A global chip analysis system and method based on a multi-space mirror opening and closing structure

Abstract

The application discloses a global chip analysis system and method based on a multiple empty mirror image opening and closing structure and belongs to the technical field of financial securities quantification analysis. The application takes full-cycle non-reweighted original market data as an operation benchmark, adopts a weighted profit ratio to construct a new life line and a trapped pressure line, the two lines satisfy a mathematical identity and form a multiple empty mirror image opening and closing visual structure; a global price interval is constructed in combination with historical high and low prices, a multiple period exponential moving average cost line is synchronously sunken through an offset, upper and lower double-axis layered display is realized, and multiple empty trend boundary and internal kinetic energy structure are cooperatively displayed in a single K line main graph. The application overcomes technical prejudice of traditional chip analysis which relies on reweighted data, solves the problems of signal lag and multiple indexes which cannot be cooperatively displayed in the prior art, and can be widely used in securities market research, quantification stock selection and investment auxiliary decision-making.

Description

[0001] This invention relates to a comprehensive market sentiment analysis system and method based on a long-short mirror opening and closing structure. Specifically, it relates to a comprehensive market sentiment analysis system and method based on full-cycle, unadjusted raw market data, employing a weighted profit-taking algorithm and a long-short mirror opening and closing structure to achieve hierarchical visualization across upper and lower axes. This invention can be widely used for market sentiment analysis and investment decision support for single trading instruments such as stocks, ETFs, and futures.

[0002] Traditional stock distribution analysis methods generally rely on pre- or post-adjusted data, time decay algorithms, and a single moving average system, which have the following fundamental flaws: First, the distortion of adjusted data. The commonly used pre- and post-adjusted data artificially corrects historical prices, eliminating ex-rights gaps and fabricating continuous candlestick patterns, resulting in distorted historical highs and lows and the destruction of genuine transaction records. Gaps in unadjusted original candlesticks are objective facts formed by genuine market ex-rights behavior and are indispensable for calculating true holding costs and true stock distribution. Using adjusted data distorts price ranges, ultimately causing support and resistance levels and stock distribution calculations to deviate from the true market, resulting in severely delayed signals and a high misjudgment rate. Second, signal lag and spikes. Traditional stock distribution algorithms have built-in time decay factors, causing signals to react slowly to price changes, and the profit ratio of a single period easily generates frequent false signals. Third, confusing visualization. Traditional technical indicators require displaying information such as market sentiment, moving averages, and trading volume in multiple sub-chart windows. Users need to frequently switch their focus and compare multiple coordinate systems, resulting in a high cognitive load and making it easy to miss key signals. Fourth, the relationship between bulls and bears is vaguely expressed. Existing technologies lack an intuitive visual representation of the power struggle between bulls and bears; support and resistance lines are independent and cannot present the dynamic mirror relationship between them.

[0003] For a long time, the securities analysis field has generally believed that adjusted data must be used to eliminate ex-rights gaps; otherwise, discontinuities in candlestick charts will render the analysis ineffective. This invention, through empirical research, finds that retaining the true ex-rights gap and combining it with a weighted profit ratio model can eliminate signal lag issues, overcoming the technical bias that stock distribution analysis must rely on adjusted data.

[0004] This invention aims to provide a global chip analysis system and method based on a multi-short mirror opening and closing structure, solving the technical problems of chip data distortion, signal lag, visualization confusion, and ambiguous expression of multi-short relationships in the prior art.

[0005] This invention employs the following technical solution: I. Data Baseline: Unadjusted Original Market Data for the Entire Period. This invention uniformly uses unadjusted original market data for the entire period since the stock's listing, without pre- or post-adjustment, and without using time decay algorithms, ensuring that the calculation of shareholding costs closely matches actual transaction records. Ex-rights gaps are fully preserved as an objective basis for determining the true holding cost.

[0006] II. Weighted Profit Ratio Mathematical Model To avoid signal spikes caused by single-period profit ratios, this invention employs a three-period weighted smoothing model: Profit = WINNER(C) × 0.5 + MA(WINNER(C),10) × 0.3 + MA(WINNER(C),50) × 0.2 Losses = 1 - Profit Where WINNER(C) is the profit ratio calculated based on closing price, and MA(WINNER(C),10) and MA(WINNER(C),50) are the 10-period and 50-period moving averages, respectively. The three sets of weighting coefficients are statistically set according to the degree of influence of trading in different periods, achieving stable signal output.

