchants or securities dealers and displayed to investors directly in the application program (APP) 12 .

Please refer to Fig. 2, which is a flowchart of steps of the first preferred embodiment of the method of the present invention. A kind of embodiment of the inventive method comprises the following steps:

S01. Obtain real-time market information (market data) provided by the trading center during the trading hours of financial commodities. The market information includes at least every transaction information of financial commodities;

S02. Monitor market information in consecutive time intervals, and compare the market information in the latest time interval with a preset operating condition; and

S03. When the market information in the latest time interval satisfies the operating conditions, according to an operating parameter corresponding to the operating conditions, perform the operation set by the operating parameters; the described operations include at least one of order placement, warning and notification One, the operation parameters include: at least one of buy, sell, transaction quantity, commission price and notification message.

A preferred implementation of the method of the present invention includes: S00. Provide an operation interface 40 displayed on the information processing device 10 for investors to set the time length of the time interval, operating conditions, and corresponding operating conditions The operation parameter, and corresponding to the operation of the operation parameter, the unit of the time length of the time interval may be second, minute, hour, day, week or month. Figure 3 shows an exemplary operation interface 40 for investors to set the time length of the time interval, operating conditions, operating parameters corresponding to the operating conditions, and operating parameters corresponding to the described operating parameters operation. The preferred implementation of the operating conditions includes: the "relationship" between the "specified condition" and the "triggering condition". Wherein the preferred embodiments of "relationship" include: any one of greater than, equal to and less than.

In the preferred implementation of the method of the present invention, the basic concept of the "operating condition" is to use the data obtained based on the market information in the latest time interval as the "specified condition"; and a custom value/price , and based on one or several time intervals in the past (for example, the past Nth time interval from the latest time interval; the past N1 to N2 time intervals from the latest time interval, where N1 is not Equal to the data obtained from the market information within N2) as the "trigger condition"; When the "relationship" of "Condition", according to an operation parameter corresponding to the operation condition, the operation set by the operation parameter is executed. In other words, the "specified condition" is the data obtained based on the latest market information in the time interval. The difference from the aforementioned "specified condition" is that the "trigger condition" can be a custom value/price determined by the user, and based on Data obtained from market information in one or several time intervals in the past.

The preferred implementation of the "specified condition" includes: any one of the "specific transaction price", "technical index" and "trading volume" obtained based on the latest market information in the time interval.

Among them, the preferred implementation of "trigger conditions" includes: a custom value/price, and "specific transaction price", "technical indicators", and "trading volume" obtained based on market information in one or several time intervals in the past , "Trailing Stop Price", and "Trailing Stop Price".

The preferred implementation of the "specific transaction price" includes: the average transaction price within the time interval, the first transaction price, the highest transaction price, the lowest transaction price, the last transaction price, and the difference between the highest transaction price and the minimum transaction price. any of the spreads. The preferred implementation of "trading volume" includes: the trading volume of any transaction price, the total trading volume in the time interval, and the trading volume in a unit time that is less than the time length of the time interval.

Here is an exemplary example of "trading volume within a unit of time less than the length of the time interval" as follows; assuming that the user sets the length of the time interval to 5 minutes, the "operation condition A" The content is: the trading volume within 1 minute (less than 5 minutes of the time interval) must be greater than 100, where "the trading volume within 1 minute" is the "specified condition", and "100" is the "triggering condition" and is the stated The "custom value" of , "greater than" is "relationship". If the trading volume in the latest time interval is already greater than 100 after 10 seconds from the beginning, this means that the trader can be sure that the trading volume in the latest time interval must be greater than 100 without waiting for 1 minute. According to the present invention The method indicates that the market trend in the latest time interval satisfies the set "operation condition A", and then according to the "operation parameter A" corresponding to "operation condition A", the "operation A" set in "operation parameter A" is executed, such as selling a financial commodity.

The preferred implementation of the "trigger condition" includes: a "custom value/price", and based on a certain past (such as the past Nth time interval from the latest time interval) or several time intervals (such as The past N1 to N2 time intervals counted from the latest time interval, where N1 is not equal to the "specific transaction price", "technical indicators", "trading volume", "moving stop" obtained from the market information in N2) Profit Price" and "Trailing Stop Price". The preferred implementation of the "specific transaction price" includes: the average transaction price within the time interval, the first transaction price, the highest transaction price, the lowest transaction price, the last transaction price, and the difference between the highest transaction price and the minimum transaction price. any of the spreads.

