JP6815051B1 - Trading support device - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide trading support information including information on a product and a trend line extracted according to a condition indicating a characteristic of a trend line.
In a trading support system, a trading support device 10 includes a price information table 111, a user setting condition table 112, product identification information, trend line type information, first information, and second information. The trend line information table 113, the trading support information table 114, the price information processing unit 121, the trend line first information processing unit 122, and the trend line second information processing unit 123 are stored in association with the trend line identification information. A trading support information processing unit 124 and a trading support information providing unit 125 are provided.
[Selection diagram] Fig. 2

Description

The present invention relates to a trading support device using trend line information.

Conventionally, there has been known a screening device that extracts a corresponding product by designating conditions such as a technical index and a candlestick pattern from a plurality of products to be invested (see, for example, Patent Document 1).
In the device described in Patent Document 1, comparable information such as the average price and the presence / absence of a specific pattern is calculated from the past price data of the product, and the user sets conditions for the comparable information and sets the product. Can be extracted.

On the other hand, as a device that helps investment decisions using the trend line, a chart device that is drawn by the user himself / herself by clicking the chart displayed on the device with the mouse and specifying the position of the trend line is known. (See, for example, Patent Document 2 and Non-Patent Document 1).
In such a device, the user can freely draw a trend line on the price chart of one product based on his / her own thoughts and experience, and can use it as a reference for investment decision. In addition, the trend line drawn by the user can be referred to by another user.

There is no legally preset rule on how to draw such a trend line, and you can freely draw a line on the chart, connecting two high prices and extending a straight line (with a resistance line or resistance line). It is generally known to utilize a straight line (sometimes called a support line or a support line) that connects and extends two low prices as a trend line.

Further, as a device for automatically drawing a trend line on a price chart of one product, a device for drawing a trend line based on a predetermined unchangeable drawing rule is known (for example, Patent Document). 3)
In the device described in Patent Document 3, when displaying a price chart of one product, a trend line based on a predetermined unchangeable original drawing rule is automatically drawn and displayed on the chart. it can.

Patent No. 5878076 Patent No. 2927548 Patent No. 4247186

TradingView <https: // jp. tradingview. com>

However, with the techniques described in Patent Documents 1 to 3 and Non-Patent Document 1, it is difficult to extract a product capable of drawing a desired trend line from a plurality of products.
The present invention has been made in view of the above circumstances, and it is possible to systematically digitize the trend lines of a plurality of products and extract the products according to the conditions indicating the characteristics of the trend lines. The purpose is to provide trading support information including information on trend lines.

The trading support device of the present invention is a trading support device that can connect a user terminal and an information vendor via a communication network and uses trend line information, and is a price information table that stores price data of a plurality of products. And a user setting condition table that stores user setting conditions,
The product identification information that identifies the product, the trend line type information that indicates either the "upper line" or the "lower line", and the second that identifies the trend line on the two-dimensional coordinates with the price and time as the coordinate axes, respectively. Trend line information that stores 1 information and trend line information including second information indicating the characteristics of the positional relationship between the trend line and the price position of the product on the two-dimensional coordinates in association with the trend line identification information. Table and
Based on the trading support information table that stores the trading support information, the price information processing unit that stores the price data received from the information vendor in the price information table, and the price data acquired from the price information table, the first information is stored. Based on the trend line first information processing unit that is generated and stores the first information in association with the trend line identification information and stores it in the trend line information table, the price data, and the trend line information acquired from the trend line information table. , The second information indicating the characteristics of the positional relationship between the straight line specified by the trend line information and the price data on the two-dimensional coordinates is generated, and the second information is associated with the trend line identification information. The trend line information is extracted from the trend line information table according to the trend line second information processing unit that stores or overwrites the trend line information table and the user setting conditions acquired from the user setting condition table. From the trading support information processing unit and the user terminal that generate trading support information that can specify trend line information and store the trading support information in the trading support information table in association with the user setting condition identification information. It is provided with a trading support information providing unit that provides the trading support information acquired from the trading support information table to the user terminal in response to the trading support information request.

According to the present invention, trend lines of a plurality of products are systematically digitized, products can be extracted according to conditions indicating the characteristics of the trend lines, and trading support information including information on the extracted products and trend lines can be obtained. Can be provided.

It is a figure which shows the trading support system 1 including the trading support apparatus which used the trend line information which concerns on one Embodiment of this invention. It is a functional block diagram of the trading support device of the said embodiment. It is a figure which shows an example of the price information table which concerns on the said embodiment. It is a figure which shows an example of the user setting condition table which concerns on the said embodiment. It is a figure which shows an example of the trend line information table which concerns on the said embodiment. It is a figure which shows an example of the trading support information table which concerns on the said embodiment. It is a figure which shows an example of the bid price table which concerns on the said embodiment. It is a figure which shows the hardware configuration of the trading support apparatus of the said embodiment. It is a figure for demonstrating how to obtain the 1st information which specifies the trend line which concerns on the said embodiment. It is a figure which shows the flowchart which shows the outline of the process which generates the trend line 1st information of the "upper line" in the trading support apparatus which concerns on the said embodiment. It is a figure for demonstrating the determination of the break time of the said embodiment. It is a figure for demonstrating the elapsed time and the price difference of the said embodiment. It is a figure for demonstrating the number of points near a line of the said embodiment. It is a figure which shows the flowchart for demonstrating the process of calculating the number of points near a line of the trend line of the said embodiment. It is a figure (the 1) for demonstrating the flow of storing or overwriting the 1st information and the 2nd information which concerns on the said Embodiment in a trend line information table. It is a figure (the 2) for demonstrating the flow of storing or overwriting the 1st information and the 2nd information which concerns on the said Embodiment in a trend line information table. FIG. 3 is a diagram (No. 3) for explaining a flow of storing or overwriting the first information and the second information according to the above embodiment in the trend line information table. It is a figure which shows the user setting condition table and the trend line information table which concerns on the said embodiment. It is a figure for demonstrating the process of calculating the limit price and stop price information which concerns on the said embodiment. It is a figure which shows the screen which sets the user setting condition displayed on the user terminal which concerns on the said embodiment. It is a figure for demonstrating the flow which the trading support apparatus which concerns on the said embodiment systematically calculates a trend line. It is a figure (the 1) which shows the example of the trading support information that can be extracted by the trading support device which concerns on the said embodiment. It is a figure (No. 2) which shows the example of the trading support information that can be extracted by the trading support device which concerns on the said embodiment. FIG. 3 is a diagram (No. 3) showing an example of trading support information that can be extracted by the trading support device according to the above embodiment.