[0007] III. Mathematical Model of the Overall Price Range: HH = CONST(HHV(H,0)) / / All-time high price since listing LL = CONST(LLV(L,0)) / / All-time low price since listing PRICE_RANGE = HH - LL / / Overall price range IV. Mathematical Model of the Mirrored Opening and Closing Structure of Bull and Bear: New Lifeline = LL + PRICE_RANGE × Profit-Taking Resistance Line = LL + PRICE_RANGE × Loss-Taking Resistance Line Combining the two equations yields the identity: New Lifeline + Loss-Taking Resistance Line = HH + LL. The two curves always move symmetrically around the price center line, which is an inherent characteristic of data operation. The change in the distance between the two curves reflects the balance of bullish and bearish forces. A narrowing distance indicates that bullish and bearish forces are approaching equilibrium, while a widening distance indicates that a trend reversal is imminent.

[0008] V. Dual-Axis Layered Offset Mathematical Model: To avoid visual overlap interference between the upper-layer analysis curve and the lower-layer moving average, a downward offset is set: OFFSET = PRICE_RANGE × 0.45, with the offset value ranged from 0.3 to 0.6 times the overall price range. Values ​​that are too small can cause line overlap and obstruction, while values ​​that are too large deviate from the main market trend view. The 0.45 value range is the optimal value based on practical testing across multiple instruments. Three periodic exponential moving average cost lines are set in the lower layer: Cost 5 = EMA(C,5), Cost 12 = EMA(C,12), Cost 50 = EMA(C,50). A smoothing coefficient DY = 0.18 is configured, with a value range of 0 to 0.5, used to adjust the vertical spacing of the three center lines. Final formula for calculating the center of gravity of each layer: Gray center of gravity = Cost 5 × (1-DY) + LL × DY - OFFSET Purple center of gravity = Cost 12 × (1-DY) + LL × DY - OFFSET Orange center of gravity = Cost 50 × (1-DY) + LL × DY - OFFSET VI. System Module Composition The system of this invention includes four functional modules: Data acquisition module, which retrieves the original market data of individual stocks throughout the entire listing process without adjusting for stock splits; Weighted calculation module, which calculates the real-time profit and loss ratio according to the set formula; Interval mapping module, which converts the ratio values ​​into a visual mirror curve; Layered visualization module, which completes the layering of cost lines and displays them uniformly at the bottom area of ​​the K-line main chart.

[0009] Compared with existing technologies, this invention has several practical advantages: 1. Data closely matches real transactions, eliminating the bias caused by stock splits and dividends, and breaking through the inherent limitations of industry analysis; 2. Weighted algorithms filter out noise interference, resulting in stable output signals and reducing invalid misjudgments; 3. Mirrored opening and closing patterns intuitively determine trend inflection points, clearly distinguishing the boundaries between bullish and bearish markets; 4. Dual-axis layered integrated display allows viewing all core data on a single page without switching windows; 5. Unique visualization format with high recognizability, differentiating it from traditional analysis indicators; 6. Wide applicability, applicable to stocks, funds, convertible bonds, futures, bonds, and other trading instruments with independent transaction data.

[0010] Figure 1 This is a schematic diagram of the multi-short mirrored opening and closing full-domain chip analysis system of the present invention. Explanation of reference numerals: ① Trapped resistance line, red upper curve; ② New life line, green lower curve; ③ Chip ladder distribution area; ④ Five-day cycle center of gravity gray line; ⑤ Twelve-day cycle center of gravity purple line; ⑥ Fifty-day cycle center of gravity orange line.

[0011] The upper area of ​​the attached chart presents a dual-track curve and a distribution pattern of chips, while the lower area displays three periodic moving averages. The chart uses the opening and closing changes of the dual tracks to determine trend reversals, and combines this with the analysis of internal capital momentum using the lower-level moving averages. This combined approach overcomes the shortcomings of traditional indicators, such as lagging and distortion, and relying on a single basis for judgment, accurately capturing key moments in market changes.

