Device with a fully automatic ai option double-selling balancing trading program

Abstract

A device with a fully automated AI-powered option-based sell-sell balancing trading program includes a memory and a screen, and is connected to a server. It comprises: a communication module, a program trading connection module, a screen interface generation module, a transaction data statistics module, a call-sell ratio balancing module, an automatic order placement integration module, and one or more processors. The screen interface generation module generates a user interface on the screen, which includes at least a program trading parameter setting screen, and further generates a call-sell ratio balancing setting area, which includes: a first call-sell ratio balancing value column 1, a first call-sell ratio balancing value column 2, a first buy / sell price level setting column, a first dynamic automatic price adjustment setting column, a first order quantity setting column, and a first automatic order placement time interval setting column. The call-sell ratio balancing module monitors whether the call option ratio exceeds the value between the first call-sell ratio balancing value column 1 and the first call-sell ratio balancing value column 2. If it does, it performs a balancing order placement.

Description

Technical Field

[0001] This invention relates to a technology for programmatic trading of options on a computer device, and more particularly to a device with a fully automated artificial intelligence option double-selling balancing trading program. Prior Technology

[0002] In the securities trading market, financial products are categorized based on the nature of the rights involved, such as equity products, futures products, and options products, each representing different rights and obligations. Specifically, a 'stock' represents ownership of the financial product; a 'futures' contract is a contract that agrees to buy or sell the financial product at a specific price at a specific future date; and an 'option' is a contract that grants the buyer the right to buy or sell the financial product at a specific price at a specific time. Currently, each type of financial product can be traded through financial product order placement software or by placing orders directly with securities and futures companies (futures companies, or securities and futures companies) through automated trading programs.

[0003] Options, a type of financial instrument (e.g., stock index options, specific company stock index options, etc.), possess rights such as buy (buy), sell (sell), call (the right to purchase the underlying asset in the future), and put (the right to sell the underlying asset in the future). This has led to the development of special trading concepts (single buy / sell strategies) such as buy call, buy put, sell call, and sell put. Furthermore, options trading has spawned many different special trading strategies (combination strategies), such as: call spread, call spread, put spread, put spread, buy straddle, buy straddle, sell straddle, buy time spread, sell time spread, buy butterfly spread, sell butterfly spread, buy vulture spread, sell vulture spread, etc. These various trading strategies are also fundamental knowledge that must be mastered to use automated trading programs. Because the concept of options trading is quite complex, developing automated options trading programs is relatively difficult. This is because there are many parameters to consider, the parameters required when placing an order vary, and the parameters to be analyzed after the order is placed also differ. In other words, designing a suitable automated options trading program is not easy.

[0004] Generally, when a user wants to design an automated options trading program for their own use, the following steps are required: Step 1: Determine the product: that is, the financial product and expiration date of the options. For example, the user selects Taiwan Stock Exchange Index (TAIEX) options, electronic options, or financial options (others include individual stock options, TSMC options, UMC options, etc., or foreign financial product options such as gold and silver options, etc.). Different expiration dates correspond to different products (e.g., monthly expiration is TX0, first week expiration is TX1, second week expiration is TX2, etc.); Step 2: Determine the trading strategy, price, and number of contracts. After selecting the Taiwan Stock Exchange Index (TAIEX) option as a financial product, the user then chooses the trading strategy as described above, determines the strike price (e.g., index 18,500), decides whether the buy / sell price is "market price" (the currently available price) or "limit price" (a custom price), and determines the number of lots per order. Step three involves uploading the order and executing the trade. If the trade fails, the user can place a pending order or delete it. Step four involves counting the number of lots traded upon successful execution. Step five involves deciding whether to close the position or wait for settlement. Step six involves viewing the statistics to determine the execution status of the automated options trading program. The above steps also include other more detailed aspects, such as margin calculation for sell orders, lot and point counts, transaction fee statistics, and market quote information for the financial product (stock index options use a T-shaped quote format, i.e., a two-sided quote for both call and put options). For the programmer, it is essential to thoroughly understand each of these steps before writing the automated options trading program. Typically, before an automated options trading program goes live, the programmer conducts backtesting. This involves simulating the program using historical trading records from the stock exchange or simulating current market conditions to determine its performance. Based on this, the programmer modifies their trading strategy. Regarding bid and ask prices, current backtesting using historical data only allows the use of the "market price" (executed price), not the "limit price" model, because it's impossible to go back in time to confirm whether a limit price would be executed. Similarly, simulations using the current market can only use the "market price," not the "limit price." In actual trading, a combination of the "market price" and the "limit price" is used. Therefore, current automated options trading programs pre-determine a price (either "market price" or "limit price") before execution.

[0005] Taking Taiwan Stock Exchange Index (TSE) options as an example, since they are contracts based on the Taiwan Stock Exchange's weighted average stock price index, their market price fluctuates dynamically with changes in the index. The current price of different strike prices (indexes) also changes constantly. Therefore, setting a limit order for automatic trading often results in no trades. Thus, the technical challenge in writing an automatic options trading program is to allow users to select a dynamic price, which the program can then automatically generate and execute trades based on their chosen strategy. Using a market price allows for faster execution, but may result in trades at unfavorable prices. Conversely, using a limit order may result in extremely low execution rates, losing the advantage of market conditions. This presents a dilemma in designing automatic options trading programs. When trading options, there are three conditions for placing an order: ROD (Rest of Day): This refers to a "valid order for the current day"; once the order is submitted, it remains valid until the market closes that day as long as the order holder does not delete it. When an investor places a limit order, the system generally automatically sets it as a "ROD" order. IOC (Immediate-or-Cancel): This means "execute immediately or cancel," allowing partial execution of the order; otherwise, the remaining orders are canceled. When an investor places a market order, the system automatically sets it as an "IOC" order. FOK (Fill-or-Kill): This means "execute all orders immediately or cancel," meaning that if all orders are executed at the time of placement, they are canceled. In other words, limit orders are generally ROD orders, while market orders are generally IOC orders.

[0006] Furthermore, as mentioned earlier, options trading strategies are quite diverse. Unlike equity or futures financial products, which only have basic buy and sell strategies, options can be traded using multiple strategies that involve both buying and selling simultaneously. The prices and margin requirements for these different strategies vary. The margin calculation formula is: Premium Value + Max(A Value - Out-of-the-Money Value, B Value), where the out-of-the-money value for a call is Max[(Strike Price - Underlying Index Price) × Contract Multiplier, 0], and the out-of-the-money value for a put is Max[(Underlying Index Price - Strike Price) × Contract Multiplier, 0]. In other words, options also have the complex concepts of 'in-the-money value' and 'out-of-the-money value,' making the basic information about options even more complex. Therefore, writing automated options trading programs is naturally more difficult, and interfacening the various parameters of such programs is even more challenging. Even if the programmers of automated options trading programs manage to interface the various parameters, they will not make them public. Because the programmers of automated options trading programs write their programs for their own convenience, efficiency, and automation, not for the benefit of others, there is virtually no information available on the market regarding the parameter interfaces of automated options trading programs. This is considered a trade secret by the programmers. Therefore, how to make the parameter interfaces of automated options trading programs more user-friendly, allowing options traders to easily select entry strategies, stop-loss strategies, pricing strategies, and buy / sell strategies through a visual user interface, has become a crucial issue for the designers of automated options trading programs. This is especially important if the automated options trading program is to be made public and become a program that can be used by many options traders.

[0007] In addition, options trading has a special trading mode called seller trading (also known as market maker trading). Seller trading requires margin deposits, the calculation formula of which has been described previously and will not be repeated here. Sellers have various strategies, such as selling call options, selling put options, call spreads, put spreads, call spreads, put spreads, straddles, straddles, time spreads, time spreads, butterfly spreads, butterfly spreads, bullish spreads, bullish spreads, bullish spreads, bullish spreads, and bullish spreads, etc. Among these, selling call options, selling put options, selling straddles, and selling straddles require higher margin deposits, while the other combined strategies, because they involve buying call or put options, have lower margin requirements. In other words, seller trading, besides acting as a seller, can also generate various combined strategies by simultaneously acting as a buyer. These different combined strategy orders can be directly placed with securities and futures companies through order placement. Similarly, automated options trading programs can also place orders for combined strategy orders through the application programming interface (API) provided by securities and futures companies. However, in terms of ease of execution, combined strategy orders, because they have two strike prices, and each strike price has its own price, lot size, etc., are more difficult to execute than single buy / sell strategies. However, from the perspective of automated options trading programs, even the best program is useless if it cannot execute. Therefore, designers of automated options trading programs tend to use models that can be reliably executed. Otherwise, even if a trading model with a perfect rate of return is designed, if it cannot execute, the program is useless. This is an important mindset in the design of automated options trading programs. Therefore, from the perspective of ease of execution, program designers tend to place orders for each combined strategy separately, or place separate buy or sell orders, and then combine them into a strategy to increase the probability of execution.

[0008] Once an automated trading strategy is set up, how to reduce risk (hedging) and increase profits is a key consideration for every algorithmic trader. This becomes even more crucial after a trade, as the market for options financial instruments fluctuates. From this perspective, designers of automated options trading programs tend to manage the risk of each trade individually; in other words, they set stop-loss points for each trade. When the stop-loss trigger condition is met, the position is closed. For example, on the buyer's side, since the call or put options they purchase contain both time value and intrinsic value (the value of an option includes: "intrinsic value," which is the value of immediate exercise; and "time value," which represents a "future potential value"), as the time value gradually diminishes over time, or when the index rises or falls sharply, the buyer must consider whether to close the position to avoid excessive losses. Similarly, on the seller's side, the risk of significant margin losses due to large index fluctuations must also be considered. This issue becomes even more pronounced when the number of contracts traded increases. In other words, when the number of buy and sell contracts for options by traders increases significantly—for example, to hundreds, thousands, or even tens of thousands—the single-trade trigger control method may cause the program to crash due to insufficient processing power from the computer's hardware and software caused by the excessive number of monitoring points. Therefore, developing an effective automated risk management method for automated options trading programs has become a challenge for their designers. Currently, no specific and effective risk control technologies related to such large-scale trading have been disclosed on the market. Similarly, it remains a trade secret for large-scale automated program traders (who can be referred to as large investors).

[0009] Furthermore, for automated options traders, when executing numerous sell orders for call or put options with positions at multiple different strike prices, insufficient margin can prevent them from continuing automated trading. How to enable automated options trading programs to monitor margin balances and optimize margin through margin recovery mechanisms, thereby increasing the number of trades and maximizing capital utilization, has become a crucial consideration for designers of automated options trading programs. Summary of the Invention

[0010] In view of this, this invention utilizes the options application program interface (API) provided by securities and futures companies to develop an automated options trading program. It redefines the parameter values ​​to be input into the user interface through various custom parameters, allowing options traders to easily input their desired options order strategies through the user interface. Furthermore, the user interface generates multiple balanced strategy input screens for options sellers, enabling users to easily input parameters to achieve risk control for large-scale trading. This allows options traders to simultaneously achieve a balance between strategic trading and risk control, thereby significantly reducing the risk of large-scale multi-position trading and improving the overall win rate of options trading.

[0011] To achieve the above objectives, the present invention provides a device 3 with a fully automated artificial intelligence option dual-selling balancing trading program, comprising a memory and a screen, and connected to a server, including: a communication module for establishing an Internet connection; a program trading connection module; and a screen interface generation module for generating a user interface on the screen, the user interface including at least an account information screen, a transaction information statistics screen, and a program trading parameter screen, the program trading parameter screen including at least one program trading parameter setting screen, wherein the account information screen displays an option product, and one of them... The program's trading parameter setting screen includes a call / put ratio balance setting area, which further includes: a first call / put ratio balance value column 1, a first call / put ratio balance value column 2, a first buy / sell price level setting column, a first dynamic automatic adjustment price level setting column, a first order quantity setting column, and a first automatic order placement time interval setting column; a transaction data statistics module, which receives multiple sets of transaction reports returned by the server after multiple orders are placed and executed, counts multiple transaction information from these transaction reports, and calculates at least the total number of call points sold and the total number of put points sold. The module displays the ratio of call options sold. It also displays a call-to-sell ratio balancing module, which reads the call option ratio and compares it with the values ​​in the first call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two. If the call option ratio is between these two values, no action is taken. If the call option ratio exceeds the range defined by the values ​​in the first call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two, then the module transmits the set parameters from the first buy / sell price setting column, the first dynamic automatic price adjustment setting column, the first order quantity setting column, and the first automatic order placement time interval setting column to an automatic order placement integration module to execute the orders. The system includes: an automatic order placement module for placing orders with the server, and an automatic order placement module for placing orders with the server when the call option / sell option ratio exceeds the range defined by the first call option / sell option ratio balance value column one and the second call option / sell option ratio balance value column two; a memory for storing an application program, including the program trading connection module, the screen interface generation module, the call option / sell option ratio balance module, the automatic order placement module, and the transaction data statistics module; and one or more processors connected to the memory and the screen to execute the application program.