Hereinafter, embodiments will be described with reference to the drawings. In the following description, components having substantially the same function and configuration are designated by the same reference numerals, and duplicate explanations will be given only when necessary. The technical idea of the embodiment can be modified in various ways within the scope of the claims.

FIG. 1 is a diagram showing a trading support system 1 including a trading support device using trend line information according to an embodiment of the present invention.
As shown in FIG. 1, a trading support device 10, a user terminal 30, a mail server 40, a securities company API server 50, and an information vendor 60 are connected to a communication network 20 such as the Internet.

The user terminal 30 is an information processing device used by a user who browses contents such as a web page. The user terminal 30 is, for example, an information processing terminal such as a smartphone, a computer, or a tablet terminal. For example, the user terminal 30 acquires a web page from the trading support device 10 according to an operation by the user, and displays the acquired web page. Further, the user terminal 30 transmits predetermined information to the trading support device 10. For example, the user terminal 30 transmits the user identification information and the trend line information identification information of the browsing user, the date and time when the trading support information was generated, and the product identification information to be browsed to the trading support device 30. Further, the user terminal 30 may transmit the condition for extracting the trend line to the trading support device 30 in a predetermined format. For example, the user terminal 30 may transmit information that can be described by a numerical value or an inequality sign for each item in the user setting condition table.

The mail server 40 is a server that manages e-mails of users of the user terminal 30. In the present embodiment, the mail server 40 uses a protocol for sending e-mail (for example, Simple Mail Transfer Protocol) and a protocol for receiving e-mail (for example, POP (Post Office Protocol)) or IMAP (for example, It is a server that sends and / or receives e-mail using Internet Message Access Protocol)).

The securities company API server 50 is a server of a securities company or FX broker having an API (application programming interface) for receiving buy / sell categories such as buying or selling of financial products and buying / selling orders such as market, limit price, and stop price. In the present embodiment, the securities company API server 50 receives the information related to the trading order included in the trading support information from the trading support device 10. For example, stock APIs provided by domestic securities companies to investment advisors and the like.

The information vendor 60 is a server device that provides product information necessary for performing the trend line first information generation, the second information generation, and the trading support information generation of the present embodiment. This commodity information includes stock code, opening price, high price, low price, closing price, price information including trading date and time of stocks, exchanges and futures. For example, there are servers managed by financial product price providing service companies in Japan and overseas, price providing servers of securities companies, and servers of exchanges.

The trading support device 10 generates trend line information based on the price information acquired from the information vendor 60 and designates it periodically and continuously, such as once a day according to the product information update frequency of the information vendor 60. Generate trading support information from trend line information that satisfies the above conditions. Further, when the information request is received from the user terminal 30, the trading support information satisfying the request is transmitted to the user terminal 30. When an information request is received from the user terminal 30, the trading support information satisfying the request is formatted into a predetermined format of the securities company API server 50 and transmitted to the securities company API server 50. Further, the trading support information satisfying the request predetermined by the user is formatted into a predetermined format of the mail server 40 and transmitted to the mail server 40 at the timing predetermined by the user.

(About trading support device)
FIG. 2 is a functional block diagram of the trading support device 10.
As shown in FIG. 2, the trading support device 10 has a storage unit 110 and a control unit 120. The storage unit 110 includes a price information table 111, a user setting condition table 112, a trend line information table 113, a trading support information table 114, and a bid price table 115. Further, the control unit 120 includes a price information processing unit 121, a trend line first information processing unit 122, a trend line second information processing unit 123, a trading support information processing unit 124, and a trading support information providing unit 125. It has a periodic execution processing unit 126 and a user setting condition processing unit 127.

(About the table)
The price information table 111 stores the price information received from the information vendor 60 by the price information processing unit 121. Specifically, as shown in FIG. 3, the price information table 111 has items such as "product code", "date and time", and "price". In addition, "price" has small items such as "open price", "high price", "low price", and "close price".

The user setting condition table 112 stores the extraction condition information used when extracting the trend line information from the trend line information table 113. As shown in FIG. 4, the user setting condition table 112 has items such as "condition ID", "user ID", "transaction type", and "trend line condition". Further, the "trend line condition" has sub-items such as "break time condition", "elapsed time condition", "distance condition to line", and "point number condition near line". Further, the user setting condition table 112 may have an item using the item in the trend line information table 113. For example, "trend line type", "line calculation period", "slope", and the like. In addition, when it is desired to extract a specified number of trend lines, it is possible to set a condition for limiting the number of extractions by adding the "maximum number of extractions" as an item. In addition, if you want to set the priority of the issues to be extracted, you may add "priority condition" as an item. For example, by setting the priority condition to "ascending order" of "distance to line" and setting the maximum number of extractions to 1, a condition for extracting only one trend line information having the closest "distance to line" is set. be able to.

The trend line information table 113 contains information about the trend line including the "first information" generated by the trend line first information processing unit 122 and the "second information" generated by the trend line second information processing unit 123. To store. As shown in FIG. 5, the trend line information table 113 has items such as "trend line ID", "product code", "trend line type", "line calculation period", "first information", and "second information". Further, the "first information" has small items such as "contact 1 price", "contact 1 hour", "contact 2 price", "contact 2 hours", and "tilt". Further, the "second information" has sub-items such as "break time", "elapsed time", "distance to the line", and "number of points near the line".

The trading support information table 114 stores trading support information generated by the trading support information processing unit 124. As shown in FIG. 6, the trading support information table 114 has items such as "generation date and time", "condition ID", "trend line ID", and "designated price".

The bid table 115 stores the bid price of the commodity. As shown in FIG. 7, the bid table 115 has items such as a “product code” and a “quote”. The bid price data may be stored in the bid price table 115 in advance. When the information vendor 60 has the bid price data, the bid price data may be received from the information vendor 60 and stored in the bid price table 115.

