The present invention relates to a technology for analyzing price fluctuation of financial instruments, especially to a trade data processing device for financial instruments and a method thereof.
In trade, currency, bonds, stocks, futures, options, Exchange Traded Funds (ETF), hedge funds, etc. are collectively called financial instruments. Prices movement of financial instruments often fluctuate with the environment of the market and vary in form of fluctuation. These fluctuations of price movement were generally divided into advancing trend, declining trend and consolidation period. Price movements would most probably lead to advancing trend or declining trend whenever it escapes from the consolidation period. And price movement either in advancing trend or in declining trend would be probably retarded whenever it encounters consolidation period. Therefore, effectively analyzing trade data of financial instruments to discover the consolidation period of price movement then to facilitate buying and selling the financial instruments on the right time becomes an issue of paramount importance for investors.
In general, in a displayed option menu of a conventional tape-reading and strategic-decision-making system of investing or trading financial instruments, pages with all function options are illustrated so as to provide needed information message according to users' choices. Function options such as indexes, stock quotes, optional quotes, financial news, basic analysis, chip analysis, technical analysis, etc. after a needed function tab is pressed, the tape-reading and strategic-decision-making software may be switched to change a view thereof so as to allow an investor to check the information message corresponding to the chosen function.
However, in analyzing functions of the conventional tape-reading and strategic-decision-making system of investing or trading financial instruments, only resistance featured price or support featured price of one-dimensional consideration is provided, the one-dimensional consideration may be a consideration of historical trade prices or may be a consideration of historical trade volumes to define a resistance featured price or a support featured price. With only one-dimensional consideration of the historical trade prices, the price peak that is difficult to break through is a so-called resistance featured price. On the other hand, when the price is lowered to the price valley that is difficult to break through, such price valley is a so-called support featured price. In detail, with reference to
For the reasons mentioned above, the present invention, aimed at the shortcomings of the conventional technologies, provides a trade data processing device and method for financial instruments to effectively overcome the aforementioned problems.
The primary objects of the present invention is to provide a trade data processing device for financial instruments and trade data processing method for financial instruments that jumps out of the technical analyzing function of a conventional tape-reading and strategic-decision-making system of financial instruments merely providing the featured price of one-dimensional consideration, the one-dimensional consideration or the only consideration of the historical trade price to define the resistance or support featured price. Alternatively, the technical analyzing function of the conventional tape-reading and strategic-decision-making system of financial instruments only employs the consideration of the historical maximum trade volume to define the resistance or support featured price. The present invention synchronously combines the past information messages of historical trade price and historical trade volume of the financial instruments that takes completely two-dimensional data into account. By two quantization processes, the two-dimensional data is turned into a featured-price-and-volume block information message. The featured-price-and-volume block information message indicates a consolidation period of price fluctuation of the financial instruments. The price fluctuation indicates stalemate and chaos. When the price fluctuation of the financial instruments is escaping from the featured price-and-volume block, it is deemed as price movement no matter which of a start point or stop point of an advancing trend or declining trend the price fluctuation undergoes, which effectively assists investors and enhances investing profit of the financial instruments.
Another object of the present invention is to provide a trade data processing device for financial instruments and a method thereof that is able to add weighting factor of relative trade volume according to different characteristics of trading objects of various financial instruments, provides more precise information messages to enhance investing profit of the financial instruments.
To achieve the aforementioned objective, the present invention provides a trade data processing device for financial instruments used in a computer with a display, and the trade data processing device for financial instruments comprises an information receiving module receiving at least one external financial information message of the financial instruments; a price-and-volume displaying module displaying multiple price-and-volume information messages of the financial instruments according to the financial information message; a customized combination module generating multiple displayed information options, and displaying the multiple displayed information options in a display of the computer to allow a user to select at least one of the displayed information options to generate a combination information message, wherein the combination information message comprises a trade volume-defining level information message; a featured-price-and-volume level module receiving multiple price-and-volume information messages and the combination information message generated by the customized combination module, and the featured-price-and-volume level module, according to the trade volume-defining level information message of the combination information message, defining a price-and-volume information message being larger than a predetermined value of a trade volume condition as a featured price to generate a featured-price-and-volume level information message to a combining-and-generating module, then the combining-and-generating module combining the multiple featured prices level bars to form a featured-price-and-volume block to generate at least one combined featured-price-and-volume block information message; finally transmitting the financial information message, the featured-price-and-volume level information message and the combined featured-price-and-volume block information message to an information displaying module such that the information displaying module generates a comprehensive featured-price-and-volume block chart shown on the display according to the featured-price-and-volume level information message and the featured-price-and-volume block information message.