[0012] The following detailed description of the features and advantages of the present invention is sufficient to enable anyone skilled in the art to understand the technical content of the present invention and implement it accordingly. Based on the content disclosed in this specification, the scope of the patent application and the drawings, anyone skilled in the art can easily understand the relevant objectives and advantages of the present invention. Simple Explanation of the Diagram

[0013] Figure 1 is an overall system functional block diagram of a device according to an embodiment of the present invention; Figure 2 is a functional block diagram of an application program according to an embodiment of the present invention; Figure 3 is a full-page example of the user interface according to an embodiment of the present invention; Figure 4 is an interface diagram of the automatic order placement function of the user interface according to one embodiment of the present invention; Figure 5A is a user interface diagram of the automatic order placement function in one embodiment of the present invention; Figure 5B is a user interface diagram of the automatic order placement function in one embodiment of the present invention; Figure 5C shows an embodiment of the user interface display showing price and tier options according to one embodiment of the present invention. Figure 6A is a first balance monitoring and order setting interface diagram of a user interface according to one embodiment of the present invention; Figure 6B is a first balance monitoring and order setting interface diagram of a user interface according to one embodiment of the present invention; Figure 7A is a diagram of the second balance monitoring and order setting interface of a user interface according to one embodiment of the present invention; Figure 7B is a diagram of the third balance monitoring and order setting interface of a user interface according to one embodiment of the present invention; Figure 8 is a diagram of the fourth balance monitoring and order setting interface of a user interface according to one embodiment of the present invention; Figure 9A is an interface diagram of the deposit recovery function in the user interface of one embodiment of the present invention; Figure 9B is a second user interface diagram of the deposit recovery function in one embodiment of the present invention; Figure 9C shows the user interface of the deposit recovery function in one embodiment of this invention. Figure 9D is a user interface diagram of the deposit recovery function in one embodiment of this invention; Figure 10A is a flowchart of a method for automatically placing and then recalling orders in an automated options trading program according to one embodiment of the present invention. Figure 10B is a flowchart of a method for an automated options trading program with built-in first balance monitoring and order placement functions, according to one embodiment of the present invention. Figure 10C is a flowchart of a method for an automated options trading program with built-in second balance monitoring and order placement functions, according to one embodiment of the present invention. Figure 10D is a flowchart of a method for an automated options trading program with built-in third balance monitoring and order placement functions, according to one embodiment of the present invention. Figure 10E is a flowchart illustrating a method for an automated options trading program with a built-in fourth balance monitoring and order placement function, according to one embodiment of the present invention; and, Figure 10F is a flowchart of a method for a built-in margin recovery function in an automatic options trading program according to one embodiment of the present invention. Implementation

[0014] This invention utilizes the options application program interface (API) provided by securities and futures companies to develop an automated options trading program. It redefines the parameter values ​​to be input into the user interface through various custom parameters, allowing options traders to easily input their desired options order strategies through the user interface. Furthermore, the user interface generates multiple balanced strategy input screens for options sellers, enabling users to easily input parameters to achieve risk control for large-scale trading. This allows options traders to simultaneously achieve a balance between strategic trading and risk management, significantly reducing the risk of large-scale multi-position trading and improving the overall win rate of options trading.

[0015] First, please refer to Figure 1, which is a block diagram of the overall system function of an embodiment of the device of the present invention. Unlike prior art, in terms of system architecture, the device 10 with an automated trading program for options of the present invention can use a computer, preferably a computer device with strong processing and computing power. The device 10 with an automated trading program for options includes: a screen 11, a communication module 12, a processor 13, memory 14, etc.; the securities and futures company server 900 includes a communication module 902, a processor 903, and memory 904, etc. The screen 11 can generate a user interface 15 to provide options traders with the option trader with the option to select various parameters for automated trading, and through visual information, to grasp the price dynamics of the chosen option financial product and the dynamics of the assets they have ordered.

[0016] In the architecture shown in Figure 1, the device 10 with an automated trading program and the securities and futures company server 900 are connected through their respective communication modules (communication module 12 and communication module 902). The device 10 communicates with the securities and futures company server 900 through an application programming interface (API) downloaded and installed by the server and uses its functions. Since the various hardware functions in the hardware architecture are disclosed in prior art, they will not be described in detail here. The following will describe in detail how the various components of the device 10 with an automated trading program and the application program 16 (Figure 2) work together and cooperate with the securities and futures company server 900 to achieve the inventive objective of this invention, thus illustrating the innovation of this invention.

[0017] Please refer to Figure 2, which is a functional block diagram of an application program according to an embodiment of the present invention. The application program 16 mainly includes several modules: a program trading connection module 18, a screen interface generation module 20, an automatic order placement integration module 22, a transaction data statistics module 24, a first balance monitoring and order placement module 26, a second balance monitoring and order placement module 28, a third balance monitoring and order placement module 30, a fourth balance monitoring and order placement module 32, a first margin recovery function module 34, and a second margin recovery function module 35. Other modules not described are within the scope of prior art and will not be elaborated upon here.

[0018] Application 16 is stored in memory 14 and its various modules are executed by processor 13. Furthermore, application 16 communicates with the communication module 902 of the securities and futures company server 900 through various control communication modules 16, transmitting user accounts, passwords, securities and futures company-provided credentials, and dynamically uploaded order information stored in memory 14. It also receives financial product information, transaction reports, and other data downloaded from the securities and futures company server 900, or data requested by the various modules of application 16. The program trading connection module 18 includes the aforementioned application interface (API) downloaded from the securities and futures company server 900. It translates the instructions generated by the various modules of application 16 into the format required by the securities and futures company server 900; this is part of the prior art and will not be elaborated upon here.

[0019] The screen interface generation module 20 is responsible for generating the user interface 15. After the application 16 is executed, the application 16 begins to execute the various background modules and connects to the securities and futures company server 900 through the process trading connection module 18. The screen interface generation module 20 then generates the user interface 15. The various background modules executed by the application 16 before the user interface 15 is generated fall within the scope of prior art and will not be elaborated upon here. This invention only describes the aspects related to the various innovative technologies of this invention to concisely illustrate the various necessary and special technical features of this invention.

[0020] Please refer to Figure 3, which is a full-page example of the user interface 15 according to an embodiment of the present invention. After successfully logging into the securities and futures company server 900, the screen interface generation module 20 downloads relevant data from the securities and futures company server 900 through the procedural trading connection module 18. Then, the transaction data statistics module 24 counts the corresponding data and fills it into various screens in the user interface 15, namely: account information screen 200, transaction information statistics screen 202, financial product real-time information screen 204, program trading parameter screen 206, manual order placement screen 208, and buy / sell volume and difference statistics screen 210, etc. In the embodiment of Figure 3, the various functional module screens are integrated into a single page so that users can easily see all the functional module screens at a glance. In another embodiment of the present invention, users can also select different functional module screens by clicking on tabs, or by flipping through pages. The various program trading parameter setting screens 60 on the program trading parameter screen 206 are selected via tabs. Similarly, the various program trading parameter setting screens 60 on the program trading parameter screen 206 can also be selected via other methods, such as page turning buttons, scrolling up and down, etc.

[0021] The account information screen 200 displays the user's account, the selected option product (TX0), and the month. This corresponds to the real-time product information on the financial product real-time message screen 204. The transaction information statistics screen 202 displays the transaction information and related statistics of the user's orders. Taking the embodiment in Figure 3 as an example, it is designed from the seller's perspective. The transaction information statistics screen 202 includes at least the following: call option points 36 (the total number of call option points sold by the account), put option points 38 (the total number of put option points sold by the account), total points 40 (the total number of call and put option points sold by the account), call option ratio 42 (the proportion of the total points sold by the account = call option points 36 / (call option points 36 + put option points 38)), call option Delta 44 (the sum of the call option positions in the Delta total points 56 column, located on the left side of the financial product real-time information screen 204. The call option position in the Delta total points 56 column is the number of contracts sold at each strike price multiplied by the Delta value at each strike price, representing the Delta value of the call options sold by the account), and put option Delta. The following columns display the total Delta points (56): 46 (the sum of put options in the Delta total points column; the total Delta points column represents the number of put options sold at each strike price multiplied by the Delta value at each strike price; displayed on the right side of the financial product real-time information screen 204, representing the Delta value of put options sold by this account), Total Delta 48 (call option Delta 44 + put option Delta 46, representing the index of the financial product; each 1-point increase affects the total points value of 40), and Available Margin 50 (the amount of margin currently available for this account). These information columns are compiled by the transaction data statistics module 24 based on the transaction feedback data corresponding to the orders submitted by this account; that is, the transaction feedback returned by the securities and futures company server 900. In addition to recording the transaction return data, the transaction data statistics module 24 also performs several special statistics: call option points 36, put option points 38, total points 40, call option ratio 42, call option Delta 44, put option Delta 46, total Delta 48, etc.; all of the above data are automatically re-calculated by the transaction data statistics module 24. Furthermore, the call option ratio 42 and total Delta 48 parameters can be used in subsequent automated risk balancing strategies, which is a unique technical feature of this invention and has not yet been disclosed in any prior art. Through the information disclosed on the transaction information statistics screen 202, the option trader of this account can clearly see the completed transaction information of their option sellers, and thus understand the specific transaction results and customized balancing parameter results of the option algorithmic trading in this account.Furthermore, those skilled in the art should understand that the Delta value is one of the "option risk coefficients," coded using Greek letters. The Delta value corresponding to the exercise price of each stock market index option is calculated by the corresponding stock exchange, not by this invention. The "option risk coefficient" represents the risk factor (Greek) of the option premium change, or sometimes referred to as the option Greek letter or option parameter. Delta (δ) is defined as: under otherwise unchanged conditions, if the underlying asset rises by 1 point, the premium changes by x points. For example, delta = 0.5 means that if the underlying asset rises by 1 point, the premium increases by 0.5 points. Similarly, Gamma (γ) is defined as: under otherwise unchanged conditions, if the underlying asset rises by 1 point, delta changes by x. This invention calculates the Delta value (each strike price has a corresponding Delta value) by using a standard formula to calculate real-time price quotes for options downloaded from a stock exchange. The Delta value is then multiplied by the number of contracts corresponding to each strike price to obtain Delta 44 for call options and Delta 46 for put options. The total Delta 48 is calculated by adding Delta 44 and Delta 46. This calculation method is not disclosed in any prior art. More notably, prior art uses a one-to-one calculation basis for Delta value calculation; that is, a Delta value generated at a bid / ask level on the call side will generate a corresponding negative Delta value at the corresponding bid / ask level on the put side, and the sum of the two is equal to 0. This invention employs a novel technical concept: multiplying the calculated Delta value by the number of contracts in the corresponding position to obtain a new total Delta value for call options, and even adding the total Delta values ​​for call and put options to obtain a total Delta value. Furthermore, the calculation of the total Delta value for call options, put options, and the total Delta value in this invention can be performed using option trading data or trading data of the corresponding futures contracts. In other words, the total Delta value for call options, put options, and the total Delta value referred to in this invention are not limited to those calculated from option trading data; they also include those calculated from the corresponding futures trading data. Subsequently, specific embodiments will be used to illustrate how the total Delta 48 is applied to risk balancing in option algorithmic trading.

[0022] The real-time financial product information screen 204 displays financial product information downloaded from the securities and futures company server 900. For example, in the embodiment shown in Figure 3, it displays the real-time price information of the Taiwan Index Options (TX0). It also displays some information compiled by the transaction data statistics module 24, such as the points (54), Delta total points (56), and lot size (58) fields on the screen. The points (54) field represents the number of points sold at each strike price, which is the current transaction price of the corresponding strike price multiplied by the corresponding number of sell orders. The Delta total points (56) field is described as above. The lot size (58) field represents the total number of lots sold at each strike price.

[0023] The program trading parameter setting screen 206 is the most important innovative part of this invention, corresponding to multiple different program automatic order placement modules, risk balancing modules, and margin recovery modules. This invention, through a program trading parameter interface, allows users to easily and dynamically adjust various parameters of the program automatic trading in real time, achieving special technical effects such as dynamic adjustment of automatic order placement parameters and automatic risk balancing adjustment. In Figure 3, the program trading parameter setting screen 206 is in a state where several program trading parameter setting screens 60 are being executed simultaneously. Currently, it is executing: the second margin recovery parameter screen 60-8 (the embodiment in Figure 9B), the call option total points control parameter setting screen 60-1 (the embodiment in Figure 5A), the put option total points control parameter setting screen 60-2 (the embodiment in Figure 5B), and the fourth balance monitoring and order placement parameter screen 60-6 (the embodiment in Figure 8). In the embodiment shown in Figure 3, each program trading parameter setting screen 60 contains multiple parameters for different program trading executions. The built-in trading logic will be explained later when describing each screen and functional module. Figure 3 shows the second margin recovery parameter screen 60-8, whose main parameter setting fields include: dynamic automatic price adjustment setting field 64, order quantity setting field 80, automatic order placement time interval setting field 66, and automatic recovery time interval setting field 68. Furthermore, in the embodiment shown in Figure 3, switching between the different parameter setting screens of the program trading parameter screen 206 is done via tab selection. As mentioned earlier, it can also be switched by scrolling up and down, or by sliding the buttons left and right. In other words, the switching method falls within the scope of prior art and will not be elaborated upon here.

[0024] The manual order placement screen 208 is a traditional order placement screen, which includes fields for each order, such as buy / sell type, buy / sell option, commodity code, order conditions (ROD...), price level, order price, order quantity, etc. Here, the price level field uses a dynamically automatically adjusted price setting field 64 specially developed in this invention, which will be explained later. Option traders who do not wish to use the subsequent automatic order placement mode of this invention can also use the manual order placement screen 208 to place orders one by one.

[0025] The buy / sell volume and difference statistics screen 210 displays the current number of call and put options bought and sold, as well as the difference between the number of buy and sell orders for call options (210-1) and for put options (210-2). The calculated values ​​of the difference between the number of buy and sell orders for call options (210-1) and for put options (210-2) will be used for margin recovery and various balancing monitoring strategies.