(About the control unit)
The price information processing unit 121 acquires price data of a date and time that is not stored in the price information table 111 from the information vendor 60 and stores it in the price information table 111. Further, the price information processing unit 121 can always store the latest price data in the price information table 111 by acquiring the price data at the frequency of updating the price data managed by the information vendor 60. it can.

The trend line first information processing unit 122 extracts all the trend lines that can be drawn based on the price data extracted from the price information table 111 in a predetermined period for each product, and extracts the extracted trend lines and trend lines. The information that can identify the two original price positions is stored in the trend line information table 113 as the first information.

The trend line second information processing unit 123 generates second information indicating the characteristics of the positional relationship between the trend line and each price position of the product from the trend line first information and the price data, and associates the trend line identification information with the trend line identification information. It is stored in the trend line information table 113. Further, even if the same trend line first information is used for the second information, the generated information may change when the price data is updated and the price data different from the previous time is used. In this case, the trend line second information processing unit 123 deletes the previous value and stores the newly calculated value in the trend line information table 113. For example, when calculating the time from the contact point with the newest time to the latest date and time among the two points of contact passing through the trend line specified by the first information as the "elapsed time" after the trend line appears. , Since the latest date and time is updated every time the price data is updated, the elapsed time is constantly changing information.

The trading support information processing unit 124 extracts trend line information from the trend line information table 113 under the trend line extraction conditions acquired from the user setting condition table 112, generates trading support information having information that can identify the product, and buys and sells. It is stored in the support information table 114. In addition, when "Limit" or "Stop" is specified as the transaction type in the user setting conditions, the price that exceeds the trend line at the next timing is set in bid units using the bid information acquired from the bid table 115. It may be calculated and added to the trading support information as a limit or stop order price.

The trading support information providing unit 125 receives an information request from the user terminal 30, acquires trading support information from the trading support information table 114 according to the received content, and provides it to the user terminal 30.
When the trading support information is acquired from the trading support information table 114, the information associated with the acquired trading support information is acquired as necessary. For example, the product code, trend line type, etc. associated with the trend line ID included in the trading support information may be acquired from the trend line information table. Further, the transaction type and the like associated with the condition ID included in the trading support information may be acquired from the user setting condition table.

Further, the information request may be made only by the user ID being used. In that case, the trading support information satisfying the user ID and having the latest generation date and time may be acquired and provided to the user terminal 30. Specifically, the user setting condition ID of the corresponding user ID is acquired from the user condition setting table 112, and the trading support information is acquired from the trading support information table 114 according to the acquired user setting condition ID. Further, the information request may be made only by the product code. In that case, the trading support information satisfying the user ID and the product code may be acquired and provided to the user terminal 30.

Further, the price data of the product may be acquired from the price information table 111 and provided to the user terminal 30 as chart information which is two-dimensional coordinates having a time axis and a price axis. When the API transmission request is received from the user terminal 30, the trading support information satisfying the request is extracted from the trading support information table 114, and the information formatted in the predetermined format of the securities company API server 50 is sent to the securities company API server 50. Send. Further, when a plurality of trend line information is extracted according to the extraction condition of the trading support information, all the extracted trend line information may be provided. In this regard, when there is a "priority condition" in the user setting condition table 112, only one or some higher trend line information may be provided according to the priority condition.

The periodic execution processing unit 126 is any one of the price information processing unit 121, the trend line first information processing unit 122, the trend line second information processing unit 123, the trading support information processing unit 124, and the trading support information providing unit 125. Perform one or more parts on a regular basis. In addition, when the price data is daily, it is better to perform the periodic execution process once a day, and when the price data is 5-minute data, it is better to perform the periodic execution process once every 5 minutes. ..

The user setting condition processing unit 127 receives the update information of the user setting condition from the user terminal 30, and updates the user setting condition table 112 with the received update information of the user setting condition. Further, the information request including the user identification information is received from the user terminal 30, and the user setting condition extracted from the user setting condition table 112 is transmitted to the user terminal 30 according to the received information request.

(Hardware configuration of the device)
FIG. 8 is a diagram showing a hardware configuration of the trading support device 10.
As shown in FIG. 8, the CPU 12, the communication unit 13, the memory 14, and the storage device 15 are connected to the path 11.
The CPU 12 cooperates with the trading support program 17 according to the embodiment of the present invention stored in the storage device 15, performs the trading support processing according to the embodiment of the present invention, and controls the entire trading support device 10. It controls.
The communication unit 13 controls communication with external devices such as a user terminal 30, a mail server 40, a securities company API server 50, and an information vendor 60 via a network 20.
The memory 14 is used as a work area or the like required when executing the trading support program 17.
The storage device 15 is for storing programs and data required for trading support processing, and is, for example, a large-capacity storage device such as a hard disk drive (HDD), an optical disk drive, a DVD, or an MO. The OS 16 (operating system), the trading support program 17, and the database 18 are stored in this storage device.
OS 16 is a program for realizing the basic functions of the trading support device 10.
The trading support program 17 is a program for realizing the trading support processing according to the embodiment of the present invention.
The database 18 stores various data used in the trading support processing of the present embodiment realized by the trading support program 17.

(About the generation process of the first information)
Next, the process of generating the first information will be described.
The first information is based on the price data extracted in a predetermined period, on the two-dimensional coordinates with the price and time of the product as the coordinate axes, the trend line and the price of the two places from which the trend line is calculated. It is information that can identify the position. Further, the first information may include a value that is easy to use in the subsequent calculation process, such as a slope when the trend line is represented by a linear function.

As for the price data used when calculating the trend line, it is desirable to use the high price or the closing price when extracting the "upper line", and use the low price or the closing price when extracting the "lower line". It is desirable to do.
Further, as the price data to be used, the opening price, the high price, the low price, the closing price used for stock stocks, exchanges and futures, and the rates such as Ask and Bid used for exchange products may be used.
Further, the price data to be used may be any numerical value used for investment judgment on a chart displayed on two axes of price and time, such as Nikkei 225, TOPIX, Dow and other stock indexes.