Furthermore, the present invention also provides a trade data processing method for financial instruments comprising the following steps. First, an activating signal is transmitted such that at least one financial information message of the financial instruments is received according to the activating signal, and multiple price-and-volume information messages of the financial instruments are displayed according to the financial information message; multiple displayed information options are generated such that at least one of the displayed information options is selected and a combination information message, combination information message including a trade volume-defining level information message is generated; defining the price-and-volume information message being larger than a predetermined value of a trade volume condition as a featured price according to the volume-defining level information message to generate a featured-price-and-volume level information message; combining the multiple featured prices level bars to form a featured-price-and-volume block to generate at least one combined featured-price-and-volume block information message; finally, generating a comprehensive featured-price-and-volume block chart according to the financial information message, the featured-price-and-volume level information message and the combined featured-price-and-volume block information message.
Detailed descriptions are presented by embodiments as follows. Hereby the objectives, technical contents, features and achieved effects of the present invention will be more easily understood.
With reference to
A featured-price-and-volume level module 18 is electrically connected to customized combination module 16 to receive the volume-defining level information message of the combination information message and the multiple price-and-volume information messages of the financial instruments, to determine a level of the multiple price-and-volume information messages of the financial instruments according to the information message defined in the volume-defining level information message to generate a featured-price-and-volume level information message. The volume-defining level information message comprises at least one predetermined value of a trade volume condition to define whether the multiple price-and-volume information messages are the featured price by the predetermined value of the trade volume condition. The predetermined value of the trade volume condition may be defined by the user himself/herself, or the information receiving module 14 may further constantly receive multiple historical trade data of the financial instruments, studies from these data by neural networks and machine learning and then implements recursive back tests to determine the best predetermined value of the trade volume condition for the user's reference. With reference
With reference to
With reference to
The processing unit 10 further comprises a time interval displaying module 28 electrically connected to customized combination module 16 and the information displaying module 21 to define and display an information of a specific time interval of the financial instruments. When the user selects the time interval in the customized combination module 16 to display, the customized combination module 16 generates time interval display information message to the time interval displaying module 28. The time interval displaying module 28 generates a time interval according to the time interval set by the time interval display information message, and transmits the time interval to the information displaying module 21 to combine with the featured-price-and-volume level information message and the featured-price-and-volume block information message to generate a comprehensive featured-price-and-volume block chart.
The processing unit 10 further comprises a featured-price-and-volume block comparing module 32 electrically connected to the customized combination module 16 and the information displaying module 21 to compare the featured-price-and-volume block information messages of the same financial instrument or the different financial instruments. When the user selects and displays a block chart similarity value in the customized combination module 16 to compare to obtain a similarity of the featured-price-and-volume block information messages(block charts) of the different financial instruments, the customized combination module 16 generates and transmits a block chart similarity value to the information displaying module 21 to combine with the featured-price-and-volume level information message, the featured-price-and-volume block information message to generate a featured price-and-volumes block chart. The featured-price-and-volume block chart comparing module employs a calculating method that calculates the similarity by cosine similarity.
The processing unit 10 further comprises a level-and-block comparing module 26 electrically connected to the customized combination module 16 and the information displaying module 21. The level-and-block comparing module 26 is able to compare to obtain a similarity of the featured-price-and-volume level information message (level bar chart) and the combined featured-price-and-volume block information message (block chart) of the same financial instrument. When the user selects and displays the similarity of the featured-price-and-volume level information message (level bar chart) and the combined comprehensive-featured-price-and-volume block information message (block chart) in the customized combination module 16, the customized combination module 16 generates a level-and-block comparison information message to the level-and-block comparing module 26. The level-and-block comparing module 26 starts to compare to obtain a similarity value of the different trade volume level information messages and the featured-price-and-volume block information messages to generate and transmit a level-and-block similarity value to the information displaying module 21 to combine with the featured-price-and-volume level information message and the featured-price-and-volume information messages to generate a comprehensive featured-price-and-volume block chart. An investor is able to determine the similarity value of the combined featured-price-and-volume block information message and non-combined featured-price-and-volume level information message according to the level-and-block similarity value to modify the reasonable combination conditions. A method for calculating the similarity value is implemented by cosine similarity.