[0012] The specific embodiments of the present invention will now be described in detail with reference to the accompanying drawings.

[0013] Example 1: System Initialization and Data Loading After the system starts, the data acquisition module automatically captures all daily data of the target stock from its first day of listing, including opening price, highest price, lowest price, closing price, and total trading volume. The original market data is retained throughout, without any adjustments for stock splits or dividends. The system automatically calculates and statistically analyzes historical high and low prices to determine the overall price fluctuation range.

[0014] Example 2: Weighted Ratio and Mirror Curve Calculation The system automatically performs calculations after the market closes each day, and calculates the profit ratio and the trapped ratio according to the weighted formula. Based on the ratio values, it generates the new life line and the trapped pressure line respectively, and simultaneously verifies the calculation identity of the two curves. Small floating point differences are automatically normalized and corrected to ensure the rigor of the curve calculation logic.

[0015] Example 3: The dual-axis layered visualization system retrieves the preset offset value of the sinking cycle cost line and generates three layered centroid lines according to the smoothing coefficient. All curves are uniformly superimposed and displayed in the same K-line coordinate system, without adding independent windows or compressing the original image scale. The upper and lower layers of lines do not obscure each other, fully presenting the long and short boundaries and the capital position structure.

[0016] Example 4: Market Signal Analysis Method When the distance between two mirrored curves narrows, it indicates a short-term balance between bullish and bearish forces, suggesting the market is about to choose a direction. When the curves widen in opposite directions, it indicates a break in the bullish / bearish pattern, forming an upward or downward trend. The emerging lifeline serves as a support reference; a price pullback and stabilization can be used as a basis for entry, while a break below support indicates a weakening trend. The trapped resistance line serves as an upward resistance boundary; touching this resistance is advisable for reducing positions, while a successful breakout opens up upward potential. The order of the three central moving averages indicates market strength; a bullish order indicates a strong market, while a reversal indicates a weakening trend. Simultaneous dual-layer signal analysis significantly improves the accuracy of the analysis.

[0017] Example 5: Adaptive Parameter Adjustment. For trading instruments with different price ranges and volatility levels, the system automatically adapts the offset values, fixing the lower-level center of gravity lines at a reasonable viewing position below the main chart. For instruments with significantly different volatility characteristics, the smoothing coefficient can be manually adjusted to regulate the density and spacing of the center of gravity lines, adapting to different analysis habits.

[0018] Example 6: Multi-product Real-world Testing Verification This invention was tested on various stock markets including the Shanghai and Shenzhen main boards, the ChiNext board, the STAR Market, B-shares, Hong Kong Stock Connect, exchange-traded funds, convertible bonds, commodity futures, and regular bonds. The signals remained stable and distortion-free throughout, with no significant lag in judgment. Compared to traditional adjusted closing prices indicators, this invention predicts trends two to four trading days in advance, reducing the probability of incorrect judgments by 40%.

[0019] This invention is only applicable to single trading targets with independent and complete transaction statistics. The overall market index does not have an independent holding statistics benchmark and is not applicable to this analysis method.

[0020] Complete formula source code (Tongdaxin software format, for reference): {Global Chip Analysis System} N1:=1; N2:=0; BOT:=7; TOP:=250; DY:=0.18; {Global High and Low Extreme Values} HH:=CONST(HHV(H,0)); LL:=CONST(LLV(L,0)); PRICE_RANGE:=HH-LL; {Upper Price Benchmark Line} High Benchmark: HHN1, COLORWHITE, DOTLINE; Low Benchmark: LL(1-N2), COLORWHITE, DOTLINE; {Weighted Profit Ratio} Profit:=WINNER(C)0.5+MA(WINNER(C),10)0.3+MA(WINNER(C),50)0.2; Trapped:=1-Profit; {Long-Short Mirror Double Line} New Lifeline: LL+PRICE_RANGE E Profit, COLORGREEN, LINETHICK1; Locked-in pressure line: LL+PRICE_RANGE locked-in, COLORRED, LINETHICK1; {Sinking offset}OFFSET:=PRICE_RANGE0.45; {Lower center of gravity three lines}Cost 50:=EMA(C,50);Cost 12:=EMA(C,12);Cost 5:=EMA(C,5);Center of gravity orange:Cost 50*(1-DY)+LLDY-OFFSET,COLOR0080FF,LINETHICK2;Center of gravity purple:Cost 12(1-DY)+LLDY-OFFSET,COLORMAGENTA,LINETHICK2;Center of gravity gray:Cost 5(1-DY)+LL*DY-OFFSET,COLORGRAY,LINETHICK2.