In addition, it is ideal to perform calculation processing and extract the trend line using the price data extracted from the predetermined period up to the maximum period of the price data, but it requires a huge amount of calculation. Therefore, only one of the periods may be adopted instead of all the periods, or some arbitrary periods may be adopted. Further, the calculation process may be performed only for a predetermined period of about three periods having different lengths such as short-term, medium-term, and long-term. For example, when extracting based on daily data, extraction may be performed in three periods of "half a year (182 days)", "1 year (365 days)", and "3 years (1095 days)". Further, when extracting based on the 5-minute data of the exchange, it may be extracted in three periods of "12 hours", "24 hours" and "72 hours".

A method of obtaining the first information for identifying the trend line will be described with reference to FIG. First, how to obtain the "upper line" from the price curve A specified on the two-dimensional coordinates by the price data will be described. The price curve is not actually a curve, but a line connecting the bid price and the price position that can be plotted on the grid separated by the unit time, but it is described as a price curve from the viewpoint of easy understanding.
From the price curve A, points a and b1 are extracted as two price positions. A straight line ab1 can be drawn as a line passing through these two points, but since a point e having a higher price than the straight line ab1 exists in the price curve A, this straight line ab1 does not become a trend line. Next, two points, point a and point b2, are extracted. A straight line ab2 can be drawn as a line passing through these two points. Since there is no point on the price curve A whose price is higher than that of the straight line ab2, this straight line ab2 becomes a trend line. Since there is no point higher than the straight line ab2, it can be identified as an "upper line". Further, since the "upper line" can be drawn so as to suppress the upper part of the price curve A, it may be read as a resistance line or a resistance line.

Next, the "lower line" is obtained from the same price curve A. From the price curve A, points c and d1 are extracted as two price positions. A straight line cd1 can be drawn as a line passing through these two points, but since the price curve A has a point f whose price is lower than that of the straight line cd1, this straight line cd1 does not become a trend line. Next, two points, point c and point d2, are extracted. A straight line cd2 can be drawn as a straight line passing through these two points. Since there is no point on the price curve A whose price is lower than that of cd2, this straight line cd2 becomes a trend line. Since there is no point lower than the straight line cd2, it can be identified as a "lower line". Further, since the "lower line" can be drawn so as to support the lower part of the price curve A, it may be read as a support line or a support line.
As described above, since it is possible to determine whether or not the trend line is from any two points, it is possible to systematically calculate the trend line by calculating based on all the pairs of two points existing in the price data. it can.

Next, in FIG. 10, the outline of the process of generating the trend line first information of the “upper line” in the trading support device according to the present embodiment will be described with a flowchart. It should be noted that the process of generating the "lower line" is omitted because the determination of the vertical relationship between the straight line and the point is only reversed.
First, the trading support device selects a financial product for which the trend line is calculated (step s100). For example, in the case of Japanese stocks, it is one of about 4000 stocks, in the case of foreign exchange, it is one currency pair such as USDJPY, EURJPY, and in the case of futures, Nikkei 225mini futures, TOPIX mini futures, etc. It is one of the products. The points a, b, and x described below are all points indicating any of the price positions in the price data.

Next, the calculation period is selected (step s101). Although this calculation period can be selected from all the periods in which price data exists, the amount of calculation is enormous. Therefore, as described above, three periods such as 182 for the short term, 365 for the medium term, and 1095 for the long term are determined in advance. It is advisable to select them in order.
Next, the price data of the product selected in step s100 for the period selected in step s101 is extracted from the price information database (step s102).
Next, from the price data extracted in step s102, an arbitrary price position is selected as the point a on the two-dimensional coordinates (step s103). If all the points a have not been completed in step s111, the process returns to step s103 again. At this time, when the point a is selected, the price position that has been once selected as the point a in the same product and the same period is not selected. Although the order in which the points a are selected is not specified, they may be selected in ascending order of price, descending order, ascending order of time, or descending order for the purpose of accelerating the calculation processing or reducing the calculation processing amount. The order of selecting points is the same for points b and x.

Next, from the price data extracted in step s102, an arbitrary price position is selected as the point b on the two-dimensional coordinates except for the point a (step s104). Note that point b may always select only a point at a time newer than point a. This is because the trend line calculated with 2019/8/1 as the point a and 2019/9/1 as the point b reverses the point a and the point b, and makes 2019/8/1 the point b, 2019/9 /. This is because it is the same as the trend line calculated with 1 as the point a.
Next, on the two-dimensional coordinates, a straight line a passing through the selected point a and the point b is obtained (step s105). To find it, use a linear function y = Ax + B that represents a straight line, and use Equation 1 in which the price of point a is assigned to y and the time of point a is assigned to x, and the price of point b is assigned to y and the time at point b is calculated. By finding A and B, which are the solutions of the simultaneous equations with Equation 2 assigned to x, the linear function y = Ax + B ("price" = A x "time" + B) of the straight line passing through the points a and b is found. be able to. Here, A is the slope of a straight line, and B is the intercept of the straight line.

When using the value of the actual price data as the time, the passage of time is indicated by a certain number of increases such as "the number of seconds elapsed from 00:00:00 UTC on January 1, 1970". It is necessary to convert it to a value before using it. Further, as the time, instead of the value of the actual price data, the subscript when the price data is put in the array may be used. For example, when "2019/7/1", "2019/7/2", "2019/7/3", and "2019/7/4" are arranged in chronological order, the time [0] is displayed in an array. = 2019/7/1, time [1] = 2019/7/2, time [2] = 2019/7/3, time [3] = 2019/7/4, and the time is the subscript "0". , "1", "2", "3" may be used.

Next, from the price data extracted in step s102, the points a and b are removed from the two-dimensional coordinates, and an arbitrary price position is selected as the point x (step s106).
Next, it is confirmed whether or not the point x is on the straight line ab or below the straight line ab (step s107). Specifically, the time at the point x is substituted into x of the linear function y = Ax + B obtained in step s105, the equation is solved, the price of the straight line ab is obtained, and the point x is the price of the straight line ab obtained earlier. And "same price" or "lower price" is judged.
If the point x is not equal to or less than the straight line ab in step s107 (No), the process proceeds to step s110.
On the other hand, if the point x is equal to or less than the straight line ab (Yes), the process proceeds to step s108.