It should be noted that the data used as the "specified condition" and the data used as the "trigger condition" need to be in an equal relationship, for example: "price" can only be compared with "price"; "value" can only be compared with "value" Comparison; "technical indicators" can only be compared with "technical indicators" of the same type; this kind of implementation can be realized by means of software design. Among them, "custom value/price" refers to the value entered by the investor in the input field of the operation interface 40 (this value may be the value indicating the price or the transaction volume depending on the corresponding "specified condition" mentioned above. value).

Among them, the "technical indicator" of the "specified condition" is a technical indicator generated by a self-defined calculation formula based on the latest market information within the time interval; the "technical indicator" of the "trigger condition" is based on a specified past Or market information in several time intervals, technical indicators generated by self-defined calculation formulas; generally speaking, the technical indicators include but are not limited to: KD value, RSI value, MACD value and moving average, and based on user-defined Any of the technical indicators generated by the formula.

A preferred implementation of the method of the present invention includes: providing an operation interface 40 displayed on the information processing device 10 for investors to set calculation formulas for generating the "technical indicators".

As an illustration of the calculation formula used to generate the "technical indicators" described above. For example, the customized relative strength value can be based on the specified past 1st to 3rd, or the market information in the past 1st to 5th time interval (for example, the number of ups and downs (the last transaction price in each time interval) It should be understood that the "last transaction price" is just an example in the market information mentioned, not limited), and then generated by the general custom relative strength value calculation formula of.

The preferred implementation of "operation" includes: including at least one of placing an order, alerting and notifying. The preferred implementation of the "operation parameter" corresponding to the "operation" includes: at least one of buying, selling, transaction quantity, commission price and notification message. An exemplary example of "operational conditions" is listed. For example, the time interval is set to 5 minutes, and the content of "operational conditions B" is: when the "trading volume" is greater than or equal to 100, a warning and notification will be issued. Investors can freely Input "Please note: the trading volume of financial product 001 has exceeded 100" in the "notification content" column of the operation interface 40, and the preferred implementation mode of the method of the present invention will send the "notification content" through the application program (APP) 12 The content in the column will be notified to investors in any one of text message, email or short message.

Basically, the key technology of the inventive method comprises: (1) determine the time length of the time interval, in order to distinguish the trading time of the financial commodity into a plurality of continuous time intervals; the length of the time interval can be freely set by the investor through the operation interface 40 provided by the method of the present invention, The unit of the time interval mentioned above can be seconds, minutes, hours, days, weeks or months. In practical application, investors can use it flexibly according to their own investment experience, operating skills or operating strategies, and then determine a time interval that can be mastered and presented. Time intervals for market trends. as well as (2) Set the above-mentioned "operating conditions" to monitor the market trend of financial products in each time interval, and then when the latest market information in a time interval meets the operating conditions, the operating parameters corresponding to the operating conditions will be used , execute the operation set by the operation parameter.

As a preferred embodiment of the present invention, as shown in the exemplary operation interface 40 in Fig. 3, the "operation parameter" will automatically jump out of the corresponding value or data input field according to the corresponding "operation" (such as placing an order, warning, notification) : (such as buying, selling, transaction quantity, order price and notification message). For example: when "Operation" is selected as "Order", the corresponding "Operation Parameters" will automatically provide the options of "Buy" and "Buy", and then provide the option to enter the "Order Price" (the "Order Price" includes But not limited to: at least one option of market price, custom price) and "quantity" field, and if necessary, also include the corresponding "unit" field (for example, the trading unit of futures is lot)"; another example: When "Operation" is selected as: "Place order and notify", the corresponding "Operation Parameters" will automatically provide the options of "Buy" and "Buy", and then provide options for entering "Order Price", "Quantity", " "Unit" field + "Notification Content" field.

Some illustrative examples are given below to illustrate the application examples and efficacy of the method of the present invention.

Illustrative example 1 As a first exemplary example of the method of the present invention, firstly, the "last transaction price" in the latest time interval is used as the "specified condition". Several illustrative examples are listed below to illustrate the difference between the method of the present invention and the traditional order by touch.

