KR20060094942A - Automated Stock Trading Method - Google Patents

Abstract

The present invention relates to a stock trading method that can be automatically corrected order. The present invention includes the steps of placing a price order at a desired price, determining whether the order is automatically corrected after the order price, and when the decision result is not automatically corrected when the order is entered into a stock transaction at the specified price; If the result is corrected order, characterized in that it comprises the step of performing an automatic correction order at a corrected price, and the step of closing a stock transaction at the corrected price. Therefore, the present invention provides an effect that can be concluded at the same time as the transaction price advantageous for stock trading.

Stock trading, automatic correction order, execution of designated price

Description

Stock trading method capable of auto-correction

1 is a screen state of a general stock trading,

2 is a flowchart illustrating a stock trading method according to an embodiment of the present invention.

The present invention relates to a stock trading method, and to a stock trading method that can be automatically corrected to close the stock trading close to the desired trading price.

In general, cyber trading using securities trading has been greatly increased due to the development of communication technology and computer programs.

       The reason for the increase in cyber trading is because there are many advantages such as the ease of access by using a PC, providing various stock information, real-time understanding of the market price, and fast trading orders. In addition, the frequency of buying and selling of stocks has increased significantly compared to the past, which is attributable to the coordination of global stock markets, the increase in day trading, and the convenience of trading orders.

      The stock trade consists of a cycle of stock price analysis → buy order → stock analysis → profit and loss analysis → sell order. Increasing the number of trades in stocks requires investors to cycle through the trading cycle frequently, calculating stock prices and profit and loss analysis at each stage, and entering trading orders frequently.

      However, despite such changes in the stock environment, the existing cyber trading system provides little information to investors at each stage of stock price, profit and loss analysis, and sell orders, so that the investor roughly calculates and calculates trading orders accordingly. There is an uncomfortable problem. In other words, the investor manually calculates the price or profit or loss of the stock at each stage of the trading cycle, and the trading order is also done manually. In this way, if a trading order is placed, the market price order is advantageous in order to guarantee execution. In addition to market price orders, there was a problem in that it was difficult to guarantee the execution of the order price.

      A case of placing such a conventional trading order will be described with reference to FIG. 1.

      1 is a screen state diagram showing the selling, the number of purchases and the remaining quotations for reference to place a trading order.

      If the remaining bid price exists as shown in Fig. 1, the purchase price is assumed to be 10 weeks at the market price.

      In this case, if the order is executed after waiting for a specified price order at 605,000 won, the market can be advantageously executed at 1,000 won than if the market place orders. However, if the market has to place an order for a variety of reasons, such as when placing multiple stocks or when a guarantee of closing is required, it is imperative that the market closes.

      In this case, if you place an order at 605,000, which is the number one priority price, and wait for the price, you can advantageously conclude the number one price. However, if the change in balance remains unfavorable, that is, if the shortage of the sell-off at 606,000, the first-priority selling price, decreases, it is necessary to conclude at more than 607,000 won, the second-priority selling price, which is more unfavorable than the selling-priority first selling price. Therefore, when the market order or a few orders are corrected automatically at the appropriate time, it is usually concluded with the sell-first priority price of 606,000.

      In this case, if the price rises sharply and the remaining balance of W606,000 (Sell 1) is completely exhausted, it can be concluded at SELL 607,000 (Sale 2). Therefore, stock trading is more disadvantageous than when the order is initially put at market price. In this case, it is much less in the past simulation results than the case of selling at the price of Buy 1 preferential price above, so if the order is placed in the Buy 1 preferential price and waiting, the remaining amount of Sell 1 preferential price is almost exhausted. It is more advantageous to only place correct orders at the market price automatically.

      However, it is inconvenient for investors to arbitrarily place a correct order at the market price in the existing stock trading, and it is almost impossible to simultaneously order multiple stocks. In particular, institutional investors may need to be concluded at the time of a large order. If you place an order with a buy price of 1 preferred price, you risk taking stock. Therefore, despite the fact that it is possible to conclude at the Buy 1 priority price, it was common to carry out the Buy 1 priority price or market price order even though the loss was taken.

