Methods for verifying trading strategies for financial products and methods for trading financial instruments
Patent Information
- Application Number
- TW114120345
- Authority / Receiving Office
- TW · TW
- Patent Type
- Patents
- Current Assignee / Owner
- Filing Date
- 2025-05-29
- Publication Date
- 2026-09-21
- Estimated Expiration
- 2045-05-28
Smart Images

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Abstract
Claims
1. A method for verifying a trading strategy for a financial product, applicable to verifying a trading strategy to be verified related to a financial product, the trading strategy to be verified including a trading trigger condition and a trading quantity, and implemented by a computing device, the method comprising the following steps: (A) acquiring historical trading data related to the financial product over a historical time period; (B) converting the historical trading data into historical technical indicator data; (C) determining whether the historical technical indicator data contains at least one trading point that meets the trading trigger condition of the trading strategy to be verified; (D) when it is determined that the at least one trading point exists, for each trading point, obtaining at least one transaction price and its corresponding trading quantity based on at least one transaction data after the trading point, the total amount of the at least one trading quantity being equal to the trading quantity of the trading strategy to be verified; and (E) obtaining historical investment execution results related to the trading strategy to be verified based on the at least one transaction price and its corresponding trading quantity.
2. The financial product trading strategy verification method as described in claim 1, wherein the trading triggering condition of the trading strategy to be verified is related to at least one technical indicator to be determined, wherein, In step (B), the historical technical indicator data includes at least one historical technical indicator analysis result corresponding to the at least one technical indicator to be determined.
3. The financial product trading strategy verification method as described in claim 1, wherein, For each trading point, step (D) includes the following sub-steps: (D-1) generating an order request corresponding to the trading point; (D-2) determining whether to accept the order request; (D-3) when it is determined that the order request is accepted, obtaining at least one transaction price and its corresponding transaction quantity based on at least one transaction data after the trading point, wherein the total of the at least one transaction quantity is equal to the transaction quantity of the trading strategy to be verified.
4. The financial product trading strategy verification method as described in claim 1, wherein, In step (E), the historical investment execution results include an investment performance, a win rate, and the transaction price for each trade.
5. The financial product trading strategy verification method as described in claim 1 further includes the following steps: (F) determining whether the trading strategy to be verified is successful based on the historical investment execution results; and (G) when the trading strategy to be verified is determined to be successful, using the trading strategy to be verified as an execution trading strategy.
6. A financial product trading method applicable to executing a trade on a financial product according to an execution trading strategy, and implemented by a computing device, the financial product trading method comprising the following steps: (A) acquiring real-time tick-by-tick data related to the financial product; (B) updating one of an opening price, a closing price, a highest price, and a lowest price of a K-line of the financial product within a unit time period based on the real-time tick-by-tick data; (C) converting the collected K-line data of the financial product into technical indicator data; (D) determining whether the technical indicator data meets the trading trigger conditions of the execution trading strategy; (E) when it is determined that the trading trigger conditions of the execution trading strategy are met, generating a current order request; (F) determining whether to accept the current order request; (G) when it is determined that the current order request is accepted, obtaining the current transaction result corresponding to the current order request, the current transaction result including at least a current transaction price and its corresponding current transaction quantity; and (H) obtaining a current investment execution result based on the obtained current transaction result.
7. The financial product trading method as described in claim 6, wherein the trading trigger condition for executing the trading strategy is related to at least one technical indicator to be determined, wherein, In step (C), the technical indicator data includes at least one historical technical indicator analysis result corresponding to the at least one technical indicator to be determined.
8. The financial product trading method as described in claim 6, wherein, In step (H), the current investment execution results include an investment performance, a win rate, and the transaction price for each trade.
Citation Information
Patent Citations
Method and device for running quantitative transaction strategy
CN114793456A
Device and method for data visualization of stock backtesting
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