Please refer to the 4th figure, the transaction price curve (the price in the figure is a virtual transaction price) of a certain file futures shown in the figure within the transaction time, the time length value of the time interval described in the method of the present invention, The operating conditions and the operating parameters corresponding to the operating conditions are set as follows: "Time interval": 5 minutes; "Operating Condition": "Specified Condition" is set to "Last Transaction Price", "Trigger Condition" is set to "Custom Value/Price": 91, and the size relationship is "less than or equal to (≦)"; "Operation parameters": "Sell", "Quantity": 5 lots.

Indicates that the investor expects to sell 5 lots of the futures when the price of the futures is less than or equal to 91; if the same setting conditions are used in the traditional order-on-touch method, when the price of the futures is set to be less than or equal to 91, 5 lots of the futures will be sold This futures; from the exemplary price curve shown in Figure 4, the method of the present invention and the traditional way of placing an order at a price will have the following differences:

From the transaction prices in the first time interval T1 and the second time interval T2, it can be seen that there is a downward trend, and then an upward trend in the third time interval T3; using the traditional way of placing an order at a price, this futures When the transaction price in the second time interval T2 falls to the set price of 91 and the price is sold (there are two selling points P1 and P2), investors will not be able to enjoy the benefits of the subsequent rise of the futures; on the contrary, the present invention The method is to determine whether to execute the operation set in the corresponding operation parameter based on the size relationship between the "last transaction price" and the "trigger condition" in the time interval. In the exemplary price curve shown in Figure 4, the futures position is Although a transaction price in the second time interval T2 fell to the set price of 91, the transaction price was not the last transaction price in the second time interval T2 (the last transaction price in the second time interval T2 in Figure 4 Transaction price is 92), according to the method of the present invention, will not sell this file futures, so investors can enjoy the benefit of this file futures follow-up rise.

Illustrative example 2 Taking the exemplary price curve shown in Figure 4 above as an example, we changed the length of the time interval to 15 minutes in the exemplary example in Figure 5, and set the "operating conditions" and their corresponding "operating parameters" constant. In the time interval of 15 minutes, the first transaction price of this futures is 99, and the last transaction price is 99.5. According to the general concept, the price of this futures in this time interval of 15 minutes The change trend is an upward trend. If the traditional way of placing an order at a price is adopted, the futures will be sold at the selling points P1 and P2 regardless of the fact that the price is rising; otherwise, according to the present invention method, because the last transaction price in the time interval shown in Figure 5 (the time length is 15 minutes) is 99.5, which does not meet the preset operation conditions, and the "operation" corresponding to the "operation conditions" will not be executed parameter", the method of the present invention is obviously more beneficial to investors than the traditional way of placing an order at a price.

Of course, the time lengths of the time intervals shown in Fig. 4 and Fig. 5 are only exemplary examples. Investors can freely set the length of the time intervals by cooperating with the operation interface provided by the method of the present invention. The unit of the interval can be second, minute, hour, day, week or month. In practical application, investors can use it flexibly according to their own investment experience, operation skills or operation strategies, and then determine a time interval that can grasp and present the price change trend. time interval.

Illustrative example 3 As shown in the exemplary price curve shown in Figure 4, the third time interval T3 and T4 both show an upward trend, indicating that the futures price of this period has a stable price, and even has a continuous upward trend, as a preferred implementation of the method of the present invention In this way, the operation condition can be that the "last transaction price" is greater than or equal to the "custom value/price", and the "operation parameter" can be set as "buy".

Illustrative example 4 As shown in the exemplary price curve shown in Figure 4, the transaction prices in the first time interval T1 and the second time interval T2 can be seen to show a downward trend, indicating that the futures failed to stabilize the price, and even continued Downward trend, as a preferred embodiment of the method of the present invention, the "operating condition" can be that the "last transaction price" is less than or equal to the "custom value/price", and the type of action can be set to "sell ".

Illustrative example 5 As shown in the exemplary price curve in Figure 6, the third time interval T3 presents an upward trend, and the last transaction price in the third time interval T3 is equal to the highest price in the third time interval T3, indicating that the Futures have a stable price and even continue to rise. As a preferred implementation of the method of the present invention, the "operating condition" can be that the "last transaction price" in the time interval is equal to the "highest transaction price" in the time interval. Price", the "operation parameters" mentioned above can be set to "buy".