[0026] Next, the various automatic trading parameter setting modules in Figure 2 will be explained through the various parameter setting screens. First, please refer to Figure 4, which is the automatic order placement function interface diagram of a user interface according to one embodiment of the present invention. It is the parameter setting screen 60-9 for fancy order placement method (also known as the manual / automatic order placement parameter input setting screen), which includes at least several parameter setting related fields: buy / sell option parameter setting field 69-1, strike price setting field 69-2, buy / sell setting field 69-3, automatic order placement frequency setting field 69-4, dynamic automatic price adjustment setting field 64, order volume setting field 80, automatic order placement time interval setting field 66, automatic recovery time start setting field 68-1, automatic recovery time interval setting field 68, and parameter storage key 62. As mentioned above, the screen interface generation module 20 will generate various different function module screens, and each function module screen has various different parameter setting fields as shown in Figure 4. Users under this account can easily set various strategies and parameters for algorithmic trading by inputting these parameter settings. In the embodiment shown in Figure 4, the parameters are used by the automatic order placement module 22. Users simply need to set the values ​​for each column, including the order parameter setting column 69-1, strike price setting column 69-2, order setting column 69-3, automatic order placement frequency setting column 69-4, dynamic automatic price adjustment setting column 64, and order volume setting column 80. Finally, by pressing the parameter save button 62, these parameters are recorded in memory 14. Subsequently, the automatic order placement module 22 will place orders based on these set parameters.

[0027] Here, the fields for setting the automatic order placement time interval (66), the automatic order recovery time start setting (68-1), and the automatic order recovery time interval setting (68) are particularly noteworthy. The settings of these three fields are closely related to the dynamic automatic price adjustment setting (64). The setting and integration of these fields are also one of the main technical features of this invention. The automatic order placement time interval setting (66) is used to set the automatic order placement time for each order, while the time setting of the automatic order recovery time interval setting (68) is used to automatically delete the order if it is not executed within the time set in the automatic order placement time interval setting (66). This is because this invention utilizes a technical concept of a dynamic automatic price adjustment setting (64), which is presented in Figure 5C. Taking the embodiment in Figure 4 as an example, the values ​​in the first column for the order setting parameters 69-1, strike price setting 69-2, order setting 69-3, automatic order placement frequency setting 69-4, dynamic automatic price adjustment setting 64, and order quantity setting 80 are "Call", "17500", "BUY", "fixed price", "1", "300", and "10", respectively; while the values ​​in the fifth column for the order setting parameters 69-1, strike price setting 69-2, order setting 69-3, automatic order placement frequency setting 69-4, dynamic automatic price adjustment setting 64, and order quantity setting 80 are "Put", "17100", "SELL", "intermediate bias price", "1", "30", and "100", respectively; the settings in each column are different. Please refer to Figure 5C. The Dynamic Auto-Adjustment Price Setting section (64) has several basic settings: "Immediate Transaction Price," "Medium-Easy Price," "Medium-Difficult Price," "Fixed Price," "Additional Price 1," "Additional Price 2," "Additional Price 3," "Additional Price 4," "Additional Price 5," and "Additional Price 6." This setting method differs from the commonly used "Market Price" and "Limit Price." The "Immediate Transaction Price" is the price offered by the other party (usually a slightly discounted price). For example, if you want to be the buyer at a certain fulfillment price, you would place a buyer's order at the seller's order price, and the transaction would be completed immediately; the reverse is also true. The "Fixed Price" is the current market price. For example, if you want to be the buyer, the price would be the current order price from other buyers. For example, when the strike price is 19500, if at this time, in the real-time quote, the buyer's price for the call option is 150 and the seller's price is 160, and the transaction price falls to 153, then when the user selects different levels in the dynamic automatic adjustment price setting column 64 of the present invention, the automatic order placement module 22 will dynamically adjust the order price according to the current buyer and seller prices of the call option.Among them, the middle-biased easy price is the price that falls between the current prices offered by buyers and sellers, but leans towards the other party's price; the middle-biased difficult price is the price that falls between the current prices offered by buyers and sellers, but leans towards the other party's price. There are many ways to generate these two prices: 1. The middle-biased easy price is selected one level above the immediate transaction price and the fixed price; conversely, the middle-biased difficult price is selected one level above the immediate transaction price and the fixed price. 2. The middle-biased easy price is selected one level above the immediate transaction price and the fixed price, which is the midpoint between the immediate transaction price and the fixed price; conversely, the middle-biased difficult price is selected one level above the fixed price and the midpoint between the immediate transaction price and the fixed price. 3. Other allocation methods between the immediate transaction price and the fixed price. In an example of this method, if the order is placed by the buyer, then the "Immediate Transaction Price" = 160, the "Easy Price" = (150 + 160) / 2 + 1, the "Difficult Price" = (150 + 160) / 2 - 1, the "Fixed Price" = 150, the "Additional Price 1" = 150 - 1, the "Additional Price 2" = 150 - 2, the "Additional Price 3" = 150 - 3, the "Additional Price 4" = 150 - 4, the "Additional Price 5" = 150 - 5, and the "Additional Price 6" = 150 - 6; In this embodiment, if the order is placed by the seller, then the "Immediate Transaction Price" = 150, the "Easy Price" = (150+160) / 2-1, the "Difficult Price" = (150+160) / 2+1, the "Fixed Price" = 160, the "Premium Price 1" = 160+1, the "Premium Price 2" = 160+1, the "Premium Price 3" = 160+1, the "Premium Price 4" = 160+1, the "Premium Price 5" = 160+1, and the "Premium Price 6" = 160+1. The automatic order placement module 22 dynamically generates the order price for each price level based on the current buying and selling prices of the call option, which is the technical meaning of the "Dynamically Automatically Adjusted Price Setting Bar 64". In other words, the purpose of the "Immediate Transaction Price" is to achieve a quick transaction, not necessarily to be most advantageous to either the buyer or the seller. The "fixed price" is the price other buyers or sellers are willing to offer at the moment, which is most advantageous to the buyer or seller, but relatively difficult to complete. The "easy-to-middle price" is relatively easier to complete than the "fixed price," but relatively less advantageous to the buyer or seller in terms of price; the "difficult-to-middle price" is relatively more difficult to complete than the "fixed price," but relatively more advantageous to the buyer or seller in terms of price; the "heavier n-price" is most advantageous to the buyer or seller, but even more difficult to complete. The "Dynamic Auto-Adjusted Price Setting Bar 64" allows the account user to try different dynamically adjusted order prices to adjust their trading mode—whether to quickly complete a position or to obtain the best execution price. Through this technical feature of the present invention, users can more flexibly design their program trading parameters.

[0028] The "Dynamic Auto-Adjusting Price Setting" (64) allows users to select price levels that dynamically adjust to the difficulty of completing a transaction. Combined with the "Auto-Order Time Interval Setting" (66), "Auto-Retrieval Time Activation Setting" (68-1), and "Auto-Retrieval Time Interval Setting" (68), it offers even greater technical significance. When the difficulty of completing a transaction is high, users can adjust the "Auto-Order Time Interval Setting" (66) to a shorter interval and the "Auto-Retrieval Time Interval Setting" (68) to a shorter interval. Alternatively, they can simultaneously adjust the "Auto-Order Count Setting" (69-4) to increase the number of orders, thereby increasing the probability of a successful transaction through continuous order placement. Through experimentation, users can gradually master the optimal settings for these fields.

[0029] The embodiment in Figure 4 illustrates that the present invention allows for automated program trading by clicking, entering data, and saving the various program trading parameter fields on the fancy order placement parameter setting screen 60-9. After the various program trading parameter fields are entered and saved, the automatic order placement integration module 22 retrieves the set parameters for automatic order placement and automatic order recovery after the user clicks to execute. Subsequently, the transaction results can be viewed on the transaction information statistics screen 202, as described above.

[0030] Please refer to Figure 5A, which is the second user interface diagram of the automatic order placement function in one embodiment of the present invention. This embodiment differs from the embodiment in Figure 4, and provides an automatic order placement mode that does not require setting a price, but allows the program to determine the execution price through parameter settings. Figure 5A is the screen 60-1 for setting the total points control parameters for call options, that is, controlling the total order quantity through the "total points" of buying or selling call options. This method of points control is completely different from the control mode of previous technologies through various "combination strategy orders". Its counterpart is the total points control of put options, which is the embodiment in Figure 5C, and will be described in detail later. The total points control parameter setting screen 60-1 for call options includes at least several parameter setting fields: Second trigger condition area for total points of call options 76, Second trigger condition one for total points of call options 76-1, Second trigger condition two for total points of call options 76-2, Buy / Sell instruction field 78, Buy / Sell price setting field 70, Order quantity setting field 80, Dynamic automatic price adjustment setting field 64, First trigger condition area for total points of call options 74, First trigger condition one for total points of call options 74-1, First trigger condition two for total points of call options 74-2, Sell points condition setting field 82, Insufficient margin trigger condition setting field 84, Explanation of conditions for call option quantity greater than sell option quantity 86, Margin trigger condition activation option 88, Select function option 90, Automatic order placement time interval setting field 66, Automatic recovery time activation setting field 68-1, Automatic recovery time interval setting field 68, Parameter storage key 62, etc.

[0031] As mentioned earlier, after the screen interface generation module 20 generates the various parameter setting fields for Figure 5A, users under this account can easily set various strategies and parameters for programmatic trading by inputting these parameter setting fields. The parameters in Figure 5A are used by the automatic order placement integration module 22. Among them, the first trigger condition area 74 for total call option points is activated before a position is established. It uses two trigger condition settings: first trigger condition 1 for total call option points 74-1 and first trigger condition 2 for total call option points 74-2. Both of these conditions are "when the call option points are less than"; that is, when the call option points are less than the set value of the first trigger condition 1 for total call option points 74-1 or the first trigger condition 2 for total call option points 74-2, the call option will be bought or sold (determined by the buy / sell instruction field 78). The buy / sell order level and lot size are set in the buy / sell order level setting field 70 and the order lot size setting field 80, respectively. The first trigger condition 74-1 or the second trigger condition 74-2 for the total points of call options further includes a second set of buy and sell actions, as shown in Figure 5A after the "and" condition; in other words, the first trigger condition 74-1 for the total points of call options can perform two sets of call option buy or sell transactions. Taking the example in Figure 5A, the first trigger condition 74-1 for the total points of call options is set to "10,000", while the second trigger condition 74-2 for the total points of call options is set to "8,333". These are different condition values, and the selection function option 90 can be used to select whether to execute in two stages or in all stages. That is, the trigger condition with the higher value is executed first, such as "10,000" in Figure 5A, and then the condition "8,333" is executed after the total points of call options reach 10,000 (two-stage execution); or, both trigger conditions are executed simultaneously (full-stage execution). The functions of the automatic order placement time interval setting bar 66, the automatic recovery time start setting bar 68-1, the automatic recovery time interval setting bar 68, and the parameter storage key 62 have been explained as shown in Figure 4, and will not be elaborated further here.

[0032] The function of the second trigger condition area 76 for total buy points is the opposite of that of the first trigger condition area 74 for total buy points. It is activated when the total buy points for establishing a position are "greater than" the second trigger condition 76-1 or the second trigger condition 76-2 for total buy points. The functions of the other identical setting fields are the same as those in the first trigger condition area 74 for total buy points, and will not be described again. Finally, the user only needs to set the values ​​of the dynamic automatic price setting field 64, the order quantity setting field 80, etc., in each column, and then press the parameter storage key 62. These parameters will be recorded in memory 14. Subsequently, the automatic order placement module 22 will place orders based on these set parameters when the trigger conditions are met.

[0033] Furthermore, the embodiment in Figure 5A utilizes a sell point condition setting column 82 to restrict the point conditions for sellers. Figure 5A shows that when a new sell order is placed, if the point value is less than the value of the sell point condition setting column 82 (e.g., "20"), the order will "move in-the-money until the point value is sufficient." The corresponding column is the buy / sell limit setting column 70; that is, the "sell point condition setting column 82" is a restriction condition for the "buy / sell limit setting column 70." In other words, when the limit set in the buy / sell limit setting column 70 is set, for example, selling 10 out-of-the-money call options, but the point value is only 10 points... The value of the sell point condition setting field 82 is "20". Therefore, although the buy / sell order setting field 70 specifies selling call options 10 levels out-of-the-money, because the sell point condition setting field 82 does not meet the requirement of "20", the program will execute the subsequent action that satisfies the restriction condition, that is, "moving in-the-money until enough points are available". For example, if the points for an out-of-the-money call option 8 levels are "22", then the program will sell at "out-of-the-money call options 8 levels", and so on. In other words, when acting as a seller, sufficient points must be sold to generate profit. Therefore, this setting can prevent the program from executing a sell order without generating profit in order to meet the trigger condition. Furthermore, this invention provides a "priority execution function option" for the user to select. That is, the original parameter settings, such as the dynamic automatic price adjustment setting field 64 and the buy / sell order setting field 70, are "basic function options", which are automatically executed after basic selection. The "Priority Execution Function Options" are selective. Once selected, the program will execute it with priority, and the conditions of basic function options that conflict with it will be suspended until the triggering condition stops, or the user can uncheck the box.

[0034] In the embodiment shown in Figure 5A, there are several options for "priority execution function options," namely: 1. Intelligent shifting option, which is set by three fields: Intelligent Shifting Point Setting 1 98-1, Intelligent Shifting Point Setting 2 98-2, and Intelligent Shifting Maximum Number of Openings Setting 98-3; 2. Priority closing price option, which is selected by the "Priority closing price within the checkbox 83"; 3. Submitting a compound order option, which is selected by the "Submitting a compound order checkbox 87." In addition, the present invention also provides additional "restriction execution function options," such as the buy-sell order difference setting option: which is set by the "Buy and Sell Order Buy-Sell Order Difference Setting 86," that is, the difference between the buy and sell order difference 210-1 and the sell and sell order difference 210-2 in the buy-sell order difference statistics screen 210, which is the setting value of the margin trigger condition activation option 88.