Step s108 determines whether the selection of all points x has been completed, and if all points x have not been selected (No), the process returns to step s106.
On the other hand, if the selection of all the points x is completed (Yes), the process proceeds to step s109.
In step s109, information (first information) capable of identifying the point a, the point b, and the straight line ab is stored in the trend line information table, and the process proceeds to step s110. That is, when it is clear that there is at least one point x that exceeds the straight line ab with respect to the straight line ab, the straight line ab does not become a trend line, and it is recognized that all the points x are equal to or less than the straight line ab. Only the first information will be saved as a trend line.

Step s110 determines whether the selection of all points b has been completed, and if all points b have not been selected (No), the process returns to step s104.
On the other hand, if the selection of all the points b is completed (Yes), the process proceeds to step s111.
Step s111 determines whether the selection of all points a has been completed, and if all points a have not been selected (No), the process returns to step s103.
On the other hand, if all the points a have been selected (Yes), the process proceeds to step s112.
Step s112 determines whether the selection of all the periods has been completed, and if all the periods have not been selected (No), the process returns to step s101.
On the other hand, if the selection of all the periods is completed (Yes), the process proceeds to step s113.
In step s113, it is determined whether or not all the products have been selected, and if all the products have not been selected (No), the process returns to step s100.
On the other hand, if all the products have been selected (Yes), the process ends.

(About the second information generation process)
Next, the process of generating the second information will be described.
The second information is information showing the characteristics of the positional relationship between the straight line which is the trend line and each price position constituting the price curve on the two-dimensional coordinates.
For example, the first is the break time of the trend line. The first time the price breaks (exceeds) the trend line after the trend line is calculated.
Here, the determination of the time at which the "upper line" trend line is broken will be described using the price curve H in FIG. In the time t1 which is the latest time-1 unit time, the price position of the trend line G is the point g1, and the price position of the product is the point h1 on the price curve H. It can be seen that at the time of t1, the point h1 is below the point g1 and does not exceed the trend line G. Next, let's look at the time t0, which is the latest time advanced by one unit time. At the time t0, the price position of the trend line G is the point g0, and the price position of the product is the point h0 on the price curve H. Since the point h0 is above the point g0 at the time of t0, it can be determined that the trend line G of the upper line has been broken. This time t0 is the break time. Further, it may be determined that the product has broken not only when the price of the product completely crosses the straight line but also when the price matches on the straight line.

This situation will be described with reference to the price curve I of FIG. The price position of the goods is the point i1 on the price curve I at the time t1 which is the latest time-1 unit time. It can be seen that at the time of t1, the point i1 is below the point g1 and does not exceed the trend line G. Next, let's look at the time t0, which is the latest time advanced by one unit time. At the time t0, the price position of the product is the point i0, which is the same position as the point g0 on the trend line G. If the price position of the product and the price position of the trend line are the same, it can be determined that the product has broken, and this time t0 is the break time.

The second is the elapsed time since the trend line was calculated. This elapsed time will be described with reference to FIG. The trend line J is calculated as a straight line passing through the points ja and jb. The time tun, which is the time at the point jb, is the time when the trend line is calculated. The time difference between this time tn and the latest time t0 is the elapsed time.

The third is the distance (distance to the line) between the price position on the trend line and the price position of the product at the latest time. Since the purpose is to utilize the trend line as information that can be used as a basis for investment decisions, information on whether the current price is close to or far from the trend line is extremely important. If the distance is too far, you can decide not to break the trend line in the near future.
The distance to the line will be described with reference to FIG. The price position of the trend line J at t0, which is the latest time, is the point j0, and the price position of the product is the point k0 on the price curve K. If the price difference, which is the difference between the points j0 and the point k0, is adopted as the distance to the line as it is, the price difference between the low-ranking stock and the high-priced stock is significantly different, which is suitable as a condition item when narrowing down the stocks. Absent. Therefore, it is desirable that the distance to the line is the ratio of the room for fluctuation to the line to the current price of the product, as a value obtained by "price difference" ÷ "price at point k0".

The fourth is the number of points near the line that indicate that the price curve has reversed near the trend line. For example, as shown in FIG. 13, the price curve L may approach a distance close to the trend line L several times in addition to the two points passing through the trend line L. On the other hand, it can be seen that the price curve M hardly approaches the trend line M except for the two points passing through the trend line M. The number of points near the line is the one that makes these two trend lines comparable and can be used as an extraction condition.
It should be noted that the line neighborhood points may be calculated so as not to exist in a plurality of points within a certain period of time. For example, suppose that there are a total of five points where the distance to the trend line is less than 1%, and these five points exist in succession. In this case, by adding the condition that consecutive points are counted as 1 as line neighborhood points, the number of line neighborhood points becomes one.

FIG. 14 is a flowchart for explaining a process of calculating the number of points in the vicinity of a certain trend line.
It is assumed that the first information of the trend line and the price data of the product for which the trend line is calculated have been acquired. First, the number of points near the line is set to 0.
Next, the linear function of the trend line is obtained from the first information (step s200).
Next, an arbitrary time x is selected from the price data (step s201). The time x is selected excluding the time at two price positions passing through the trend line that can be specified from the first information.
Next, the distance between the price of the product at time x and the straight line is obtained, and it is determined whether or not the price is within a predetermined distance (1% or the like) (step s202). It is desirable to make this judgment not by the price difference itself but by the price difference ratio that can be calculated by the price difference with respect to the price of the product (for example, "the price difference between the product price at time x and the straight line" ÷ "the product at time x". price").
In the determination of step S202, if the distance is not within the predetermined distance (No), the process proceeds to step s204.
On the other hand, if it is within a predetermined distance (Yes), 1 is added to the number of points near the line, and then the process proceeds to step s204. In this step s204, it is determined whether or not all the time x has been selected, and if all the time x has not been selected (No), the process returns to step s201.
On the other hand, if the selection of all time x is completed (Yes), the process is terminated.