Illustrative example 6 As shown in the exemplary price curve shown in Figure 6, the transaction price in the second time interval T2 can be seen to show a downward trend, and the last transaction price in the second time interval T2 is equal to that within the second time interval T2 The lowest transaction price, which means that the price of the futures failed to stand firm, and even has a tendency to continue to fall. As a preferred implementation of the method of the present invention, the "operating conditions" can be the "last transaction price" in this time interval Equal to the "minimum transaction price" within this time interval, the "operation parameter" described above can be set to "sell".

At first glance, the method of the present invention is similar to the traditional order by touch, but there are obvious differences between the two; The set trigger prices are compared one by one. As long as there is any transaction price in the entire trading time of the financial commodity that meets the above-mentioned trigger price, the software will automatically place an order; the traditional automatic order of moving stop loss and moving stop profit, although It will automatically adjust the corresponding moving stop loss price and moving stop profit price according to the moving price preset by investors, but the trigger mechanism of automatic stop loss exit or automatic stop profit exit is still the same as the aforementioned traditional The same is true for order-on-touch.

Illustrative example 7 As another exemplary example of the method of the present invention, the "specified condition" in the "operating conditions" is set as the "difference between the highest transaction price and the lowest transaction price" within the time interval; for example; The "operating conditions" set in the time interval whether the "difference between the highest transaction price and the lowest transaction price" is greater than, less than or equal to a certain "custom value/price" set by the investor, if the financial product at a certain time If the price movement trend within the range satisfies the operating conditions of the above formula, the corresponding "operating parameters" and "operations" will be automatically executed.

As shown in the exemplary price curve shown in Figure 4, the transaction prices in the first time interval T1 and the second time interval T2 can be seen to show a downward trend, assuming that the "operating conditions" set by the method of the present invention are set by investors And the settings of the "Operation Parameter" and its "Operation" corresponding to the "Operation Condition" are as follows: "Time interval": 5 minutes; "Operating Condition": "Specified Condition" is set to "the difference between the highest transaction price and the lowest transaction price (the difference between the highest and the lowest price)", the "trigger condition" is set to "custom value/price": 6, and the size relationship is " greater than or equal to (≧)”; "Operation parameters": "Sell", "Quantity": 5 lots.

According to the exemplary price curve shown in Figure 4, the highest transaction price in the first time interval T1 is: 100, the lowest transaction price is: 93, and the price difference between the two is (100-93=7) greater than or equal to (≧ ) set custom value/price: 6; and from the exemplary price curve drawn in Figure 4, it can be found that the transaction price from the first time interval T1 to the second time interval T2 is a continuous downward trend, so According to the "operating conditions" set in Exemplary Example 7 and the "operating parameters" and "operations" corresponding to the "operating conditions", it can be understood that selling the futures according to the method of the present invention is a better result. The above is just an exemplary example, and the "operating parameters" in it can also be set to buy.

As a third preferred embodiment of the method of the present invention, it includes: providing an operation interface 40 displayed on the information processing device 10 for investors to set a "base price" and a "price movement unit", so as to set a "movement price" Stop profit" and "moving stop loss" operating conditions for exiting the market.

According to a preferred embodiment of the method of the present invention, the basic concept of the "operating condition" is to use the data obtained based on the market information in the latest time interval as the "specified condition"; and a custom value/ Price, and based on one or several time intervals in the past (for example, the past Nth time interval from the latest time interval; the past N1 to N2 time intervals from the latest time interval, where N1 Not equal to the data obtained from the market information within N2) as the "trigger condition"; then compare the "specified condition" with the "trigger condition", and preset the "specified condition" and " When the "relationship" of "trigger condition", according to an operation parameter corresponding to the operation condition, the operation set by the operation parameter is executed.

Of course, as the trading time of financial commodities advances, the above-mentioned "moving stop profit price" and "moving stop loss price" will be automatically adjusted according to the setting of "trigger conditions" to meet the requirements of "moving stop profit" and "moving stop loss price". The basic principle of "stop loss".

Example of implementation of moving stop profit and moving stop loss

Example 1: The "first preferred implementation mode" in which the moving stop price or the moving stop price is set includes: the "base price" plus the "price movement unit" as the latest time interval moving stop price or Moving stop price, where the "base price" can be a custom price, and any one of the highest transaction price, the lowest transaction price, the first transaction price and the last transaction price in the previous time interval.