[0035] The intelligent shift option is the priority execution function option corresponding to "Sell Points Condition Setting Column 82". Taking the embodiment in Figure 5A as an example, the value of "Sell Points Condition Setting Column 82" (which is the restriction function setting column of the "Restriction Function Options" for each order) is "20". However, the three columns—Intelligent Shift Points Setting 1 98-1, Intelligent Shift Points Setting 2 98-2, and Intelligent Shift Maximum Number of Openings Setting Column 98-3—are set to "5", "10", and "80" respectively, and are checked (Figure 5A shows the unchecked state). The automatic order placement module 22 will then sell at the price range of 5 to 10 points for call options until "80" openings are sold, at which point it stops. After all conditions of the intelligent shift option have been executed, the restriction conditions of "Sell Points Condition Setting Column 82" are resumed. The intelligent shift option design allows option traders to more flexibly adjust the selling point range based on the current market conditions. This is automatically executed by the program of this invention, which flexibly selects the selling level based on the "point range". Therefore, this invention is called "intelligent shift".

[0036] The "Priority Close Price" option corresponds to the priority execution function option in the "Buy / Sell Price Setting Bar 70". Taking the example in Figure 5A, the "Buy / Sell Price Setting Bar 70" is set to "Price-Flat" or "One Bar Off-Price". Assuming the intelligent shift option is not enabled, the value of the "Sell Points Condition Setting Bar 82" is "20". This means that at the "Price-Flat" strike price, a sell order must be placed only if 20 points are met. If the "Price-Flat" strike price is 25 points, this condition is met. However, if the "Priority Close Price Check Bar 83" is checked, the automatic order placement module 22 will prioritize the "Priority Close Price" option. This means it will search for existing positions with a strike price equivalent to the "Price-Flat" strike price and select the number of contracts that meet the condition for priority execution. For example, if the automatic order placement module 22 finds an existing out-of-the-money buy position of 20 contracts, with the current transaction price also at 25 points, then the automatic order placement module 22 will prioritize closing the existing out-of-the-money buy position of 20 contracts, instead of executing the sell order corresponding to "Buy / Sell Price Setting 70". Similarly, prioritizing in-the-money closing options is also a flexible trading strategy for option traders, allowing the fully automated AI option double-sell balancing trading program of this invention to more intelligently choose the most advantageous method for option traders.

[0037] The priority execution option for the "Download Composite Order" corresponds to the two separate sell or buy orders defined later, such as "First Trigger Condition 1 of Total Option Points 74-1, First Trigger Condition 1 of Total Option Points 74-2, Second Trigger Condition 1 of Total Option Points 76-1, or Second Trigger Condition 2 of Total Option Points 76-2". Taking the example in Figure 5A, when the "Download Composite Order Checkbox 87" is checked, the aforementioned two separate sell or buy orders will be executed as composite orders instead of the originally preset separate sell or buy orders. Once this function is executed, it will be executed in sets of composite orders, which is suitable for users who prefer to trade options using composite orders.

[0038] The "Restrict Execution Function Option" in the Buy / Sell Difference Setting option corresponds to the insufficient margin stop function defined in the "Insufficient Margin Trigger Condition Setting Section 84". Taking the embodiment in Figure 5A as an example, the Buy / Sell Difference Setting option is defined by the "Buy / Sell Difference Setting Section 86", etc. When the selected buy option difference (i.e., the difference between the number of buy and sell orders of a buy option, 210-1) is "greater than" the sell option difference (i.e., the difference between the number of sell and buy orders of a sell option, 210-2) by "5", the setting of the "Margin Trigger Condition Activation Option 88" is executed, that is, "No Action". The original condition was that as long as the margin balance was less than "300,000", all settings in the first trigger condition area 74 and the second trigger condition area 76 for the total buy option points would be stopped. Once the relevant fields for the buy / sell position difference setting option are set and checked, the aforementioned parameters will only stop being executed if both the conditions for setting the buy / sell position difference and the condition of insufficient margin balance are met simultaneously.

[0039] When the "Priority Execution Function Option" is not checked, the relevant settings in Figure 5A will be executed. Once the "Priority Execution Function Option" is checked, other related original settings will not be executed, and this setting will be executed first. For example, the "Basic Function Option" corresponding to the intelligent file shift option is 82.

[0040] Furthermore, the embodiment in Figure 5A utilizes settings and explanations for sections such as the insufficient margin trigger condition setting field 84, the call / sell order difference setting field 86, and the margin trigger condition activation option 88. These settings are used to reserve a certain amount of margin, maintaining it at a certain level to prevent the program from exhausting the margin according to the parameters in Figure 5A, leaving the account with no room for other adjustment strategies. In the embodiment in Figure 5A, "300,000" is entered, and the margin trigger condition activation option 88 is set to "No Action," meaning that when the margin balance is less than 300,000, the first trigger condition area 74 and the second trigger condition area 76 for total call option points will be suspended. Of course, users can set the insufficient margin trigger condition setting field 84 to "0," meaning no margin is reserved.

[0041] The embodiment in Figure 5A illustrates that, through actions such as clicking, entering data, and saving in the various program trading parameter fields of the call option total points control setting screen 60-1, the present invention can utilize the stored parameters to perform automated program trading. The automatic order placement module 22 automatically buys, sells, or stops call options based on set trigger conditions, including buy or sell conditions for call options and stop conditions for insufficient margin. Subsequently, the transaction results can be viewed on the transaction information statistics screen 202, as described above.

[0042] Compared to the call option total points control parameter setting screen 60-1 in Figure 5A, Figure 5B shows the put option total points control parameter setting screen 60-2. The difference lies in that one is for buying and selling control of call options, while the other is for buying and selling control of put options. Furthermore, the parameter setting fields in the put option total points control parameter setting screen 60-2 differ in the following: Put Option Total Points Second Trigger Condition Area 94, Put Option Total Points Second Trigger Condition One 94-1, Put Option Total Points Second Trigger Condition Two 94-2, Put Option Total Points First Trigger Condition Area 92, Put Option Total Points First Trigger Condition One 92-1, Put Option Total Points First Trigger Condition One 92-2, etc. The rest are the same as in the call option total points control parameter setting screen 60-1. Since the setting methods are the same for both, they will not be elaborated further here.

[0043] It should be noted that the embodiments in Figures 5A and 5B can be executed individually or together, and are respectively displayed in the transaction information statistics screen 202 as the number of call option points 36 (the total number of call option points sold by the account) and the number of put option points 38. In other words, when the number of call option points 36 counted in the transaction information statistics screen 202 is "less than" the first trigger condition 1 74-1 or the first trigger condition 2 74-2 of the total number of call option points, the automatic order placement module 22 will execute its subsequent settings; conversely, when the number of call option points 36 counted in the transaction information statistics screen 202 is "greater than" the second trigger condition 1 76-1 or the second trigger condition 2 76-2 of the total number of call option points, the automatic order placement module 22 will execute its subsequent settings. Similarly, when the put option points 38 counted in the transaction information statistics screen 202 are "less than" the first trigger condition 1 92-1 or the first trigger condition 2 92-2 of the total put option points, the automatic order placement module 22 will execute its subsequent settings; conversely, when the put option points 38 counted in the transaction information statistics screen 202 are "greater than" the second trigger condition 1 94-1 or the second trigger condition 2 94-2 of the total put option points, the automatic order placement module 22 will execute its subsequent settings.

[0044] Comparing the embodiments in Figure 4 with those in Figures 5A and 5B, it can be seen that regardless of the method of automatic order placement used in program trading, the "dynamically automatically adjusting price setting bar 64" of this invention will be utilized. The embodiments in Figures 5A and 5B further utilize the parameters of the buy / sell price setting bar 70, as shown in Figure 5C. The buy / sell price setting bar 70 provides various buy / sell price settings (which can be called adjustable strike prices), such as "4 levels in-the-money" to "1 level in-the-money", "1 level out-of-the-money" to "20 levels out-of-the-money", as well as "at-the-money" and "forced liquidation". These options allow users to set automatic buy and sell strike price levels, which will dynamically adjust according to changes in the index of the underlying asset, i.e., the options product. This is another major technical feature of this invention. Combined with the "Dynamic Automatic Adjustment Price Setting Bar 64", users no longer need to input any fixed performance price (as in the embodiment of Figure 4) or fixed "limit price" (as in the prior art) into the program, and can achieve the special technical effect of dynamically and adaptively generating performance price and commission price.

[0045] Furthermore, regardless of whether the embodiments shown in Figure 4, Figure 5A, or Figure 5B are used for automatic order placement and position building, automatic order placement for options programs can be performed. The results will be statistically analyzed by the transaction data statistics module 24 and then entered into the corresponding screen on the transaction information statistics screen 202. The embodiments shown in Figures 5A and 5B manage the total amount of buy and sell call or put options, while simultaneously controlling the risk of the established position through "controlling the total points of call options." Additionally, options traders can also control the consolidation, bullish, or bearish positions by setting the total points of sell call and put options. Besides the point control method, several embodiments will be given below to illustrate how this invention utilizes other interface parameter setting modes to achieve various balanced risk control methods for options program trading.

[0046] Please refer to Figure 6A, which is a user interface diagram of the first balance monitoring and order setting interface of one embodiment of the present invention. It is the interface for setting and placing orders using the call / sell ratio balancing method. Compared with the embodiments in Figures 5A and 5B, the biggest difference in Figure 6A is that the first balance monitoring and order setting screen 60-3 provides: a call / sell ratio balancing setting area 96, call / sell ratio balancing value column one 96-1, call / sell ratio balancing value column two 96-2, call / sell ratio balancing value column one 96-3, call / sell ratio balancing value column two 96-4, and a margin insufficient to change to buy order setting column 85. In addition, the embodiment in Figure 6A also provides several "priority execution function options", such as: intelligent shift function option, priority closing within price option. The system includes Smart Shift Point Setting 1 (98-1), Smart Shift Point Setting 2 (98-2), and Smart Shift Maximum Lots Setting (98-3), allowing option traders to choose whether to perform smart shifting to compensate for any deficiencies in the settings of the Sell Point Condition Setting (82). The scope of this smart shifting is Smart Shift Point Setting 1 (98-1) (illustrated as 15) and Smart Shift Point Setting 2 (98-2) (illustrated as 15). When the smart shifting function is enabled, the automatic order placement module 22 will execute this function simultaneously, in addition to executing the restrictions in the Sell Point Condition Setting (82). During execution, it will calculate the strike price that meets Smart Shift Point Setting 1 (98-1) and Smart Shift Point Setting 2 (98-2). The automatic order placement module 22 will distribute the lot size set in the Smart Shift Maximum Lots Setting (98-3) as evenly as possible to each strike price until the set lot size is met, at which point the execution of the "Sell Point Condition Setting (82)" settings will be paused. In addition, the function of the "Priority Closing Price Checkbox 83" is explained in Figure 5A, and will not be elaborated further here.

[0047] In Figure 6A, the call / sell ratio balance setting area 96 of the first balance monitoring and order setting screen 60-3 includes three levels of call / sell ratio balance value settings. That is, call / sell ratio balance value column one 96-1 and call / sell ratio balance value column two 96-2 are the first level, and call / sell ratio balance value column one 96-3 and call / sell ratio balance value column two 96-4 are the second level. The value being compared is the call ratio 42 in the transaction information statistics screen 202 of Figure 3. The call option ratio of 42 = call option points 36 / (call option points 36 + put option points 38). Taking Figure 6A as an example, the first-stage call-put ratio equilibrium value column 1 (96-1) and the second-stage call-put ratio equilibrium value column 2 (96-2) are set to "not between" 0.42 and 0.58, respectively. When this setting is executed, if the value of the call option ratio 42 is greater than 0.58 or less than 0.42, the automatically executed buy or sell orders will be placed until the value of the call option ratio 42 returns to 0.42. The range is up to 0.58. The second-stage call-to-sell ratio equilibrium values ​​(column 1, 96-3 and 96-4) are set to "not between" 0.38 and 0.62, respectively. When this setting is executed, if the call ratio 42 is greater than 0.58 or less than 0.42, the subsequently set automatic buy or sell orders will be executed until the call ratio 42 returns to the 0.42-0.58 range. The third stage is the same and will not be described further.

[0048] In addition, the embodiment of Figure 6A also includes a margin insufficient order setting column 85. This column is set so that when the margin balance is lower than its value (the value in the embodiment of Figure 6A is 1,350,000), no sell order will be placed, and instead a corresponding buy order will be placed to maintain the balance of the call and sell orders ("the specified sell order number is replaced by a buy order").

[0049] Furthermore, the embodiment shown in Figure 6A also includes a selection function option 90, which includes three function options: "Three-stage execution", "Full-stage execution", and "AI intelligent execution". In other embodiments, some are presented as "Two-stage execution" and "Full-stage execution" options, which have the same meaning. These will be explained below in conjunction with Figure 6B.