(About the flow from price data to generating trading support information)
Next, the flow from the price data to the generation of the trading support information by the trading support device 10 will be described.
The processing is performed in the order of the price information processing unit, the trend line first information processing unit, the trend line second information processing unit, and the trading support information processing unit. Specifically, the price information processing unit generates price data of the latest date and time, and the trend line first information processing unit generates first information using the generated price data. The second information is generated by the trend line second information processing unit using the generated first information and the previous price data. Using the generated second information, the previous first information, and the price data, the trading support information processing unit generates trading support information.

(Flow of recording the first information and the second information in the table)
Next, the flow of storing or overwriting the first information and the second information in the trend line information table will be described with reference to FIGS. 15, 16 and 17.
FIG. 15 shows the information stored in the trend line information table by the first information processing and the second information processing on August 1. The upper row shows that the first trend line information processing was performed on August 1, the line calculation period was 182 days, two trend lines were extracted, and the trend line ID1 and the trend line ID2 were stored. .. At this point, the second information is null.
The lower row is a table in which the second information processing is executed after the first information processing is completed. In the second information processing, the second information of the trend line ID 1 and the trend line ID 2 existing in the table is calculated, and each is associated with the trend line ID and stored in the table.

FIG. 16 shows a table at the time of processing on August 2, which is advanced by one unit time from August 1. The upper row shows that the first trend line information processing was performed on August 2, the line calculation period was 182 days, one trend line was extracted, and the trend line ID 3 was stored. At this point, the second information of the trend line ID 3 is null.
The lower row is a table in which the second information processing is executed after the first information processing is completed. In the second information processing, the second information of the trend line ID 1, the trend line ID 2 and the trend line ID 3 existing in the table is calculated, and each is associated with the trend line ID and stored in the table. Although the second information is already stored in the trend line ID 1 and the trend line ID 2, it is overwritten with the new second information.

FIG. 17 shows a table at the time of processing on August 3, which is advanced by one unit time from August 2. The upper part shows that the first trend line information processing is performed on August 3, the line calculation period is 182 days, one trend line is extracted, and the trend line ID 4 is stored. At this point, the second information of the trend line ID 4 is null.
The lower row is a table in which the second information processing is executed after the first information processing is completed. In the second information processing, the second information of the trend line ID 1, the trend line ID 2, the trend line ID 3 and the trend line ID 4 existing in the table is calculated, and each is associated with the trend line ID and stored in the table. Although the second information is already stored in the trend line ID1, the trend line ID2, and the trend line ID3, the existing second information is overwritten with the new second information.

Further, in the second information processing of the date and time when the trend line is broken, the second information other than the break time does not have to be overwritten. For example, by storing the distance to the line just before the break, it is possible to know to what level the final level the line was approached before the break by referring to the table. On the contrary, by overwriting (updating) the distance to the line even at the break time, it is possible to know how much the distance has changed due to the break by referring to the table. Further, after the date and time when the trend line is broken, the second information is not calculated and may not be overwritten.

(About extraction of trend line information)
Next, an outline of trend line information extraction according to user setting conditions will be described.
FIG. 18 shows a user setting condition table and a trend line information table.
For example, from the condition ID 1 of the user setting condition table, "break time = null", "elapsed time is 2 days or more", "distance to the line is 1% or less", and "the number of points near the line is 2 or more" 4 Two conditions can be obtained. The trend line ID 2 is extracted from the trend line information table according to these conditions. The above four conditions are AND conditions. That is, the above four conditions are that "break time = null, elapsed time is 2 days or more, distance to the line is 1% or less, and the number of points near the line is 2 or more".
Further, the trend line ID1 is extracted from the condition ID2, and the trend line ID3 is extracted from the condition ID3.

When an item not described this time is added to the trend line information table, the condition for the item added in the user setting condition may be set. For example, the time difference between the contact 1 hour and the contact 2 hours in the first information is calculated and saved in the trend line information table as the "line contact distance", and "30" as the "line contact distance condition" in the user setting condition table. You can also do things like "more than a day" and implement various extraction conditions.

(About the generation of trading support information)
Next, trading support information processing will be described.
The trading support information is information related to a trading transaction order at a time advanced by one unit time from the latest time, which is generated from the trend line information and the conditions set in advance by the user. Specifically, it is information including a product brand code for trading, trading classification information indicating a buying or selling mechanism, and price information in the case of limit price or stop price. In other words, trading support information is information that enables you to actually place a trading order, provides trading time (latest time + 1 unit time), brand, trading category, and price, and is the minimum required for an actual order. All that remains as information is the trading volume. The transaction volume will be decided by users with different funds. Further, since the trading support information is created based on the trend line information, the trading support information may include price data and information indicating the trend line in a chart format in which the trend line can be visually confirmed. Further, as the above-mentioned point near the line, the price position having a price close to the trend line may be obtained and included in the trading support information as information that can be plotted on the chart.

The process of calculating the limit price and stop price information will be described with reference to FIG.
The latest time when the price of the target product exists is set as the latest time, the price of the trend line at the time when the latest time is advanced by one unit time is calculated, and the price adjusted to the bid unit price is the limit price or stop price. And.
Specifically, in the case of the upper line N, the price of the straight line of the latest time + 1 unit time is the point n in FIG. However, in the actual ordering, there is no unit for the limit price and stop price, and the order cannot be placed. Therefore, the point np, which is above the point n and has a bid price unit price close to the trend line, is set as the limit price or stop price. Whether the limit price or the stop price is set depends on the transaction type set in the user setting conditions.
On the contrary, in the case of the lower line O, the price of the straight line of the latest time + 1 unit time is the point o in FIG. 19, and the limit price is the point op which is below the point o and is close to the trend line and is the price in the bid unit. Price or stop price.

(About setting user setting conditions)
Next, the flow of registration and change of user setting conditions in the user terminal 30 will be described.
FIG. 20 is a screen for setting user setting conditions displayed on the user terminal. The user can newly register trend line conditions and the like on this screen, and can change the conditions set in the past.
Condition IDs 1 to 3 in FIG. 20 indicate conditions that have already been registered. The user changes the condition to be changed among the "transaction type", "break time condition", "elapsed time condition", "distance condition to line", and "line neighborhood point number condition", and presses the update button. The user terminal 30 transmits the changed condition information, the user ID, and the condition ID to the user setting condition processing unit. The user setting condition processing unit updates the user setting condition table by associating the received condition information with the user ID and the condition ID.