Example 2: The "Second Preferred Implementation Mode" in which the moving stop profit price or the moving stop loss price is set includes: the moving stop profit price or Moving stop loss price, where the "benchmark price" can be a custom price, and the highest transaction price, the lowest transaction price, and the first transaction price in a certain period of time in the past (which can be freely determined by investors, such as the fifth past) Any one of the last transaction price.

Example 3: The "Second Preferred Implementation Mode" in which the price of the moving stop profit or the price of the moving stop loss is set includes: taking the "base price" plus the "price movement unit" as the latest time interval moving stop price or Moving stop loss price, where the "benchmark price" can be a custom price, and the highest transaction price, the lowest transaction price, the first Either one of the first transaction price and the last transaction price.

As an implementation of the present invention, the moving stop profit price or moving stop loss price in the first time interval set at the beginning of the daily market opening time can be the "base price" of the previous trading day plus the "price "moving unit" as the latest time interval moving stop price or moving stop price.

It should be understood that, based on the general concepts of trailing stop profit and trailing stop loss, the "traveling stop profit price" and "traveling stop loss price" determined in Examples 1 to 3 above are not fixed; Profit price" and "moving stop loss price" will be automatically adjusted (maybe unchanged or raised) as time goes by. The following is an illustrative example to illustrate the aforementioned example of setting the "traveling stop price" or "traveling stop price".

Illustrative example 8 First, according to the preferred implementation of the method of the present invention, after the investor selects the option of "moving stop profit price" or "moving stop loss price" on the operation interface 40, the operation interface 40 will further provide an option for setting the "moving stop loss price". The operation interface 41 (see Fig. 9) of "profit price" and "moving stop loss price".

Please refer to the exemplary price curve shown in Figure 6, assuming that the "base price" chosen by the investor to set the "moving stop price" is the "highest transaction price" in the previous time interval, and the "price movement unit" is set is 2, according to the method of setting the "moving stop profit price" in the above example 1, the "moving stop profit price" of the third time interval T3 (assuming it is the latest time interval) is the "highest stop profit price" of the second time interval T2 "Transaction price": 97 plus "price movement unit" of moving stop profit: 2, so the "moving stop price price" of the third time interval T3 will be: 99 (=97+2); After the four time intervals T4, the transaction price in the third time interval T3 showed an upward trend, and the highest transaction price in the third time interval T3 reached 98, so the "moving stop profit price" in the fourth time interval T4 It will be automatically adjusted to 100 (=98+2), which conforms to the basic principle of determining the price of the moving stop profit.

Assuming that the "base price" chosen by the investor to set the "traveling stop price" is the "lowest transaction price" in the previous time interval, and the "price movement unit" is set to -2, set the "traveling stop price" according to the above example 1 price", in which the "traveling stop price" of the second time interval T2 (assuming it is the latest time interval) is the "lowest transaction price" of the first time interval T1: 92 plus the "moving stop price" Price moving unit": -2, so the "moving stop price" of the second time interval T2 will be: 90 (=92-2).

Illustrative example 9 Please refer to the exemplary price curve shown in Figure 7, assuming that the investor sets the "specified condition" as "the last transaction price", and the "relationship" as less than or equal to (≦), and chooses to set the "moving stop profit price" The "base price" of "is the "highest transaction price" in the "fifth time interval in the past", and the "price movement unit" is set to 5. According to the method of setting the "moving stop profit price" in the above example 2, set the eighth The result of the "moving stop profit price" in the time interval T8 (assuming it is the latest current time interval) will be the highest transaction price in the fifth time interval T3 (the fifth from T8): 95 (V1 ) plus the "moving price unit" of moving stop profit: 5, so the "moving stop profit price" of the eighth time interval T8 will be: 100 (=95+5), and the last transaction price in time interval T8 When V2 is lower than the "moving profit stop price": 100, set the "operation parameter" and its "operation" to sell the futures, and then automatically stop the profit, then the futures is between the time interval T3 and the time interval T8 Most of the profits made due to price increases will be retained, which is in line with the spirit of automatic profit stop.

The following example illustrates an exemplary sample of Market Information.