      Therefore, a way to conclude stock trading was required to make more profits for investors.

Accordingly, an object of the present invention is to automatically correct the order at the market price or the appropriate price when the remaining amount of the Buy 1 preferred price is almost exhausted while the order is placed at the Buy 1 preferred price or more favorable price to solve the above problems. It is to provide an auto-correctable stock trading method that can conclude the stock trading at the most favorable stock trading price.

In the stock trading method according to the present invention for achieving the above object, the step of ordering at a desired price at a desired price, determining whether the order is automatically corrected after the order price, and if the corrected order is not And a step of closing a stock transaction at a designated price, and if the corrective order point is determined, performing an automatic correction order at a corrected price, and closing a stock transaction at the corrected price.

In addition, according to the present invention, the automatic correction order point is set when the remaining amount of the highest priority price of the purchase is less than the minimum possible remaining amount compared to the remaining amount after subtracting the quantity concluded with the highest priority price of the purchase immediately after the order It is characterized by.

Further, according to the present invention, the automatic correction order point is set when the remaining amount of the highest priority price of the purchase is less than the minimum possible remaining amount compared to the remaining amount after subtracting the quantity concluded by the selling highest priority price from the remaining amount of the highest priority price immediately after the order. It is characterized by.

Further, according to the present invention, the automatic correction order point is characterized in that the value is variable by the item of stock, the fastening characteristics of each item, the average number of fastening and the value of the standard error.

In addition, according to the present invention, after performing the automatic correction order with the correction price and then again to determine whether it is the correction order time to enter into a stock transaction at the correction price if the automatic correction order point, if the automatic correction order point to another correction price It further comprises the step of performing an automatic correction order.

Hereinafter, with reference to the accompanying Figure 2 will be described in detail a preferred embodiment of the present invention.

      In the present invention, when a stock transaction is concluded at a specified price, which is a buy 1 priority price, while the order is placed at the buy 1 priority price, or when the buy 1 priority is issued while waiting for an order, the sell 1 priority price is automatically reduced. This is to automatically correct the stock price or market price order and conclude the stock transaction at the order price.

      For these stock transactions, compare the following two values:

      1. Remaining Sold 1 Preferred Price

      2. The remaining amount at the time when my order enters Buy 1 priority, minus the quantity signed at Buy 1 priority.

      For example, if the above two values are compared and the quantity 1 falls below 1/6 of the quantity 2, the remaining price of the Sell 1 priority is completely exhausted and the Sell 2 priority becomes the Sell 1 priority. At the point of time, an automatic correction order is made at the market price or the sell-first priority price.

      In this case, the 1/6 value may vary according to the fastening characteristics of the item, and the value can also be changed according to the fastening characteristics of each item for every item, and the optimal value can be found at the time of the automatic correct order. have.

      An automatic reordering order is made in the case of a buy, when the remainder of the sell-first preference price is less than the minimum possible remaining balance value compared to the remaining balance after subtracting the quantity of the purchase-first preference price that has been concluded by the buy-first preference price immediately after the order; It is the case that the remaining balance of the first preferred price is less than the minimum allowable remaining value compared to the remaining amount after subtracting the quantity concluded by the selling first priority price from the remaining quantity of the selling price of the first selling price.

      An example of the actual automatic correction order is described below.

      In the following description, the first selling price is the highest selling price and the first selling price is the highest selling price.

      First, at the time of placing the order, the remaining balance of Buying Priority Price and Selling Priority Price are checked.

If the bid price is less than one-sixth (any value) of the bid price, the market price is likely to rise because the remaining price of the bid price is high. In other words, in Table 1 below, 250 shares of the Sell Best Priority is less than 300 shares, which is 1/6 of 1,800 shares plus 10 shares of the order quantity. Therefore, if the market places an order below, the selling priority is 250 won, which is greater than the purchase order of 10 weeks.