The condition ID 4 is a field for adding a new condition. For example, the "transaction type" is a format in which the market, stop price, and limit price are selected. Further, the "break time condition" is a format for selecting from two, break time = null and break time = latest time. Break time = null means that the break time is not recorded, and it is possible to set a condition that the trend line before the break is extracted. In addition, break time = latest time means that the break has occurred at the latest time, and it is possible to set a condition that the trend line that has just broken is extracted.
Further, the "elapsed time condition", the "distance condition to the line", and the "line neighborhood point number condition" are description formats that the user can freely describe by combining numbers and inequality signs. For example, the elapsed time condition “2 ≦” means 2 or more, and a condition for extracting a trend line in which 2 unit hours or more have passed since the trend line was calculated can be set. In the case of two or more conditions such as 2 or more and 5 or less, it is possible to set the delimiters with commas such as "2 ≦, ≦ 5".

(Cases, etc.)
Next, the flow in which the trading support device according to the present embodiment systematically calculates the trend line will be described with reference to FIG.
First, one product px is selected from a plurality of products existing from products p0 to pn. The price data of the product px is, for example, about 10 years from 2009/1/4 to 2019/8/20, and p100 shows the price data extracted in the period of 100 days.
The trading support device calculates p101 and p102 as the upper line from the price data p100, and calculates p103, p104 and p105 as the lower line.

Next, the calculation in different periods will be described. p500 shows the price data extracted in the period of 500 days. The trading support device calculates p501 and p502 as the upper line from the price data p500, and calculates p503 and p504 as the lower line.
By setting the period for extracting the trend line to 2 days, 3 days, 100 days, 500 days, and the maximum period (about 3650 days because it is 10 years), all the trend lines of the product px are calculated. can do.

Since the amount of calculation is enormous when calculated in all of these periods, it is desirable to narrow down the calculation process to a few periods. For example, a trend line calculated from short-term price data such as 2 days or 3 days is often not actually required by the user as a trend line. Further, it is easy to imagine that the calculated trend lines are likely to be the same even if a plurality of close periods such as 100 days and 101 days are carried out. Based on these, if the amount of calculation by the trading support device is to be reduced as much as possible, if the daily price data is 182 days, 365 days, 1095 days, the three periods, 5 minutes price data, It may be carried out as three periods of 12 hours, 24 hours, and 72 hours. Depending on the characteristics of the product group, the number of calculated periods may be increased, or the period may be shortened or lengthened or adjusted.
When the processing of the product px is completed, the product that has not been processed is selected, and the same processing is performed for all the products. By performing all of these processes, all trend lines of all products can be calculated.

Next, examples of trading support information that can be extracted by the trading support device according to the present embodiment will be described with reference to FIGS. 22 to 24.
A first example will be described with reference to FIG.
FIG. 22 is trading support information that can be extracted under the condition of "number of points near the line: 4 or more" in the user setting condition, "product code: 7988", "transaction date and time: December 12, 2019". , "Trading category: Sell", "Trading type: Stop price", "Stop price: 1184 yen" and other trading instruction information and trend lines are displayed. The trend line u can be drawn as a straight line passing through u1 and u2. Further, the number of points in the vicinity of the line is four, u10, u11, u12, and u13, in which the distance to the trend line u is 1% or less. Further, u20 indicates a point through which the trend line u on December 12, 2019, which is the latest time + 1 unit time, passes. u30 is trading instruction information. Specifically, as the order content information, the transaction time is the latest time + 1 unit time, and the stop price is 1184 yen adjusted from the u20 price to the bid price unit price.

Further, the information on the trading category is one of two types of information, selling and buying, and the information on the trading category is determined from the trend line information and the user setting condition information. Specifically, in the case of "upper line and stop price" or "upper line and market" or "lower line and limit price", it is "buy" and "lower line and stop price". , Or "lower line and market", or "upper line and limit price", "sell". The transaction type is one of "market", "stop price", and "limit price" according to the user setting conditions. From this trading support information, the user has rounded up the lower price of 7988 products four times or more along the trend line u from around August 28, and if it falls below 1184 yen on December 12th, , We can know that it may be the starting point of the downtrend. Then, specifically, it is possible to know the trading instruction of "7898, stop selling 1184 yen on December 12th".

As a second example, FIG. 23 will be described.
FIG. 23 shows trading support information that can be extracted under the condition of "slope: 0 or more" in the user setting condition, such as "product code: 4536", "transaction date and time: December 12, 2019", and "trading". It is a chart which displays trading instruction information and a trend line such as "category: buy", "transaction type: stop price", and "stop price: 2130 yen". The trend line p can be drawn as a straight line passing through p1 and p2. p30 is trading instruction information. From this trading support information, the user is currently on an upward trend in which the upper price of 4536 products has risen since the high price around July 1, and if it exceeds 2130 yen on December 12, it will be the starting point of the sharp rise. You can know that there is a possibility. Then, specifically, it is possible to know the trading instruction "4536, buy stop price of 2130 yen on December 12th". This case shows that the trading support device can extract the trend line of the upward line rising to the right and the trend line of the lower line falling to the opposite right.

As a third example, FIG. 24 will be described.
FIG. 24 is trading support information that can be extracted under the condition of "break time = latest time" in the user setting conditions, such as "product code: 6675", "transaction date and time: December 12, 2019", and " It is a chart displaying trading instruction information such as "buying and selling category: sell" and "trading type: market" and a trend line. The trend line q can be drawn as a straight line passing through q1 and q2. q30 is trading instruction information. From this trading support information, the user has been rounding up the lower price of 6675 products along the trend line q from around August 28, but on December 11, the latest date and time, the price of the trend line q was raised. It is possible to know that the latest date and time may be the starting point of the downtrend. Then, specifically, it is possible to know the trading instruction "6675, market sale on December 12th". This case shows that the trading support device can extract stocks that break the trend line that meets the conditions specified by the user.