表1Exemplary Example 10 Please refer to Figure 8, which is an exemplary example of relevant quantities in "Market Data". For example, investors set a calculation formula through the operation interface 40 to generate a "momentum indicator" as the second technical indicator The value of the above-mentioned calculation formula is, for example: the momentum index of the time interval = the last transaction price - the last transaction price of the previous n, calculate the exemplary results of the momentum index in each time interval, as shown in the following "Table 1", set the trigger Condition When the "momentum indicator" is less than "0 (custom value)" (0 is the specified condition), the corresponding operation will be performed, for example, the momentum indicator in the time interval T9 is less than 0.

Table 1

表2Exemplary Example 11 For example, investors set an "average price" generated by a calculation formula through the operation interface 40 as the value of the second technical indicator, for example: the value of the last transaction price in each time interval is substituted into the calculation formula Calculation, assuming that the calculation formula of "average price" as the second technical indicator is to calculate the average price of the past N time intervals, the calculation formula = (the last transaction price in the latest time interval + the last transaction price in the previous time interval Price + ... + the last transaction price in the previous N time intervals / N), the exemplary results of calculating the average price in the latest time interval, as shown in the following "Table 2", set the specified condition "last transaction price" to be less than as The "average price" of the trigger condition is to execute the corresponding operation, as shown in the exemplary calculation results in "Table 2" below, where the "last transaction price" in the time interval T9 is less than the "average price".

Table 2

In some exemplary examples above, although the last transaction price is mostly set as the "specified condition", it is not limited to this, and any one of the first transaction price, the highest transaction price, and the lowest transaction price can also be used. The calculated value is used as the trigger condition or the specified condition is compared and then the corresponding operation is performed.

Through the above description of the implementation of the method of the present invention, exemplary diagrams, and exemplary examples, it can be understood that the problem of traditional order-on-touch, trailing stop loss, and trailing stop profit is that it cannot take into account the real-time price of financial products in the trading market Changes in trends can easily lead investors to place orders, stop losses or stop profits at unfavorable times. After buying financial products at a certain point, they face a price decline trend; another example: after the traditional mobile stop loss mechanism stops the loss and exits the market, the transaction price of financial products immediately rebounds and rises, causing investors to sell financial products prematurely or by mistake. Commodities, and then there is a problem of loss or reduction of profit.

The basic technical solution of the method of the present invention is to divide the trading time of financial commodities into a plurality of continuous time intervals, and then monitor the market trends of financial commodities in each time interval, when the market trends meet the preset operating conditions At the same time, at least one of the operations such as placing an order, alerting and communicating is automatically performed according to the preset operations in the operating parameters corresponding to the operating conditions.

The preferred implementation of the method of the present invention is to compare the last transaction price in each time interval with the "trigger condition" preset by the investor. If the comparison result meets the "operating condition", the corresponding operation condition will be executed. The preset operation in this operation parameter, therefore, the change of the transaction price and the factors of price instability in each time interval will be excluded. As for the technique of eliminating price instability, investors can use it according to their own Investment experience, operating skills or operating strategies, and then flexibly use the time interval and "operating conditions" of the present invention to adjust the length of time to achieve.

Although the present invention has been disclosed above through the above-mentioned embodiments, it is not intended to limit the present invention. Those skilled in the art may make some changes and modifications without departing from the spirit and scope of the present invention. Therefore, the present invention The scope of patent protection shall be subject to what is defined in the claims of this application.

10: Information processing device 11: storage device 12: Software or Application (APP) 20: Electronic information device 30: The server of the financial commodity trading center 40: Operation interface 41: Operation interface P1, P2: selling point T1: the first time interval T2: the second time interval T3: The third time interval V1: The highest transaction price in time interval T3 V2: The last transaction price in time interval T8 S00: Provide an operation interface displayed on the information processing device for investors to set the time length of the time interval, operating conditions, operating parameters corresponding to the operating conditions, and operations corresponding to the operating parameters S01.: Obtain real-time market information (market data) provided by the trading center during the trading hours of financial commodities. The market information includes at least every transaction information of financial commodities S02.: Monitor market information in continuous time intervals, and compare the market information in the latest time interval with a preset operating condition S03.: When the market information in the latest time interval satisfies the operating condition, perform the operation set by the operating parameter according to an operating parameter corresponding to the operating condition