The processing unit 10 further comprises a long-term-average-price displaying module 30 electrically connected to the information receiving module 14, the customized combination module 16 and the information displaying module 21. When the user operates the customized combination module 16 to generate a long-term average price display information message to the long-term-average-price displaying module 30, the long-term-average-price displaying module 30 may generate a long-term average price information message according to financial information messages of the financial instruments of the collected information receiving module 14 and transmit the long-term average price information message to the information displaying module 21 to combine with the featured-price-and-volume block information message to generate a comprehensive featured-price-and-volume block chart. The long-term average price information message may be a year average price line, a half year average price line, a quarter average price line, etc. The long-term average price information message, as shown in
The comprehensive featured-price-and-volume block chart generated by the information displaying module 21 is composed of any one of the information messages or a combination thereof generated by the combining-and-generating module 20, the level-and-block comparing module 26, the time interval displaying module 28, the long-term-average-price displaying module 30, and the featured-price-and-volume block comparing module 32. The chart is generated based on the user's selection to the information messages.
After explanation of structure of the present invention, please refer to the flowcharts of
Then the step S14 is implemented. The featured-price-and-volume level module 18, according to the predetermined value of the trade volume condition of the trade volume-defining level information message of the combination information message, determines whether the price-and-volume information message is a featured price to generate featured-price-and-volume level information message. Because the case of the present embodiment performances the weighting process in advance, as shown in
Then the step S16 is implemented. A second quantization process is implemented. The combining-and-generating module 20 combines the multiple featured price level bars to form at least one featured-price-and-volume block according to the aforementioned conditions. The example of the present embodiment defines that during the implementation of the step S12, Field 5 is selected, and five adjacent featured prices level bars with two intervening non-featured prices are combined to form a block (multiple blocks are available), and the quarter average price line, half year average price line or year average price line are deemed as a featured price and combined with the combining rule. Therefore, the featured-price-and-volume block information message (block chart) is presented as in
Then the step S18 is implemented. A corresponding information message is generated according to an instruction of the combination information message generated from the selected displayed information option in the aforementioned step S12. Furthermore, when Field 6 is selected in the definition interval of the step S12 to compare to obtain a similarity of the featured-price-and-volume level information message and featured-price-and-volume block information message, a featured-price-and-volume block is generated after the step S14 and step S16, and in the step S18 the level-and-block comparing module 26 is able to timely generate a similarity comparing the featured-price-and-volume level information message(level bar chart) the featured-price-and-volume block information message(block chart) to generate a level-and-block similarity value. The comparing method has been described as above and will not be repeated. When Field 8 is selected in the definition interval of the step S12 to find out and classify similar graphic financial instruments, in other words, similarity of the featured-price-and-volume block information messages of the different financial instruments is displayed and compared, a featured-price-and-volume block is generated after the step S14 and the step S16, the step S18 is able to timely generate a block similarity value by the featured-price-and-volume block comparing module 34 to compare to obtain a similarity of the featured-price-and-volume block information message of the different financial instruments. The comparing method has been described as above and will not be repeated.
Then the step S20 is implemented. A combination is implemented according to the information messages selected by the user to generate a comprehensive featured-price-and-volume block chart. According to the contents as defined by the aforementioned embodiments, the comprehensive featured-price-and-volume block chart finally displayed in the display 12 by the present embodiments is shown in
As described above, the present invention synchronously combines the past information messages of historical trade price and historical trade volume of the financial instruments that takes completely two-dimensional data into account. By two quantization processes, the two-dimensional data is turned into a featured-price-and-volume block information message. The featured-price-and-volume block information message indicates a consolidation period of price fluctuation of the financial instruments. In such period the price fluctuation indicates stalemate and chaos. When the price fluctuation of the financial instruments is escaping from the featured-price-and-volume block, the consolidation period condition, the price movement of the financial instruments is effectively determined no matter which of a start point or stop point of an advancing trend or declining trend the price movement undergoes, which facilitates an investor to read the information, effectively assists the investor and enhances investing profit of the financial instruments.
The aforementioned description is merely preferred embodiments of the present invention and are not used to limit the scope of the present invention. Therefore, any equivalent variation or modification complying with the features and the spirits of the claims of the present invention should be included scope of the claims of the present invention.