Table 1

Sell amount remaining  price  Purchase balance      1,589  610,000      2,054   609,000 1,907   608,000 2,954   607,000        250   606,000 605,000 1,790 604,000 726 603,000 722   602,000      2,037   601,000      1,495

      Otherwise, if the remaining highest priority is greater than one-sixth of the remaining highest priority plus order quantity, the purchase priority order is set at KRW 605,000. If quotes are formed in Table 2 below, this is the case when the highest priority price for sale is 600 shares, which is higher than 300 shares which is 1/6 of 1,800 shares (1,790 + 10).

TABLE 2

Sell amount remaining  price  Purchase balance      1,589   610,000      2,054  609,000      1,907   608,000      2,954   607,000 600 606,000 605,000 1,790 604,000 726   603,000         722   602,000      2,037  601,000      1,495

      In this case, pay attention to the situation because you are waiting for the order with the highest priority. In this case, if the purchase order is issued within 10 weeks, the remaining buy priority will change from 1,790 to 1,800.

TABLE 3

Sell amount remaining  price  Purchase balance      1,589   610,000      2,054   609,000      1,907   608,000      2,954   607,000 600 606,000 605,000 1,800   604,000         726 603,000 722   602,000      2,037   601,000      1,495

From now on, we assume that the bid price will change as shown in Table 4, considering the 600 shares remaining at W606,000 and the number of closing bids. For the sake of convenience of explanation, only the remaining amount of the selling highest priority price and the buying highest priority value is displayed.

Table 4

Sell amount remaining  price  Purchase balance 720   606,000 605,000 2,400

 If the selling preference is changed from 600 shares to 720 shares, the additional selling order has been entered. It is assumed that the balance of W605,000 has been changed from 1,800 shares to 2,400 shares. In this case, the purchase order is added, and the added order quantity is 2,400-1,800 = 600 shares later than my order does not matter. As a result, the selling priority is higher than 720 shares, which is 1/6 of the 1,800 shares required for my order to be executed.

Referring to Table 5 below, suppose that the 20-week W606,000 contract was concluded as a case where the bid was the highest selling price.

Table 5

Sell amount remaining  price  Purchase balance 700 606,000 605,000 2,400

In this case, I would like to keep waiting because the sell-priority preference is more than 700 shares, which is 1/6 of the remaining 1,800 shares required for my order to be executed.

      Suppose the conclusion is the highest bid price, and assumes 300 shares of W605,000 as shown in Table 6.

Table 6

Sell amount remaining  price  Purchase balance 700 606,000 605,000 2,100

     Since the order is made from the order that came first, the remaining amount required for the order to be executed will be reduced from 1,800 to 1,500. At this point, we compare 250 shares, which is 1/6 of 1,500 shares, and the remaining top selling prices (currently 700 shares).

    Suppose that the selling priority is less than one-sixth of the quantity required for my order to be executed, as shown in Table 7, where 500 shares of 606,000 won have been concluded.

TABLE 7

Sell amount remaining  price  Purchase balance 200 606,000 605,000 2,100

In this case, 200 shares with the highest selling price of 606,000 won are smaller than 250 shares, which is 1/6 of 1,500 shares required for my order to be executed. In other words, an auto correct order is placed at the market price and executed immediately. Currently, the best selling price is greater than 10 weeks of order volume, so the closing amount is W606,000. This case is the same as when the market places an order in Table 1 initially. In this case, the computer monitors this situation, and the program automatically issues a correction order. (Sell top priority is 606,000 won, and the sell top priority is sometimes changed to 607,000 won. If you place a horizontal auto-correction order, it will be executed at 607,000 won, so the market will be set at a disadvantage of 1,000 won than if the market has placed an order, but this is rare. You will need to change the / 6 value, which can be obtained by simulation)

If the purchase price is the highest priority, the order is the case where the order is concluded at the highest priority price after the situation in Table 5 as shown in Table 8. That is, 1,500 shares of 605,000 won are concluded.