[0050] The three function options, "Three-Stage Execution," "Full-Stage Execution," and "AI Intelligent Execution," are mutually exclusive and must be selected. The default can be the previous selection or "Three-Stage Execution." For example, if the buy-rights ratio of 42 quickly exceeds the set values ​​for all three stages (e.g., 3.0), then with "Three-Stage Execution" selected, the first balance monitoring and order setting module 26 will first execute the third-stage parameters (i.e., the parameters after 3....), then execute the second-stage parameters, and finally execute the first-stage parameters—this is the meaning of "phased execution." If "Full-Stage Execution" is selected, the first balance monitoring and order setting module 26 will execute all parameters from the first to the third stage—this is the literal meaning of "Full-Stage Execution." Significance: If "AI Intelligent Execution" is selected, only the first stage parameters will be executed, as shown in Figure 6B, that is, rapid balancing execution; then, the first balancing monitoring and order setting module 26 will automatically calculate the maximum number of orders required to pull back the values ​​of the first stage call-sell ratio balance value column 1 96-1 and call-sell ratio balance value column 2 96-2, based on the ratio of the two order numbers "1" and "0" corresponding to the order number setting column 80-1 and the order number setting column 80-2, and then place the order directly to achieve call-sell ratio balance. For example, if the required order book volume is 40 lots to bring the call option ratio of 42 back to the values ​​in the call option / sell option ratio balance column 1 (96-1) and the call option / sell option ratio balance column 2 (96-2), and the order book volume corresponding to the order book volume setting column 80-1 and the order book volume setting column 80-2 is "1" and "0", then the first balance monitoring and order setting module 26 will issue an order of 40 lots for the sell side "out-of-the-money ten levels" and an order of 0 lots for the buy side "out-of-the-money ten levels". If the order book volume corresponding to the order book volume setting column 80-1 and the order book volume setting column 80-2 is "3" and "1", then the first balance monitoring and order setting module 26 will issue an order of 30 lots for the sell side "out-of-the-money ten levels" and an order of 10 lots for the buy side "out-of-the-money ten levels", and so on.

[0051] Similarly, the other four balancing methods also have this selection option 90. Whether it is a two-stage or three-stage execution, the execution method is as described above, and will not be repeated hereafter.

[0052] The call / put ratio balancing method in Figure 6A is unique to this invention and is suitable for option traders who simultaneously hold large short positions on both the call and put sides. The embodiment in Figure 6A utilizes the technical concept of "balancing" by the ratio of the total points of the sold call options to the total points of the sold put options. In other words, for option traders who sell a large number of call or put options with various strike prices, since they have large positions on both the call and put sides, if they can lock the total call / put point ratio within a predetermined range, they can ensure that the entire selling position does not deviate from the predetermined range, and further reduce the overall settlement risk. The method of setting this ratio can be determined by the option trader themselves; they can set it to be more overbought, with a higher proportion of sold put options; they can set it to be more bearish, with a higher proportion of sold call options; or they can set it to be moderate, with the proportion of sold call and put options being close. This technique of allowing users to set their own risk balancing point is one of the unique technical features created by the inventor.

[0053] The embodiment shown in Figure 6A illustrates that, through actions such as clicking, entering data, and saving in the various program trading parameter fields of the first balance monitoring and order setting screen 60-3, the first balance monitoring and order setting module 26 can use the stored parameters to perform automated total points balance monitoring. Once the trigger condition is met, the task is handed over to the automatic order placement integration module 22 for total points balance order placement, until the buy option ratio 42 value calculated by the transaction data statistics module 24 returns to the set range, and then stops, until the next trigger. In other words, after the first balance monitoring and order setting screen 60-3 is set, saved, and executed, the first balance monitoring and order setting module 26 continuously compares, monitors, and transmits order instructions for the buy option ratio 42 value. Subsequently, the transaction results can be seen on the transaction information statistics screen 202, as described above.

[0054] Please refer to Figure 7A, which is a user interface diagram of the second balance monitoring and order setting interface of one embodiment of the present invention. It is the setting and ordering interface for the total Delta value balancing method of the rights issue. Compared with the embodiment in Figure 6A, the biggest difference in Figure 7A is that the second balance monitoring and order setting screen 60-4 provides two areas: a first area 100 for total Delta value balancing and a second area 102 for total Delta value balancing. The main difference in the parameter setting columns is: a first area 100-1 for total Delta value balancing, a second area 100-2 for total Delta value balancing, a first area 102-1 for total Delta value balancing, and a second area 102-2 for total Delta value balancing.

[0055] In Figure 7A, the second balance monitoring and order setting screen 60-4 includes a two-tiered total Delta value balance setting area 100, which contains two levels of total Delta value range setting fields. Specifically, the first level is the total Delta value balance setting field 100-1, and the second level is the total Delta value balance setting field 100-2, which is the execution setting when the value is "greater than"; the second level is the total Delta value balance setting area 102, which contains two levels of total Delta value range setting fields, namely, the first level is the total Delta value balance setting field 102-1, and the second level is the execution setting when the value is "less than". The value being compared is the total Delta 44 in the transaction information statistics screen 202 in Figure 3. In Figure 7A, the balance value setting column 100-1 for the total Delta value of call options is set to "-1", and the balance value setting column 100-2 for the total Delta value of call options is set to "-2"; the balance value setting column 102-1 for the total Delta value of call options is set to "-5", and the balance value setting column 102-2 for the total Delta value of call options is set to "-5". When this setting is executed, if the value of call option Delta 44 is greater than -1 or greater than -2, an automatic buy or sell order set in the first or second stage after the balance value setting column 100 for the total Delta value of call options will be executed until the value of call option Delta 44 returns to less than -1 or -2. If the value of call option Delta 44 is less than -5, an automatic buy or sell order set in the balance value setting column 102 for the total Delta value of call options will be executed until the value of call option Delta 44 returns to greater than -5. The parameter setting methods for automatic order placement following the total Delta value balancing setting area 100 and the total Delta value balancing setting area 2102 are the same as those in the embodiment of Figure 6A, and will not be described in detail here.

[0056] The call option total Delta balancing method shown in Figure 7A is unique to this invention and is suitable for option traders who have large short positions on both the call and put sides. The embodiment in Figure 7A utilizes the call option Delta 44 value for "balancing." In other words, for option traders selling a large number of call or put options with various strike prices, since they have large positions on both the call and put sides, locking the call option Delta 44 ratio within a pre-defined range ensures that the entire short position does not deviate from the pre-defined range, further reducing overall settlement risk. This user-defined risk balancing point is one of the inventor's unique technical features.

[0057] The embodiment in Figure 7A illustrates that, through actions such as clicking, entering data, and saving in the various program trading parameter fields of the second balance monitoring and order setting screen 60-4, the second balance monitoring and order setting module 28 can use the stored parameters to perform automated call option Delta balance monitoring. Once the trigger condition is met, the task is handed over to the automatic order placement integration module 22 to place a call option Delta balance order, until the call option Delta 44 value calculated by the transaction data statistics module 24 returns to the set range, and then stops, until the next trigger. In other words, after the second balance monitoring and order setting screen 60-4 is set, saved, and executed, the second balance monitoring and order setting module 28 continuously compares, monitors, and transmits call option Delta 44 values. Subsequently, the transaction results can be seen on the transaction information statistics screen 202, as described above.

[0058] Please refer to Figure 7B, which is a user interface diagram of the third balance monitoring and order setting interface of one embodiment of the present invention. It is the setting and ordering interface for the put option total Delta value balancing method. Compared with the embodiment in Figure 7A, the biggest difference in Figure 7B is that the third balance monitoring and order setting screen 60-5 provides put option total Delta value balancing setting area 104 and put option total Delta value balancing setting area 2106. The main difference in parameter setting columns is: put option total Delta value balancing value setting column 104-1, put option total Delta value balancing value setting column 2104-2, put option total Delta value balancing value setting column 106-1, and put option total Delta value balancing value setting column 2106-2. The setting functions of the put option total Delta value balancing setting area 104 and the put option total Delta value balancing setting area 206 are the same as those of the call option total Delta value balancing setting area 100 and the call option total Delta value balancing setting area 202 in Figure 7A. The only difference is that one is a call option and the other is a put option, which will not be elaborated further here.

[0059] The embodiment in Figure 7B illustrates that, through actions such as clicking, entering data, and saving in the various program trading parameter fields of the third balance monitoring and order setting screen 60-5, the third balance monitoring and order setting module 30 can use the stored parameters to perform automated put option Delta balance monitoring. Once the trigger condition is met, the data is transferred to the automatic order placement integration module 22 to place a put option Delta balance order, until the put option Delta 46 value calculated by the transaction data statistics module 24 returns to the set range, and then stops, until the next trigger. In other words, after the third balance monitoring and order setting screen 60-5 is set, saved, and executed, the third balance monitoring and order setting module 30 continuously compares, monitors, and transmits put option Delta 46 values. Subsequently, the transaction results can be seen on the transaction information statistics screen 202, as described above.

[0060] Please refer to Figure 8, which is a user interface diagram of the fourth balance monitoring and order setting interface of one embodiment of the present invention. It is the setting and ordering interface for the total Delta value balancing method. Compared with the embodiment in Figure 6A, the biggest difference in Figure 8 is that the fourth balance monitoring and order setting screen 60-6 provides a total Delta value balancing setting area 108, which includes three levels of total Delta value balancing intervals. The total Delta value is the total Delta 48 in the transaction information statistics screen 202 in Figure 3. In other words, the total Delta value balancing method is a risk control method that uses the balance of the total Delta 48 value, which is completely different from the risk control method in Figure 6A that uses the ratio of call options to put options. The main differences in the parameter settings in the Total Delta value balancing setting area 108 are: the first-level Total Delta value balancing setting bar 1 108-1 and the second-level Total Delta value balancing setting bar 2 108-2; and the second-level Total Delta value balancing setting bar 1 108-3 and the second-level Total Delta value balancing setting bar 2 108-4.

[0061] Taking Figure 8 as an example, the first-stage total Delta balance setting (section 108-1 and section 208-2) is set to "not between -2" and 2 respectively. When this setting is executed, if the total Delta 48 value is greater than 2 or less than -2, the subsequent automatic buy or sell orders will be executed until the total Delta 48 value returns to the range of -2 to 2. The second-stage total Delta balance setting (section 108-3 and section 208-4) is set to "not between -3" and 3 respectively. When this setting is executed, if the total Delta 48 value is greater than 3 or less than -3, the subsequent automatic buy or sell orders will be executed until the total Delta 48 value returns to the range of -3 to 3. The third stage is the same and will not be described further.

[0062] In addition, the embodiment in Figure 8 also includes a margin insufficient order setting column 85. This column is set so that when the margin balance is lower than its value (the value is 1,350,000 in the embodiment of Figure 6A), no sell order is placed, but instead a corresponding buy order is placed to maintain the balance of the total Delta value ("the specified number of sell orders is replaced by buy orders").

[0063] The total Delta balancing method in Figure 8 is unique to this invention and is suitable for option traders who have substantial short positions on both call and put options. The embodiment in Figure 8 utilizes the sum of the sold call option Delta 44 (total call option Delta value) and put option Delta 46 (total put option Delta value) to achieve a "balancing" effect, resulting in a total Delta 48. Since the total Delta 48 represents the index of the financial product, each 1-point increase affects the total index value of 40. Therefore, option traders can use the total Delta 48 value to determine whether the option product is experiencing a significant rise or fall and how to adjust their positions within this range. In other words, for option traders who sell a large number of call or put options with various strike prices, since they have large positions on both the call and put sides, if they can lock the total Delta 48 value within their own set range, they can ensure that the entire selling position will not deviate from the set range, and further reduce the overall settlement risk. This technology, which allows users to set their own risk balancing point, is one of the unique technical features created by the inventor.

[0064] The embodiment in Figure 8 illustrates that, through actions such as clicking, entering data, and saving in the various program transaction parameter fields of the fourth balance monitoring and order placement screen 60-6, the fourth balance monitoring and order placement setting module 32 can use the stored parameters to perform automated total Delta balance monitoring. Once the trigger condition is met, the task is handed over to the automatic order placement integration module 22 for total Delta balance order placement, until the total Delta 48 value calculated by the transaction data statistics module 24 returns to the set range, and then stops, until the next trigger. In other words, after the fourth balance monitoring and order placement screen 60-6 is set, saved, and executed, the fourth balance monitoring and order placement setting module 32 continuously compares, monitors, and transmits order instructions for the total Delta 48 value. Subsequently, the transaction results can be seen on the transaction information statistics screen 202, as described above.

[0065] In summary, the first balance monitoring and order setting module 26, the second balance monitoring and order setting module 28, the third balance monitoring and order setting module 30, and the fourth balance monitoring and order setting module 32 are all independent modules that can operate individually or in combination. However, since their triggering conditions are different, the computational demands on the processor 13 will be greater when more balance monitoring modules operate together.

[0066] Furthermore, the aforementioned automatic order placement integration module 22, first balance monitoring and order setting module 26, second balance monitoring and order setting module 28, third balance monitoring and order setting module 30, and fourth balance monitoring and order setting module 32 are all risk balance monitoring modules for the option. Each balance monitoring module has a corresponding start button; if not started, the parameters set for that corresponding module will not be executed.

[0067] Many options traders tend to operate by selling both call and put options. To reduce transaction costs and slippage, they generally prefer a two-sided naked sell approach in the initial stage of position building, with the optimal approach being the ROD naked sell trading model. However, this trading model has the highest margin requirements. If a buy-side combination order is used, the margin requirement becomes quite substantial, significantly limiting the number of contracts an options trader can sell. Previous techniques have advised options traders to operate using combination strategy orders. However, combination strategy orders are costly, have significant slippage, and are very inflexible, requiring orders to be placed one group at a time. Therefore, most options traders who choose combination strategy orders are unlikely to adjust their combinations. This causes significant inconvenience for large traders. To solve this problem, this invention, under the goal of multi-contract trading, when multiple groups of one-sided naked sell orders are executed, utilizes the automatic margin recovery function of this invention. Based on set conditions, the program automatically recovers the margin to ensure sufficient margin, allowing the seller to increase the number of contracts.