(Modification example)
The above-described embodiment includes the following modifications.
In the above embodiment, an example of processing the selection of the points a, b, and x in the first information generation flow in the trading support device with arbitrary settings is shown. Here, as point selection, the selection order may be changed depending on the upper line and the lower line.
For example, in the case of calculating the upper line, the point x may be selected in descending order of price, and in the case of calculating the lower line, the point x may be selected in ascending order of price. When calculating the first information of the trend line of the upper line, it is more likely that the point x is not a trend line when it is at a high position than when it is at a low position. Therefore, as a result, the point x is calculated. The calculation process can be reduced by reducing the number of selections of.

Therefore, according to the trading support device of the present invention,
It is possible to systematically digitize the trend lines of a plurality of products, make it possible to extract products according to conditions indicating the characteristics of the trend lines, and provide trading support information including information on the extracted products and trend lines.
In addition, by converting the relationship between the ever-changing product price and the trend line into data as comparable information (second information), it is possible to provide a function that can extract the same trend line at different timings. be able to.
In addition, in actual trading, when it is desired to execute a contract at the timing when the trend line is broken, the limit price and stop price required for the trading order can be provided as trading support information.
In addition to information such as trading brands required for ordering, it is possible to provide information in which trend lines satisfying the conditions are visually plotted on two-dimensional coordinates.
In addition, trading support information can be sent by e-mail to a smartphone or the like or to the API of a securities company.
In addition, the conditions for extracting the trend line, the transaction type, and the like can be changed on the user terminal.
In addition, it is possible to periodically provide stocks and trading support information that meet the set conditions, such as the frequency with which price data is updated.

Although one embodiment of the present invention has been described, this embodiment is presented as an example and is not intended to limit the scope of the invention. This embodiment can be implemented in various other forms, and various omissions, replacements, and changes can be made without departing from the gist of the invention. This embodiment and its modifications are included in the scope and gist of the invention, and are also included in the scope of the invention described in the claims and the equivalent scope thereof.

1 ... Trading support system 10 ... Trading support device 110 ... Storage unit 111 ... Price information table 112 ... User setting condition table 113 ... Trend line information table 114 ... Trading support information table 115 ... Quote table 120 ... Control unit 121 ... Price information processing Unit 122 ... Trend line 1st information processing unit 123 ... Trend line 2nd information processing unit 124 ... Trading support information processing unit 125 ... Trading support information providing unit 126 ... Periodic execution processing unit 127 ... User setting condition processing unit 20 ... Communication network 30 ... User terminal 40 ... Mail server 50 ... Securities company API server 60 ... Information vendor

Claims (2)

It is a trading support device that can connect to user terminals, information vendors, mail servers, and securities company API servers via a communication network, and uses trend line information.
A price information table that stores price data for multiple products,
A user setting condition table that stores user setting conditions and
The product identification information that identifies the product, the trend line type information that indicates either the "upper line" or the "lower line", and the second that identifies the trend line on the two-dimensional coordinates with the price and time as the coordinate axes, respectively. Trend line information that stores 1 information and trend line information including second information indicating the characteristics of the positional relationship between the trend line and the price position of the product on the two-dimensional coordinates in association with the trend line identification information. Table and
A trading support information table that stores trading support information and
The price information processing unit that stores the price information data received from the information vendor in the price information table,
A trend line first information processing unit that generates the first information based on the price data acquired from the price information table, associates the first information with the trend line identification information, and stores the first information in the trend line information table.
Based on the price data and the trend line information acquired from the trend line information table, the second characteristic of the positional relationship between the straight line specified by the trend line information and the price data on the two-dimensional coordinates is shown. A trend line second information processing unit that generates information, associates the second information with the trend line identification information, and stores or overwrites the trend line information table.
According to the user setting condition acquired from the user setting condition table, the trend line information is extracted from the trend line information table to generate trading support information capable of specifying the trend line information, and the trading support information is generated. Is stored in the trading support information table in association with the user setting condition identification information.
It is provided with a trading support information providing unit that provides the trading support information acquired from the trading support information table to the user terminal in response to a trading support information request from the user terminal.
The trend line first information processing unit
Based on the price data X extracted from the price data on the condition of a predetermined period, a straight line passing through the two price positions on the two-dimensional coordinates is obtained, and if there is no price position exceeding the straight line, the above two The information that can identify the price position of the place and the straight line is stored in the trend line information table in association with the trend line identification information as the first information with the trend line type as the "upper line", and is below the straight line. When the price position does not exist, the information that can identify the two price positions and the straight line is associated with the trend line identification information as the first information with the trend line type as the "lower line", and is associated with the trend line information table. It is characterized by being memorized in
The trading support information providing department
The trading support information is extracted from the trading support information table in response to the trading support information request from the user terminal or a predetermined condition.
The price ratio when the straight line specified by the trend line information acquired from the trend line information table and the price data are compared at the same time on the two-dimensional coordinates according to the extracted trading support information is determined. A unit that obtains a nearby position on the straight line that is less than a predetermined value and provides chart information obtained by plotting the straight line, the price data, and the nearby position on the two-dimensional coordinates to the user terminal.
Either or both of the part that provides the trading support information extracted from the trading support information table to the mail server or the securities company API server in response to the trading support information request from the user terminal or a predetermined condition. A trading support device that uses trend line information, which is characterized by having a server.
The trend line second information processing unit
Based on the price data and the trend line information acquired from the trend line information table.
When the trend line type is "upper line" and the latest time price of the price data is equal to or higher than the latest time price on the straight line specified by the trend line information, or the trend line type is "lower line". If the latest time price of the price data is equal to or less than the latest time price on the straight line specified by the trend line information, the latest time is set as the break time.
The time difference between the latest time of the price data on the two-dimensional coordinates and the price position of the two price positions specified by the trend line information, whichever has the newer time, is defined as the time difference.
The price difference between the latest time price of the price data on the two-dimensional coordinates and the latest time price on the straight line specified by the trend line information is defined as the price difference.
At each price position of the price data, the price ratio when the price position and the straight line specified by the trend line information are compared at the same time on the two-dimensional coordinates is less than a predetermined value. The number is counted, the number of price positions is set as the number of points near the line, and at least one or more of the break time, the time difference, the price difference, and the number of points near the line is used as the second information. The trading support device according to claim 1, characterized in that it is added.