Fig. 1 is a schematic diagram of a system architecture diagram for realizing the method of the present invention. Fig. 2 is a flow chart of the steps of an embodiment of the method of the present invention. FIG. 3 is a schematic configuration diagram of a software operation interface of an embodiment of the method of the present invention. Fig. 4 is a schematic diagram of an exemplary example of the method of the present invention compared with the traditional order-on-touch. Figure 5 is a schematic diagram of an illustrative example of the application of the method of the present invention. Figure 6 is a schematic diagram of an illustrative example of the application of the method of the present invention. Figure 7 is a schematic diagram of an illustrative example of the application of the method of the present invention. Figure 8 is a schematic diagram of an illustrative example of the application of the method of the present invention. Fig. 9 is a schematic configuration diagram of the software operation interface of an embodiment of the method of the present invention.

S00: Provide an operation interface displayed on the information processing device for investors to set the time length of the time interval, operating conditions, operating parameters corresponding to the operating conditions, and operations corresponding to the operating parameters

S01: Obtain real-time market information (market data) provided by the trading center during the trading hours of financial commodities. The market information includes at least every transaction information of financial commodities

S02: Monitor market information in continuous time intervals, and compare the market information in the latest time interval with a preset operating condition

S03: When the market information in the latest time interval satisfies the operating condition, perform the operation set by the operating parameter according to an operating parameter corresponding to the operating condition

Claims (8)

An automatic trading method for financial commodities based on market trends within an adjustable time interval, the following steps are performed through an information processing device that can be connected to a financial commodity trading center, including: obtaining real-time information provided by the trading center during the trading hours of financial commodities market information, which includes at least every transaction information of financial commodities; monitor the market information in a continuous time interval according to the length of a set time interval, and combine the latest market information in the time interval with the A preset operating condition is compared, and the operating condition includes: the relationship between a specified condition and a trigger condition; the specified condition includes: a specific transaction price and technical indicators obtained based on the latest market information in the time interval and any one of the transaction volume; the trigger conditions include: a custom value/price, and a specific transaction price, technical indicators, transaction volume, Any one of the moving stop price and the moving stop price; the relationship includes: greater than, equal to, and less than any of them; and when the latest market information in the time interval satisfies the operation condition, according to the An operation parameter corresponding to the operation condition executes the operation set by the operation parameter. The operation includes at least one of order placing, warning and notification. The operation parameter includes: buying, selling, transaction quantity, order price and notification message at least one of them. The financial commodity automatic trading method based on the market trend within an adjustable time interval as described in claim item 1, wherein the technical indicators of the specified conditions and the technical indicators of the trigger conditions include: KD value, RSI value, MACD value and moving average any of these. The automatic trading method of financial commodities based on market trends within an adjustable time interval as described in Claim 1, wherein the specific transaction price includes: average transaction price, first transaction price, highest transaction price, minimum transaction price, Any one of the last transaction price and the price difference between the highest transaction price and the lowest transaction price. The automatic trading method of financial commodities based on market trends within an adjustable time interval as described in Claim 1, wherein the trading volume includes: any trading volume at the transaction price, the total trading volume within the time interval, and less than the The volume of transactions per unit of time for the length of the time interval. The financial product automatic trading method based on the market trend within an adjustable time interval as described in Claim 1, wherein the technical index of the specified condition is based on the latest market information within the time interval and a self-defined calculation formula The technical indicator generated; the technical indicator of the trigger condition is a technical indicator generated by a self-defined calculation formula based on the market information in one or several specified time intervals in the past. The financial product automatic trading method based on the market trend within an adjustable time interval as described in Claim 1, which includes: providing an operation interface displayed on the information processing device for investors to set the length of the time interval , the condition of the operation, the parameters of the operation, and the operation. The financial product automatic trading method based on the market trend within an adjustable time interval as described in Claim 1, which includes: providing an operation interface displayed on the information processing device for investors to set a benchmark price and a price The moving unit is used to determine the price of the moving stop profit and the price of the moving stop loss. The financial product automatic trading method based on the market trend within an adjustable time interval as described in Claim 7, wherein the base price plus the price movement unit is used as the latest moving stop price price or the price of the time interval Trailing stop price, where the base price can be a custom price price, and the specific transaction price obtained based on the market information in one or several past time intervals, the specific transaction price includes: average transaction price, first transaction price, highest transaction price, minimum transaction price, and Any one of the last transaction prices.

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