[0068] Next, please refer to Figure 9A, which is a user interface diagram of the first margin recovery function in one embodiment of the present invention. The first margin recovery setting screen 60-7 provides several parameter setting fields: buy option points setting field 110-1, buy put option points setting field 110-2, selection box 112-1, total limit field 112-2, margin recovery start amount setting field 120, buy option put option lot difference limit field 112-3, smart order selection field 112-4, etc., which are special parameter setting fields in this embodiment. The remaining fields, such as the dynamic automatic price adjustment setting field 64, order lot number setting field 80, automatic order time interval setting field 66, automatic recovery time interval setting field 68, and automatic recovery time start setting field 68-1, are the same as the aforementioned functions and will not be described again. The margin recovery activation setting field 120 defines the minimum margin amount at which the first margin recovery function module 34 will begin executing buy actions based on the set values ​​in the call option points setting field 110-1, the buy put option points setting field 110-2, the dynamic automatic price adjustment setting field 64, and the order quantity setting field 80. Once the aforementioned call or put options are purchased, the first margin recovery function module 34 will automatically perform order combination, combining the sold positions with the purchased positions under this function in a margin-optimized manner. That is, it combines the original sell orders with the executed buy orders set in the call option points setting field 110-1 and the buy put option points setting field 110-2 to form a combined order, thereby recovering the margin. Furthermore, the selection box 112-1 determines whether to execute the buy call or put option, and the total quantity limit field 112-2 restricts the purchase of options with excessively low strike prices in the entire market, preventing purchases due to insufficient market supply.

[0069] In addition, the call-sell difference setting column 112-3 is a restriction function option. Its setting means that when the difference between the number of buy and sell orders of call options 210-1 and the number of sell and sell orders of put options 210-2 in the buy-sell difference statistics screen 210 is less than the setting value of the call-sell difference setting column 112-3, both call and put options are bought at the same time; otherwise, the buy action is executed according to whether to execute the buy call option or buy put option as determined by the selection box 112-1.

[0070] Among them, the smart order selection bar 112-4 is the fourth "priority execution function option" provided by this invention. That is, the smart order function option, the basic function option corresponding to it is to "execute both" the buy call option and buy put option settings corresponding to the buy call option point setting bar 110-1 and buy put option point setting bar 110-2. Priority is given to executing the two with the largest difference: "difference between the sell and buy entry points of the call option 210-1" and "difference between the sell and buy entry points of the put option 210-2". In other words, once the option trader selects the smart order function option, the original method of margin recovery through buying call options and buying put options is suspended, and one of them, namely buying call options or buying put options, is used instead, as described above.

[0071] The embodiment shown in Figure 9A illustrates that the present invention can automatically perform program trading for margin recovery by clicking, entering data, and saving the various program trading parameter fields on the first margin recovery setting screen 60-7. In this embodiment, the "points" of call or put options are used as the condition for buying. After buying, the transaction results can be seen on the transaction information statistics screen 202, as described above.

[0072] Please refer to Figure 9B, which is a user interface diagram of the second margin recovery function in one embodiment of the present invention. Compared with Figure 9A, which uses the "points" of call or put options as the main condition for margin recovery, the embodiment in Figure 9B uses the buy tier as the condition for buying. Generally speaking, the more out-of-the-money tiers, the lower the points. Therefore, margin recovery can be performed by selecting the tier. The second margin recovery screen 60-8 provides several parameter setting fields: buy / sell tier setting field 70, selection box 112-1, total limit field 112-2, margin recovery start amount setting field 120, call / sell option lot difference limit field 112-3, etc., which are special parameter setting fields of this embodiment; the remaining dynamic automatic price adjustment setting field 64, order lot number setting field 80, automatic order placement time interval setting field 66, automatic recovery time interval setting field 68, automatic recovery time start setting field 68-1, etc., have the same functions as described above and will not be described again. The margin recovery activation setting field 120 defines the minimum margin amount required before the second margin recovery module 35 will begin placing buy orders using the value of the buy / sell price setting field 70 corresponding to the buy / sell options. Simultaneously, it will perform buy actions based on the dynamic automatic adjustment price setting field 64 and the order quantity setting field 80 corresponding to the buy / sell options. Once the aforementioned buy / sell options are purchased, the second margin recovery module 35 will automatically combine the sold positions with the purchased positions in a margin-optimized manner. That is, it combines the original sell orders with the executed buy orders set in the buy / sell price setting field 70 to form a combined order, thereby recovering the margin. Furthermore, the selection box 112-1 determines whether to execute buy / sell options, and the total quantity limit field 112-2 restricts the purchase of orders with excessively low strike prices in the entire market, preventing purchases due to insufficient market supply.

[0073] The embodiment shown in Figure 9B illustrates that the present invention can automatically perform program trading for margin recovery by clicking, entering data, and saving the various program trading parameter fields on the second margin recovery screen 60-8. In this embodiment, the "strike price" (striking price) of a call or put option is used as the condition for buying. After buying, the transaction result can be seen on the transaction information statistics screen 202, as described above.

[0074] Next, please refer to Figure 9C, which is an integrated embodiment of the embodiments in Figures 9A and 9B. In the embodiment of Figure 9C, the second margin recovery screen 60-10 includes the technical features of the call option points setting column 110-1 and the put option points setting column 110-2 in Figure 9A, as well as the buy / sell order setting column 70 in Figure 9B. Furthermore, the buy / sell order setting column 70 in Figure 9B is adjusted to the buy order setting columns 79-1, 79-2, 79-3, and 79-4 in Figure 9C, as shown in Figure 9D. In other words, the embodiment of Figure 9C will have the functions of both Figures 9A and 9B. Furthermore, in the embodiment shown in Figure 9C, multiple call option point setting columns have been added (the example shows more than 5 columns, such as call option point setting column 110-1, call option point setting column 110-3, call put option point setting column 110-2, call put option point setting column 110-4, etc.), while Figure 9A provides one column for call options and one column for put options. The buy level setting column provides settings such as "same level as the main side", "in-the-money x levels", and "out-of-the-money x levels", allowing options traders to choose.

[0075] The parameter setting fields and their corresponding functions for each functional module screen have been explained above. Next, the functional combinations and execution flow of this invention in various application scenarios will be described using a process concept.

[0076] Please refer to Figure 10A, which is a flowchart of a method for automatically placing and then withdrawing orders in an automated options trading program according to one embodiment of the present invention. Please also refer to the embodiments in Figures 1, 2, 3, 4, and 5A-5C.

[0077] Step S101: The application connects to a securities and futures company server and, after logging in, generates a user interface to be displayed on a screen. The processor 13 in the device 10 with optional automated trading program receives instructions from the application 16 and executes the application 16 stored in memory 14. The program trading connection module 18 in the application 16 (which has a built-in application interface API of the securities and futures company server 900) reads the user account, password, credentials, etc., from memory 14, connects with the communication module 902 of the securities and futures company server 900, and performs the account login operation. Simultaneously with the login, the screen interface generation module 20 generates a user interface 15 on screen 11. The user interface 15 includes an account information screen 200, a transaction information statistics screen 202, a financial product real-time information screen 204, a program trading parameter screen 206, and a manual order placement screen 208, etc. Each screen has multiple settings fields for automated trading of options programs.

[0078] Step S102: Receive an option product selection instruction from the user interface. The automatic order placement module 22 monitors the operation of the account information screen 200. When the user selects an option product, a product code is generated. After the user presses the save button, the code is sent to the securities and futures company server 900 to download the real-time price information corresponding to the product code.

[0079] Step S103: Receive multiple options position-building strategy instructions transmitted from the user interface operation, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order interval, number of orders, and retracement interval. The automatic order integration module 22 monitors the operation of the account information screen 200. The user sets the options order through the various setting columns of the manual order screen 208, fancy order method parameter setting screen 60-9, call option total points control parameter setting screen 60-1, or put option total points control parameter setting screen 60-2, etc. After pressing save, it will be stored in memory 14.

[0080] Step S104: Execute the option position-building strategy instruction, place orders with the securities and futures company server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company server. When the user presses execute, the automatic order placement integration module 22 begins to execute the various order parameters and automatically places orders with the securities and futures company server 900. The parameters of the dynamic self-adjusting order price are defined by the dynamic automatic adjustment price setting column 64 set in the screen of each functional module.

[0081] Step S105: Execute the option position-building strategy instruction. When the automatic order placement time interval expires, an automatic order will be generated. If the order is not executed when the chase time interval expires, it will be cancelled. The parameters of the automatic order placement time interval and the chase time interval for each order are defined by the automatic order placement time interval setting column 66 and the automatic chase time interval setting column 68 set in the respective function module screen.

[0082] Step S106: The adjustable strike price is a dynamic strike price. Based on the current market conditions, the dynamic strike price is dynamically adjusted and then used as the strike price for the automatic order. In addition to the manual order placement screen 208 and the fancy order placement parameter setting screen 60-9, the adjustable strike price for each order is defined by the buy / sell price setting column 70 in the buy option total points control parameter setting screen 60-1 or put option total points control parameter setting screen 60-2.

[0083] Step S107: Automatic order placement continues until the margin is insufficient, then the automatic order placement strategy is adjusted. The automatic order placement module 22 automatically places orders according to the aforementioned settings for automated program trading. When the margin is insufficient, the order placement strategy is adjusted.

[0084] Step S108: Calculate the transaction results, generate parameters such as the total points of the sold call options, the total points of the sold put options, the call option ratio, and the total Delta value, and display them on the user interface. Corresponding transaction information is also generated in the T-shaped quote section of the user interface. After the automatic order placement and integration module 22 places an order, the transaction data statistics module 24 receives the transaction report returned by the securities and futures company server 900 and performs transaction data statistics. The statistical results are then displayed on the transaction information statistics screen 202 and the financial product real-time information screen 204 in the user interface 15.

[0085] When executing the parameter settings on screen 60-1 (total points control parameter setting screen for call options) or screen 60-2 (total points control parameter setting screen for put options), the automatic order placement module 22 monitors the "less than" and "greater than" trigger conditions set in the corresponding first trigger condition area 74 and second trigger condition area 76 for total points of call options, and the first trigger condition area 92 and second trigger condition area 94 for total points of put options, comparing whether they meet the conditions of the data generated by the transaction data statistics module 24. If the trigger conditions are met, the corresponding buy or sell order is executed, or the order placement process is stopped.

[0086] Among the aforementioned triggering conditions is a set value for insufficient margin balance. When the margin balance is less than the set value, the order will be stopped.

[0087] Please refer to Figure 10B, which is a flowchart of a method for building a first balance monitoring and order placement function in an automated options trading program according to one embodiment of the present invention. It is a method for balancing and monitoring the buy-sell ratio after options are established. Please also refer to Figures 1, 2, 3, and 6A and their descriptions.

[0088] Step S111: The application connects to a securities and futures company server and logs in, generating a user interface to be displayed on a screen. Same as step S101.

[0089] Step S112: Receive a product selection instruction transmitted from the user interface operation. Same as step S102.

[0090] Step S113: Receive multiple options position-building strategy instructions transmitted from the user interface, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order placement time interval, number of orders, and retracement time interval. Same as step S103.

[0091] Step S114: Receive and store the first balance monitoring and order setting parameters transmitted from the user interface operation, including at least a first call-to-sell ratio balance value one, a first call-to-sell ratio balance value two, and a first balance trading parameter. That is, in the call-to-sell ratio balance setting area 96 of Figure 6A, the first-level call-to-sell ratio balance value column one 96-1, the second-level call-to-sell ratio balance value column two 96-2 (first call-to-sell ratio balance value one, first call-to-sell ratio balance value two), the second-level call-to-sell ratio balance value column one 96-3, the second-level call-to-sell ratio balance value column two 96-4 (second call-to-sell ratio balance value one, second call-to-sell ratio balance value two), etc. The first balance trading parameter is the trading parameter set after each level in the call-to-sell ratio balance setting area 96.

[0092] Step S115: Execute the option position-building strategy instruction, place orders with the securities and futures company's server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company's server. Same as step S104.

[0093] Step S116: Calculate the transaction results, generate parameters such as the total number of call options sold, the total number of put options sold, the call option ratio, and the total Delta value, and display them on the user interface. Also generate the corresponding transaction information in the T-shaped quote section of the user interface. Same as step S108.

[0094] Step S117: Based on the first balance monitoring and order setting parameters, monitor whether the call option ratio exceeds the range of the first call-to-sell ratio balance value one and the second call-to-sell ratio balance value two. If it exceeds, place an order according to the first buy and sell parameters until the call option ratio does not exceed. The first balance monitoring and order setting module 26 compares the call option ratio value (the value of call option ratio 42) according to the parameters in step S114. When the call option ratio value exceeds the set values ​​of the call-to-sell ratio balance value column one 96-1, the call-to-sell ratio balance value column two 96-2, the second-order call-to-sell ratio balance value column one 96-3, the call-to-sell ratio balance value column two 96-4, etc., the automatic order placement integration module 22 executes the subsequently defined buy and sell parameters to buy or sell.

[0095] Step S118: Receive and store the margin insufficient order setting parameters transmitted by the user interface operation. When the margin balance is insufficient, replace the specified sell order number with buy orders until the buy order ratio does not exceed the setting value in step S117. The first balance monitoring and order setting module 26 monitors the parameter setting value and the buy order ratio 42 value. If the conditions are met, the automatic order integration module 22 switches to buy orders to balance the buy order ratio.

[0096] Please refer to Figure 10C, which is a flowchart of a method for building a second balance monitoring and order placement function in an automated options trading program according to one embodiment of the present invention. It is a method for balancing and monitoring the total Delta value of buy options after the option position is established. Please also refer to Figures 1, 2, 3, and 7A and their descriptions.

[0097] Step S121: The application connects to a securities and futures company server, and after logging in, a user interface is generated and displayed on a screen. Same as step S101.