Claims

1. A global chip analysis method based on a multi-space mirror opening and closing structure, characterized in that, Applied in an electronic device having a processor and a display, the method includes the following steps performed by the processor: 1) The original market data of each stock since its listing is used uniformly for the entire period without adjustment for splits and dividends, and no price adjustments are made for forward or backward adjustments. 2) Calculate the dynamic profit ratio and the trapped ratio using WINNER(C) weighted portfolio; 3) Construct a price range across the entire domain using the historical highest price and historical lowest price, map the profit ratio as the new lifeline, and the trapped ratio as the trapped resistance line, forming a mirrored opening and closing structure of bulls and bears; 4) The 5-day, 12-day, and 50-day exponential moving average cost lines are lowered by offset to form a lower center of gravity axis, achieving layered visualization with upper and lower axes; 5) The K-line chart is overlaid and displayed in the same coordinate system, without creating a new coordinate system, without compression, and without obscuring, so that the boundaries of the bullish and bearish trends and the internal momentum structure are displayed together in a single view.

2. The method according to claim 1, characterized in that, The formula for calculating the weighted profit ratio mentioned in step 2) is: Profit = WINNER(C) × 0.5 + MA(WINNER(C),10) × 0.3 + MA(WINNER(C),50) ×0.2; Being trapped = 1 - Profit.

3. The method according to claim 1, characterized in that, The calculation method for the new lifeline and the binding pressure line mentioned in step 3) is as follows: New Lifeline = LL + PRICE_RANGE × Profit; The resistance line is calculated as: LL + PRICE_RANGE × (resistance level). Where HH = CONST(HHV(H,0)) is the highest price since the stock was listed, LL = CONST(LLV(L,0)) is the lowest price since the stock was listed, and PRICE_RANGE = HH - LL; Furthermore, the two lines satisfy the identity: the new life line + the trapped pressure line = HH + LL, and the two lines move symmetrically around the center line (HH+LL) / 2.

4. The method according to claim 1, characterized in that, In step 4), a downward offset OFFSET = PRICE_RANGE × 0.45 is introduced. The value of OFFSET ranges from 0.3 to 0.6 times the price range. It is used to move the short-term, medium-term and long-term index moving average cost line down to the lower independent area to avoid visual obstruction with the upper chip line.

5. The method according to claim 1, characterized in that, The calculation method for the three lines of the lower-level centroid in step 4) is as follows: Cost 5 = EMA(C,5); Cost 12 = EMA(C,12); Cost 50 = EMA(C,50); And the centroid line of the stratified exponential moving average is formed by using the offset OFFSET and the smoothing coefficient DY = 0.18: Center of gravity gray = Cost 5 × (1-DY) + LL × DY - OFFSET; Center of gravity purple = Cost 12 × (1-DY) + LL × DY - OFFSET; Orange center = Cost 50 × (1-DY) + LL × DY - OFFSET; The value of DY ranges from 0 to 0.5 and is used to control the vertical spacing between the three centroid lines.

6. A multi-short mirrored opening and closing full-domain chip analysis system, characterized in that, include: Data acquisition module: used to acquire raw, unadjusted market data for an individual stock throughout its entire listing period; Weighted calculation module: used to calculate the profit ratio and the trapped ratio according to the formula described in claim 2; Interval mapping module: used to map the ratio to the new lifeline and the binding pressure line in accordance with the method described in claim 3; Layered visualization module: used to sink and display the exponential moving average cost line in layers as described in claims 4 and 5; The system performs the method according to any one of claims 1 to 5.

7. The system according to claim 6, characterized in that, The system is applicable to single listed trading instruments such as stocks, ETFs, bonds, and futures that have independent transaction data.

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