Table 8

Sell amount remaining  price  Purchase balance 700   606,000 605,000 600

As such, the quantity currently required for the execution of my order is 1,500 shares, which is the case when my order is concluded with the highest priority of purchase at 605,000 won.

In this case, a confirmation of the order came from the exchange, and it can be confirmed that my order has been concluded.

      In other words, as described above, it is possible to execute stock trading by placing an order at a specified price and closing it at a specified price, or by placing a correct order at a market price when the execution of a fixed price is disadvantageous.

      This example will be described in more detail with reference to the flowchart of FIG. 2.

      Referring to Figure 2, it will be described as an example in which the investor starts a buy transaction. In other words, the purchase transaction is started (S10). First, at the time of placing an order, the remaining amount of the buy highest priority price and the sell highest priority price are checked (S20).

At this time, if the selling price of the highest selling price is less than 1/6 (any value) of the remaining selling price, the market price does not need to be automatically corrected. S40). The conclusion is made at the market price (S50).

      On the other hand, if the best selling price remaining amount is not less than 1/6 (any value) of the buying best selling price remaining amount, the designated price order is made at the buying highest priority price (S60). When the designated order is completed, it is determined whether or not the automatic correction order point (S70). In this case, the automatic reordering order is determined by whether the selling priority priority level, which is the criteria for determining the market price order and the specified order order, is less than one-sixth (any value) after subtracting the quantity concluded by the buying priority value immediately after the order. Decide accordingly. Here, the random value 1/6 is determined as the optimal value by simulating each item. In this case, if the auto-correction order does not correspond to the purchase price and the best buy price continues to be concluded, the purchase price is the best buy price. In other words, if the automatic correct order is set to be less than 1/6 (any value) of the remaining balance after subtracting the quantity signed with the highest priority price from the remaining quantity of the highest priority price immediately after the order, It is determined that the order is not automatically corrected, and the purchase is completed at the designated price with the highest priority (S80).

      On the other hand, if the remaining selling price is less than one-sixth (any value or the minimum possible remaining value), the selling price is determined to be the order of automatic correction and corrected by the market price order (S90). As described above, the stock transaction is completed by entering into a market price (S100).

      In addition to the method of making an automatic correction order in the order of the market price immediately in step S90 of the above-described embodiment, if the designation order is corrected at the highest selling price, if it is not concluded, it is determined that it is the time of the automatic correction order and the value is corrected again. It is obvious that it is also possible to repeatedly execute routine ordering.

Therefore, the present invention provides the effect that the fastening guarantee can be made at the same time to enable the trading at an advantageous price for stock trading.

Claims (5)

In the stock trading method, Ordering at a specified price at a desired price; Determining whether the designation is a correct order time after the order; And If the corrected order is not found at the time of the determination, the stock transaction is concluded at the designated price; Performing an automatic correction order at a correction price if the corrected order point is found at the determination result; And Stock trading method comprising the step of closing the stock trading at the corrected price. The method of claim 1, The automatic correction order point In case of purchase, the stock trading method is set when the remaining amount of the highest priority price is less than the minimum possible remaining balance value compared to the remaining amount after subtracting the quantity concluded with the highest priority price from the remaining value of the highest priority price immediately after ordering. The method of claim 1, The automatic correction order point In the case of selling, the stock trading method is set when the remaining balance of the purchase highest priority price is less than the minimum possible remaining balance value compared to the remaining amount after subtracting the quantity signed with the selling highest priority price from the remaining selling priority price. The method of claim 1, The automatic correction order point Stock trading method, characterized in that the variable varies depending on the type of stock, the characteristics of each item, the fastening characteristics, the average number of stocks and the standard error. The method of claim 1, The automatic correction order is executed at the corrected price, and then the process returns to the step of determining whether the corrected order is a corrected order. If the automatic corrected order is not reached, the stock transaction is concluded at the corrected price. Stock trading method further comprising the step of.

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