[0098] Step S122: Receive a product selection instruction transmitted from the user interface operation. Same as step S102.

[0099] Step S123: Receive multiple options position-building strategy instructions transmitted from the user interface, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order placement time interval, order number, and retracement time interval. Same as step S103.

[0100] Step S124: Receive and store the second balance monitoring and order setting parameters transmitted by the user interface operation, including at least a first total Delta balance value 1, a first total Delta balance value 2, and a first balance trading parameter. Specifically, this refers to the first-stage total Delta balance value setting column 100-1 and the second-stage total Delta balance value setting column 100-2 in the total Delta balance value setting area 100 of Figure 7A, and the first-stage total Delta balance value setting column 102-1 and the second-stage total Delta balance value setting column 102-2 in the total Delta balance value setting area 2102. The first balance trading parameter is the trading parameter set after each stage in the total Delta balance value setting area 100 and the total Delta balance value setting area 2102.

[0101] Step S125: Execute the option position-building strategy instruction, place orders with the securities and futures company's server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company's server. Same as step S104.

[0102] Step S126: Calculate the transaction results, generate parameters such as the total points of the call options sold, the total points of the put options sold, the call option ratio, the total Delta value of the call options, the total Delta value of the put options, and the total Delta value, and display them on the user interface. Also generate the corresponding transaction information in the T-shaped quote section of the user interface. Same as step S108.

[0103] Step S127: Based on the second balance monitoring and order setting parameters, monitor whether the total Delta value of the call option exceeds the range of the first total Delta balance value one and the first total Delta balance value two. If it exceeds, place an order according to the first buy and sell parameters until the total Delta value of the call option does not exceed. The second balance monitoring and order setting module 28 compares the total Delta value of the call option (the value of call option Delta 44) according to the parameters in step S124. When the total Delta value of the call option exceeds the set values ​​of the first balance value setting column 100-1, the second balance value setting column 200-2, the first balance value setting column 102-1, the second balance value setting column 202-2, etc., the automatic order placement integration module 22 executes the buy and sell parameters defined later to buy or sell.

[0104] Step S128: Receive and store the margin insufficient order setting parameters transmitted from the user interface operation. When the margin balance is insufficient, replace the specified sell order number with buy orders until the buy order ratio does not exceed the setting value in step S127. The second balance monitoring and order setting module 28 monitors the parameter setting value and the calculated value of the total Delta value of the buy orders. If the conditions are met, the automatic order integration module 22 switches to buy orders to balance the total Delta of the buy orders.

[0105] Please refer to Figure 10D, which is a flowchart of a method for the built-in third balance monitoring and order placement function in an automatic options trading program according to one embodiment of the present invention. It is a method for balancing and monitoring the total Delta value of put options after the option position is established. Please also refer to Figures 1, 2, 3, and 7B and their descriptions.

[0106] Step S131: The application connects to a securities and futures company server and, after logging in, generates a user interface to be displayed on a screen. Same as step S101.

[0107] Step S132: Receive a product selection instruction transmitted from the user interface operation. Same as step S102.

[0108] Step S133: Receive multiple options position-building strategy instructions transmitted from the user interface, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order placement time interval, order number, and retracement time interval. Same as step S103.

[0109] Step S134: Receive and store the second balance monitoring and order setting parameters transmitted by the user interface operation, including at least a first total put option Delta balance value one, a second total put option Delta balance value two, and a first balance trading parameter. Specifically, this refers to the first-stage total put option Delta balance value setting column 104-1 and the second-stage total put option Delta balance value setting column 204-2 in the total put option Delta balance value setting area 104 of Figure 7B, and the first-stage total put option Delta balance value setting column 106-1 and the second-stage total put option Delta balance value setting column 206-2 in the total put option Delta balance value setting area 206. The first balance trading parameter is the trading parameter set after each stage in the total put option Delta balance value setting area 104 and the total put option Delta balance value setting area 206.

[0110] Step S135: Execute the option position-building strategy instruction, place orders with the securities and futures company's server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company's server. Same as step S104.

[0111] Step S136: Calculate the transaction results, generate parameters such as the total points of the call options sold, the total points of the put options sold, the call option ratio, the total Delta value of the call options, the total Delta value of the put options, and the total Delta value, and display them on the user interface. Also generate the corresponding transaction information in the T-shaped quote section of the user interface. Same as step S108.

[0112] Step S137: Based on the second balance monitoring and order setting parameters, monitor whether the total Delta value of the call option exceeds the range of the first total Delta balance value and the second total Delta balance value of the put option. If it exceeds, place an order based on the first buy and sell parameters until the total Delta value of the put option does not exceed. The third balance monitoring and order setting module 30 compares the total Delta value of the put option (the value of put option Delta 46) with the parameters in step S134. When the value of put option Delta 46 exceeds the set values ​​of put option total Delta value balance value setting column 1 104-1, put option total Delta value balance value setting column 2 104-2, put option total Delta value balance value setting column 1 106-1, and the second-order put option total Delta value balance value setting column 2 106-2, the automatic order placement integration module 22 executes the buy and sell parameters defined later to buy or sell.

[0113] Step S138: Receive and store the margin insufficient order setting parameters transmitted from the user interface operation. When the margin balance is insufficient, replace the specified number of sell orders with buy orders until the buy order ratio does not exceed the setting value in step S137. The third balance monitoring and order setting module 30 monitors the parameter setting value and the calculated value of the total put option Delta. If the conditions are met, the automatic order integration module 22 switches to buy orders to balance the total put option Delta.

[0114] Please refer to Figure 10E, which is a flowchart of a method for integrating the fourth balance monitoring and order placement function in an automated options trading program according to one embodiment of the present invention. It is a method for balancing and monitoring the total Delta value after order placement. Please also refer to Figures 1, 2, 3, and 8 and their descriptions.

[0115] Step S141: The application connects to a securities and futures company server and, after logging in, generates a user interface to be displayed on a screen. Same as step S101.

[0116] Step S142: Receive a product selection instruction from the user interface. Same as step S102.

[0117] Step S143: Receive multiple options position-building strategy instructions transmitted from the user interface, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order placement time interval, order number, and retracement time interval. Same as step S103.

[0118] Step S144: Receive and store the fourth balance monitoring and order setting parameters transmitted by the user interface operation, including at least a first total Delta balance value one, a first total Delta balance value two, and a first balance trading parameter. That is, in the total Delta value balance setting area 108 of Figure 8, the first-level total Delta value balance setting column one 108-1, total Delta value balance setting column two 108-2, and the second-level total Delta value balance setting column one 108-3, total Delta value balance setting column two 108-4, etc. The first balance trading parameter is the trading parameter set after each level in the total Delta value balance setting area 108.

[0119] Step S145: Execute the option position-building strategy instruction, place orders with the securities and futures company's server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company's server. Same as step S104.

[0120] Step S146: Calculate the transaction results, generating parameters such as the total number of call options sold, the total number of put options sold, the call option ratio, the total Delta value of call options, the total Delta value of put options, the difference between the number of sell and buy orders for call options, and the difference between the number of sell and buy orders for put options. Display these parameters on the user interface and generate corresponding transaction information in the T-shaped quote section of the user interface. Same as step S108.

[0121] Step S147: Based on the fourth balance monitoring and order setting parameters, monitor whether the total Delta value exceeds the range of the first total Delta balance value one and the first total Delta balance value two. If it exceeds, place an order according to the first buy / sell parameters until the total Delta value does not exceed. The fourth balance monitoring and order setting module 32 compares the total Delta value (the value of total Delta 48) according to the parameters in step S144. When the total Delta value exceeds the setting values ​​of the first-stage total Delta value balance setting column one 108-1, the second-stage total Delta value balance setting column two 108-2, the first-stage total Delta value balance setting column one 108-3, the second-stage total Delta value balance setting column two 108-4, etc., the automatic order placement integration module 22 executes the subsequently defined buy / sell parameters to buy or sell.

[0122] Step S148: Receive and store the margin insufficient order setting parameters transmitted from the user interface operation. When the margin balance is insufficient, replace the specified sell order number with buy orders until the buy order ratio does not exceed the setting value in step S147. The fourth balance monitoring and order setting module 32 monitors the parameter setting value and the calculated value of the total Delta value. If the conditions are met, the automatic order integration module 22 switches to buy orders to balance the total Delta value.

[0123] Please refer to Figure 10F, which is a flowchart of a method for a built-in margin recovery function in an automatic options trading program according to one embodiment of the present invention. Please also refer to Figures 1, 2, 3, 9A, and 9B.

[0124] Step S151: The application connects to a securities and futures company server and, after logging in, generates a user interface to be displayed on a screen. Same as step S101.

[0125] Step S152: Receive a product selection instruction transmitted from the user interface operation. Same as step S102.

[0126] Step S153: Receive multiple options position-building strategy instructions transmitted from the user interface, including multiple buy or sell orders placed automatically, all of which include call or put options, adjustable strike price, dynamically adjustable order price, order quantity, automatic order placement time interval, number of orders, and retracement time interval. Same as step S103.

[0127] Step S154: Receive and store the margin recovery setting parameters transmitted by the user interface operation, including at least one margin recovery start amount and at least one buy order setting value. That is, the margin recovery start amount setting column 120 in Figure 9A, and the corresponding buy order setting values: buy option points setting column 110-1, buy put option points setting column 110-2, dynamic automatic price adjustment setting column 64, order volume setting column 80, automatic order placement time interval setting column 66, automatic recovery time interval setting column 68, etc.; the margin recovery start amount setting column 120 in Figure 9B, and the corresponding buy order setting values: buy / sell price level setting column 70, dynamic automatic price adjustment setting column 64, order volume setting column 80, automatic order placement time interval setting column 66, automatic recovery time interval setting column 68, etc.

[0128] Step S155: Execute the option position-building strategy instruction, place orders with the securities and futures company's server according to the automatic order placement time interval, calculate the corresponding order price based on the dynamic self-adjusting order price in each buy or sell order, generate an automatic order, and then submit the automatic order to the securities and futures company's server. Same as step S104.

[0129] Step S156: Calculate the transaction results and generate parameters such as the total number of call options sold, the total number of put options sold, the call option ratio, the total Delta value of call options, the total Delta value of put options, the total Delta value, the difference between the number of sell and buy orders for call options, and the difference between the number of sell and buy orders for put options. Display these parameters on the user interface and generate corresponding transaction information in the T-shaped quote section of the user interface.

[0130] Step S157: Based on the margin recovery setting parameters, monitor whether the margin balance is lower than the margin recovery trigger amount. If it is lower, place an order according to the buy order setting value until the margin balance is higher than the margin recovery trigger amount. The first margin recovery function module 34 or the second margin recovery function module 35 compares the margin balance according to the parameters in step S154. If it is lower, the automatic order placement integration module 22 executes the parameters defined by the buy order setting value to make a purchase.

[0131] The purchase level selection can be either the setting mode shown in Figure 9A or Figure 9B, namely: 1. Based on the point setting, i.e., the setting values ​​of the buy option point setting column 110-1 and the buy put option point setting column 110-2, and buy when the point is greater than the set value; 2. Based on the level setting, i.e., the buy / sell level setting column 70, and buy directly according to the set level.

[0132] As can be seen from the above embodiments, the application scenario is based on the mode where the option program trader executes the program on their own computer. Those skilled in the art will understand that the technical content of this invention can also be directly applied to the servers of securities and futures brokers or software development companies. In other words, the "securities and futures server" in the above embodiments becomes a securities exchange server (the program is installed on the securities and futures broker's server). In this type of application scenario, if the fully automated artificial intelligence option double-selling balancing trading program of this invention is installed on the servers of securities and futures brokers or software development companies, the option trader can connect to their web server via computer and place orders directly with the relevant entity, such as the Taiwan Stock Exchange, through the securities and futures broker's server or the software development company's server. In this application scenario, there is no need to install an application programming interface (API); by logging in with account passwords, credentials, etc., through the web server, the program can automatically trade using the securities and futures broker's server or the software development company's server. In other words, using the technical content of this invention, securities and futures companies or software development companies can provide option program trading services. If it is a software development company's server, it also needs to be connected to a securities and futures company's server. This connection method is part of prior art and will not be elaborated upon here. Therefore, the "device with a fully automated artificial intelligence options double-sell balancing trading program" referred to in this invention can be a personal computer, or a securities and futures company's server, or a software development company's server. Here, the "server" in this invention can be a securities and futures company's server, a software development company's server, or a stock exchange's server, depending on where the fully automated artificial intelligence options double-sell balancing trading program of this invention is installed.

[0133] As can be seen from the above embodiments, the present invention utilizes various technical features to achieve the following different objectives and attain different special technical effects: 1. Interface-based setting of program trading parameters for options: Through the technology of the program trading parameter screen 206, the present invention allows various order placement modes to easily complete the setting of program trading parameters through various trading parameter setting screens by selection and input, achieving the special technical effect of completing program trading design through an interface without writing programs; 2. Automatic adjustment of option order price setting: Designed with a "dynamic automatic adjustment price setting bar" selection method, users can select the automatically generated price based on the concept of successful execution probability, achieving the special technical effect of flexible and automated price generation; 3. Automatic balancing after large-scale option position building, reducing risk: The present invention uses parameter settings from various different balancing monitoring modes... 4. Automatically recovers margin after a large number of sell orders are placed: This invention automatically buys the set call or put options when the margin falls below the set value through the setting of margin recovery parameters, thereby recovering the margin and optimizing investment funds; 5. Achieves fully automated AI-powered double-sell balancing trading of options, which is one of the main objectives of this invention. Through the aforementioned parameter settings, the fully automated AI-powered double-sell balancing trading program of this invention can automatically establish a double-sell multi-position strategy position after the automatic trading parameters are set through various settings screens. Through various balancing parameters, margin recovery and other mechanisms, it achieves the special technical effect of fully automated trading, fully automated risk control, and option program trading without user intervention.

