Patent ID: 6289321
Filing Date: 2001-09-11
Classification: G06Q

Abstract:
A method of detecting stock names in which current values indicate extreme values or values immediately before the extreme values, comprising:a) a preparation process in which a short-term moving tendency value time series b derived with a short-term interval p+1 from a stock price result time series D fetched from a storage device and a standardized time series B are calculated and transmitted to the storage device;b) a process for primary selection of stock names immediately before short-term extreme values in which a short-term tendency value b.sub.t+1 derived with the short-term interval p+1 from time series numeric values D obtained by adding a current value D.sub.t+1 to a last term of stock price results leading to the current value of a stock name fetched from said storage device via an input device, and a standardized value B.sub.t+1 are calculated, a signal OP$=T.sub.U is detected when standardized values B have a relationship of B.sub.t-1 <B.sub.t >B.sub.t+1, B.sub.t exceeds an upper dividing line V.sub.U and its locus is a returning point of a convex, a signal OP$=T.sub.L is detected when B.sub.t-1 >B.sub.t <B.sub.t+1, B.sub.t lowers below a distinguishing line V.sub.L and its locus is a returning point of a concave, and when no signal is detected OP$="" "" is transmitted to said stock names in said storage device;c) a process for primary selection of stock names having the short-term extreme values in which when the signal immediately before the extreme value OP$=T.sub.U, OP$=T.sub.L is detected before the present point of time, a stock name not yet having the extreme value is detected, a short-term moving tendency value curve b cuts a horizontal line at OP$< >"" "" fetched from the storage device, an upper extreme value OP$=X.sub.U in case of OP$=T.sub.U or a lower extreme value OP$=X.sub.L in case of OP$=T.sub.L is transmitted to said stock name in said storage device;d) a process in which a curve b2 of moving tendency value b2 derived with an interval 2p+1 from the stock price result time series D and a standardized curve B2 of standardized/converted value B2 are calculated and transmitted to said storage device, and in the same procedure a curve b3, b4, b5 of moving tendency value b3, b4, b5 derived with an interval 4p+1, 8p+1, 16p+1 and a standardized curve B3, B4, B5 are calculated and transmitted to said storage device;e) a process for selection of time series F in which a period from when each standardized curve B, B2, B3, B4, B5 exceeds the upper dividing line Vu, increases, reverses and decelerates until each tendency value b, b2, b3, b4, b5 turns to zero is set as a high-value division F, F2, F3, F4, F5=H of each standardized curve B, B2, B3, B4, B5, and a period from when each standardized curve B, B2, B3, B4, B5 lowers below the lower dividing line VL, decreases, reverses and accelerates until each tendency value b, b2, b3, b4, b5 turns to zero is set as a low-value division F, F2, F3, F4, F5=L of each standardized curve B, B2, B3, B4, B5;f) a successive output process in which the stock price result time series D, a smoothed stock price y, each tendency value b, b2, b3, b4, b5, each standardized curve B, B2, B3, B4, B5 and the time series F, F2, F3, F4, F5 of the division F are fetched from said storage device, recombined in a format comprising D.sub.t +y.sub.t +b.sub.t +b2.sub.t +b3.sub.t +b4.sub.t +b5.sub.t +B.sub.t +B2.sub.t +B3.sub.t +B4.sub.t +B5.sub.t +F.sub.t +F2.sub.t +F3.sub.t +F4.sub.t +F5.sub.t for every point of time, and successively transmitted to said storage device and an output device following a time series t=1 to t+1 till the present point of time;g) an output process in which for the stock name primarily detected with the signal Tu immediately before the extreme value, when the last term of the successive output process is F2=H, OP$=T.sub.U is converted to OP$=T1U, and period until the current value is reached is p or more, the stock name is transmitted as an advance stock name, in case of F2, F3=H, OP$=T1U is converted to OP$=T2U, the period until the current value is reached is 2p or more and the stock name is transmitted as an advance stock name, in case of F2, F3, F4=H, OP$=T2U is converted to OP$=T3U, the period until the current value is reached is 4p or more and the stock name is transmitted as an advance stock name, or in case of F2, F3, F4, F5=H, OP$=T3U is converted to OP$=T4U, the period until the current value is reached is 8p or more and the stock name is transmitted as an advanced stock name immediately before the upper extreme value to said stock name in said storage device and the output device;h) an output process in which for the stock name primarily detected with the signal TL immediately before the extreme value, when the last term of the successive output process is F2=L, OP$=TL is converted to OP$=T1L, and the period until the current value is reached is p or more, the stock name is transmitted as a decline stock name, in case of F2, F3=L, OP$=T1L is converted to OP$=T2L, the period until the current value is reached is 2p or more and the stock name is transmitted as a decline stock name, in case of F2, F3, F4=L, OP$=T2L is converted to OP$=T3L, the period until the current value is reached is 4p or more and the stock name is transmitted as a decline stock name, or in case of F2, F3, F4, F5=L, OP$=T3L is converted to OP$=T4L, the period until the current value is reached is 8p or more and the stock name is transmitted as a stock name immediately before the lower extreme value to said stock name in said storage device and the output device;i) an output process in which for the stock name primarily detected with the extreme value signal X.sub.U, when the last term of the successive output process is F2=H, OP$=X.sub.U is converted to OP$=X1U, and the period until the current value is reached is p or more, the stock name is transmitted as an advance stock name, in case of F2, F3=H, OP$=X1U is converted to OP$=X2U, the period until the current value is reached is 2p or more and the stock name is transmitted as an advance stock name, in case of F2, F3, F4=H, OP$=X2U is converted to OP$=X3U, the period until the current value is reached is 4p or more and the stock name is transmitted as an advance stock name, or in case of F2, F3, F4, F5=H, OP$=X3U is converted to OP$=X4U, the period until the current value is reached is 8p or more and the stock name is transmitted as a stock name having the upper extreme value to said stock name in said storage device and the output device; andj) an output process in which for the stock name detected with the extreme value signal X.sub.L, when the last term of the successive output process is F2=L, OP$=XL is converted to OP$=X1L, and the period until the current value is reached is p or more, the stock name is transmitted as a decline stock name, in case of F2, F3=L, OP$=X1L is converted to OP$=X2L, the period until the current value is reached is 2p or more and the stock name is transmitted as a decline stock name, in case of F2, F3, F4=L, OP$=X2L is converted to OP$=X3L, the period until the current value is reached is 4p or more and the stock name is transmitted as a decline stock name, or in case of F2, F3, F4, F5=L, OP$=X3L is converted to OP$=X4L, the period until the current value is reached is 8p or more and the stock name is transmitted as a stock name having the lower extreme value to said stock name in said storage device and the output device.