[0134] As can be understood from the various embodiments of the present invention, program instructions executed by a computer can execute the various functional blocks and combinations thereof in the function block diagram, as well as the various steps in each embodiment. By providing the various program instructions to the processor for execution, the effect of hardware and software collaboration can be achieved. Thus, when the program instructions are executed on the processor, the actions or technical effects specified in the flowchart and function blocks will be produced. Furthermore, without departing from the scope or spirit of the present invention, one or more function blocks or different combinations of function blocks in the flowchart can be performed simultaneously with other flowcharts or function blocks, or in a different order than that written in the specification.

[0135] Although the technical content of the present invention has been disclosed above with reference to preferred embodiments, it is not intended to limit the present invention. Any modifications and refinements made by those skilled in the art without departing from the spirit of the present invention should be included within the scope of the present invention. Therefore, the scope of protection of the present invention shall be determined by the appended claims.

[0136] 10: Devices with Automated Trading Programs with Options 11: Screen 12: Communication Module 13: Processor 14: Memory 15: User Interface 16: Applications 18: Program Trading Module 20: Screen Interface Generation Module 22: Automatic order placement integration module 24: Transaction Data Statistics Module 26: First Balance Monitoring and Order Setting Module 28: Second Balance Monitoring and Order Setting Module 30: Third Balance Monitoring and Order Setting Module 32: Fourth Balance Monitoring and Order Setting Module 34: First Margin Recovery Function Module 35: Second Margin Recovery Function Module 36: Option Points 38: put points 42: Option Purchase Ratio 44: Delta (Buy Option) 46: Delta (Put Option) 48: Total Delta 50: Available margin 54:points 56: Total Delta Points 58: Number of mouths 60: Program Trading Parameter Setting Screen 60-1: Option Total Points Control Parameter Setting Screen 60-2: Screen for setting parameters of total put option points control. 60-3: First Balance Monitoring and Order Setting Screen 60-4: Second Balance Monitoring and Order Setting Screen 60-5: Third Balance Monitoring and Order Setting Screen 60-6: Fourth Balance Monitoring and Order Parameter Screen 60-7: First Margin Recovery Settings Screen 60-8: Second Margin Recovery Settings Screen 60-9: Fancy Order Placement Method Parameter Setting Screen 60-10: Second margin recovery screen 62: Parameter storage key 64: Dynamic automatic price adjustment setting bar 66: Automatic order placement time interval setting bar 68: Automatic Retrieval Time Interval Setting Panel 68-1: Automatic Time Recovery Startup Settings 69-1: Trading Rights Parameter Setting Section 69-2: Performance Price Setting Section 69-3: Buy / Sell Settings 69-4: Automatic Order Count Setting Section 70: Buy / Sell Price Setting Bar 74: First trigger condition zone for total call option points 74-1: First trigger condition for total points of call options 74-2: First trigger condition for total points of call options 76: Second trigger condition zone for total points of call options 76-1: Second trigger condition for total points of call options 76-2, Second Trigger Condition for Total Points of Buy Options 78: Buy / Sell Instructions Bar 79-1~79-4: Buy-in price level setting bar 80: Entrance Number Setting Column 80-1: Delegation Quantity Setting Column 80-2: Entrance Number Setting Column 82: Sell Points Condition Setting Section 83: Priority liquidation price selection box 84: Insufficient Margin Trigger Condition Setting Section 85: Insufficient margin - Change order settings 86: Explanation of the condition that the number of call options is greater than the number of put options 87: Select the next compound order 88: Margin Trigger Condition Activation Options 90: Stage Execution Selection Key 92: First trigger condition zone for total put option points 92-1: First trigger condition for total put option points 92-2: First trigger condition for total put option points 94: Second trigger condition zone for total put option points 94-1: Second trigger condition for total put option points 94-2: Second trigger condition for total put option points 96: Area for setting the balance between call and put options 96-1: Call / Put Ratio Balance Value Column 1 96-2: Call-Put Ratio Balance Value Column Two 96-3: Call / Put Ratio Balance Value Column 1 96-4: Call-Put Ratio Balance Value Column Two 98-1: Intelligent Gear Shift Point Setting 1 98-2: Intelligent Gear Shift Point Setting II 98-3: Intelligent shifting maximum number of openings setting bar 100: Total Delta Value Balancing Setting Area for Buy Options 100-1: Total Delta Value Balancing Value Setting Column 1 for Buy Options 100-2: Total Delta Value Balancing Value Setting Section Two for Buy Options 102: Total Delta Value Balancing Setting Zone Two for Call Options 102-1: Total Delta Value Balancing Value Setting Section 1 for Buy Options 102-2: Set the total Delta value of call options (section two) 104: Total Delta Value Balancing Setting Area for Put Options 104-1: Put Option Total Delta Value Balance Setting Column 1 104-2: Put Option Total Delta Value Balancing Value Setting Column Two 106: Total Delta Value Balancing Setting Area II for Put Options 106-1: Put Option Total Delta Value Balance Setting Column 1 106-2: Put Option Total Delta Value Balancing Value Setting Column Two 108: Total Delta value balancing setting area 108-1: Total Delta Value Balance Setting Section 1 108-2: Total Delta Value Balancing Setting Section Two 108-3: Total Delta Value Balancing Setting Section 1 108-4: Total Delta Value Balancing Setting Section Two 110-1: Buy / Sell Options Points Setting Section 110-2: Buy / Sell Option Points Setting Section 110-3: Option Points Setting Section 110-4: Buy / Sell Option Points Setting Section 112-1: Selection Box 112-2: Total Quantity Limit Column 112-3: Difference in the number of call and put options 112-4: Smart Order Selection Bar 120: Margin Recovery Start-up Amount Setting Section 200: Account Information Screen 202: Transaction Information Statistics Screen 204: Real-time financial product information screen 206: Program Trading Parameter Screen 208: Manual order placement screen 210: Screen showing statistics on the number of buy and sell orders and their differences 210-1: Difference between the number of sell and buy orders for call options 210-2: Difference between the number of sell orders and the number of buy orders for put options 900: Securities and Futures Company Server 902: Communication Module 903: Processor 904: Memory

Claims

1. A device with a fully automated AI-powered weighted double-selling balancing trading program, comprising a memory and a screen, and connected to a server, including: a communication module for establishing an Internet connection; a program trading connection module; and a screen interface generation module for generating a user interface on the screen, the user interface including at least an account information screen, a transaction information statistics screen, and a program trading parameter screen, the program trading parameter screen including at least one program trading parameter setting screen, wherein... The account information screen displays an options product, and one of the program trading parameter settings screens includes a call / sell ratio balancing setting area, which further includes: a first call / sell ratio balancing value column 1, a first call / sell ratio balancing value column 2, a first buy / sell price setting column, a first dynamic automatic price adjustment setting column, a first order quantity setting column, and a first automatic order placement time interval setting column; a transaction data statistics module, which receives multiple sets of transaction reports returned by the server after multiple orders are placed and executed, counts multiple transaction information from these transaction reports, and calculates at least the total number of call points sold, the total number of put points sold, and the proportion of call points sold; a call / sell ratio balancing module, used to read the call ratio and compare it with the values ​​of the first call / sell ratio balancing value column 1 and the first call / sell ratio balancing value column 2. If the call ratio is between the two, no action is taken; if the call ratio exceeds the first call / sell ratio balancing value column 2, no action is taken. The range defined by the values ​​in the first call-to-sell ratio balance value column 1 and the second call-to-sell ratio balance value column 2 is then transmitted to an automatic order placement module based on the setting parameters in the first buy / sell level setting column, the first dynamic automatic price adjustment setting column, the first order quantity setting column, and the first automatic order placement time interval setting column to place these orders. The automatic order placement module is used to place these orders to the server and, in the call-to-sell ratio balance module, to place the orders in the call-to-sell ratio balance value column. When the ratio exceeds the range defined by the values ​​in the first call-to-sell ratio balance column one and the second call-to-sell ratio balance column two, the orders transmitted are placed to the server; the memory is used to store an application program, the application program including the program trading connection module, the screen interface generation module, the call-to-sell ratio balance module, the automatic order placement integration module and the transaction data statistics module; and one or more processors connected to the memory and the screen and executing the application program.

2. The apparatus for a fully automated AI-powered double-sell balancing trading program as described in claim 1, wherein the first dynamic automatic price setting column is used to set an order price for each of the individual orders, including at least an immediate execution price, a fixed price, a middle-easy price, and a middle-difficult price.

3. The device with a fully automated AI-powered option double-selling balancing trading program as described in claim 2 further comprises: calculating the current corresponding price of the immediate execution price, the fixed price, the intermediate easy price, and the intermediate difficult price for the orders set in the program's trading parameter setting screen, based on an instant quote for the option product; and automatically placing the order when an automatic order placement time set in the first automatic order placement time interval setting column arrives, based on the respective settings of the first buy / sell level setting column, the first order quantity setting column, and the first automatic order placement time interval setting column corresponding to the order.

4. The device with a fully automated AI-powered option-based dual-selling balancing trading program as described in claim 3, wherein the program's trading parameter setting screen further includes: a second call-to-sell ratio balancing value column one, a second call-to-sell ratio balancing value column two, a second buy / sell level setting column, a second dynamic automatic adjustment price setting column, a second order quantity setting column, and a second automatic order placement time interval setting column; the call-to-sell ratio balancing module reads the call option ratio and compares it with the values ​​of the second call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two; if the call option ratio is between the two, no action is taken; if the call option ratio exceeds the range defined by the values ​​of the second call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two, then the settings parameters of the second buy / sell level setting column, the second dynamic automatic adjustment price setting column, the second order quantity setting column, and the second automatic order placement time interval setting column are transmitted to the automatic order placement integration module to place the orders.

5. The device with a fully automated AI-powered double-sell balancing trading program as described in claim 1, wherein the first buy / sell level setting column includes at least one option for flat price, one option for forced liquidation, one option for in-price 1 to one option for in-price 3, and one option for out-of-price 1 to one option for out-of-price 10, and the first buy / sell level setting column represents the buy / sell level of the order.

6. The device with a fully automated AI-powered double-sell balancing trading program as described in claim 3, wherein the program's trading parameter setting screen further includes an automatic recall checkbox and an automatic recall time interval setting box. When the automatic recall checkbox is selected, if the automatic order placement module fails to execute the order within the automatic recall time set in the automatic recall time interval setting box, the order will be deleted.

7. An apparatus with a fully automated artificial intelligence option-based double-sell balancing trading program as described in claim 3, wherein, Some of the program's trading parameter settings screens include at least one priority execution function option, which corresponds to the first buy / sell level setting bar, the first dynamic automatic price adjustment setting bar, or a restriction function setting bar.

8. The device with a fully automated AI-powered dual-sell balancing trading program as described in claim 7, wherein the priority execution function option is a smart shift option, set by a smart shift point setting 1, a smart shift point setting 2, and a smart shift maximum number of lots setting column, and the corresponding restriction function option is the restriction function option defined by a sell point condition setting column, which defines the sell condition of the order as a set point value. When a market price point value of a strike price set in the first buy / sell position setting column is less than the point value, the automatic order placement module moves in the price direction of the strike price to a program selection order position greater than the point value to place the order; when the smart shift option is checked, the automatic order placement module prioritizes a range of point values ​​defined by smart shift point setting 1 and smart shift point setting 2 to determine the program selection order position to place the order.

9. The device for a fully automated AI-powered double-sell balancing trading program as described in claim 7, wherein the priority execution function option is a priority closing price option, set by a priority closing price checkbox, and its corresponding basic function option is the setting of the first buy / sell price level, and the setting of a sell point condition or a smart shift option; when the priority closing price option is checked, the automatic order placement module finds a priority closing price level among the multiple buy / sell price levels that have been executed, based on a sell point condition determined by the setting of the sell point condition or the smart shift option, and performs closing to meet the required sell point condition.

10. The device with a fully automated AI-powered option double-sell balancing trading program as described in claim 7, wherein the priority execution function option is a smart order placement option, the corresponding basic function option being the function of executing both a buy option and a sell option, as set in a buy option points setting column and a buy option points setting column; when the smart order placement option is selected, the automatic order placement module prioritizes executing the buy order based on the largest difference between the difference between the sell and buy entry points of a buy option and the difference between the sell and buy entry points of a sell option.

11. The apparatus for a fully automated AI-powered option-based double-sell balancing trading program as described in claim 4, further comprising a selection function option, including a multi-stage execution option, a full-stage execution option, or an AI-powered intelligent execution option; wherein, When the multi-stage execution option is selected, the balancing order placement action for the call option ratio is executed in two stages based on the ranges of the second call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two, as well as the ranges of the first call-to-sell ratio balancing value column one and the first call-to-sell ratio balancing value column two. When the full-stage execution option is selected, the balancing order placement action for the call option ratio is executed simultaneously based on the ranges of the second call-to-sell ratio balancing value column one and the second call-to-sell ratio balancing value column two, as well as the ranges of the first call-to-sell ratio balancing value column one and the first call-to-sell ratio balancing value column two. When the AI ​​intelligent execution option is selected, the balancing order placement action for the call option ratio is executed only based on the ranges of the first call-to-sell ratio balancing value column one and the first call-to-sell ratio balancing value column two, and the calculated number of contracts to be balanced is automatically used to calculate the maximum number of contracts on the sell side and the maximum number of contracts on the buy side.

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