Analysis system and data sales

You could get the tick data using the au Kabucom Securities API and analyze it using Excel macros, but that’s slow and difficult to use, so I’m selling a “C# analysis system.”

I’ve packaged the analysis system that I actually use.

Useful features

1. All data items delivered via au Kabucom Securities API can be used.
2. You can create your own logic. (Sample logic included)
3. Multiple individual stock tick data files can be verified with the same logic using asynchronous threads. (Depending on PC specs, it can take several minutes for 200 files)
4. CSV files containing transaction details are output for each individual stock tick data.
5. CSV files containing performance lists for multiple files.

Items to be output

Transaction details

• iCount（trade count）
• Side（buy/sell direction）
• OpenNo（tick data number at time of order）
• OpenPrice（order price）
• OpenTime（order time）
• CloseNo（tick data number at time of settlement）
• ClosePrice（settlement price）
• CloseTime（settlement time）
• dprofit（profit and loss）

List of grades

• sDate（date of transaction details）
• sSymbol（individual symbol number of transaction details）
• dLastPrice（closing price of individual symbol of transaction details）
• dSellProfit（profit and loss of sell trade of transaction details）
• dBuyProfit（profit and loss of buy trade of transaction details）
• iTradeCount（trade count of transaction details）
• dProfitSum（total profit and loss of transaction details）

Sample Logic

We tested the question that many visual day traders are concerned about: Can you win with a logic that reverses when there is a thick plateau?

We analyzed daily stock price data for 114 individual stocks taken in December, for a total of 884 days.

There were 884 files, totaling about 27GB, but the calculation was completed in 41 minutes.

The top 5 and bottom 5 stocks are displayed, but please download the whole list to check.

Profit and Loss for December 2024 (Download)

sDateCount	Symbol	LastPrice	SellProfit	BuyProfit	TradeCount	ProfitSum
20	6526	\2,905-	\242-	\233-	4.6	\474-
17	3696	\3,680-	\344-	\24-	4.8	\368-
12	8035	\24,680-	▲\275-	\515-	2.0	\240-
5	9101	\5,109-	\82-	\44	2.8	\126-
2	278A	\2,533-	\196-	▲\84-	43.5	\112-
…(略)
6	219A	\2,868-	▲\722-	▲\136-	25.5	▲\858-
20	6857	\9,527-	▲\587-	▲\318-	16.7	▲\905-
20	5803	\6,724-	▲\715-	▲\200-	27.8	▲\915-
20	3350	\3,985-	▲\688-	▲\776-	18.2	▲\1,464-
20	6146	\43,740-	\30-	▲\2,600-	1.4	▲\2,570-

《Trading rules》

• The number of sell orders, which is the sum of the five bids from “Sell1Qty” to “Sell5Qty” in the au Kabucom Securities PUSH data, is compared with the previous buy order for “Buy1Qty”. If the previous buy order is larger, it is determined that there is a thick limit buy order and a “buy order” is placed.
• The number of buy orders, which is the sum of the five bids from “Buy1Qty” to “Buy5Qty” in the au Kabucom Securities PUSH data, is compared with the previous sell order for “Sell1Qty”. If the previous sell order is larger, it is determined that there is a thick limit sell order and a “sell order” is placed.
• If it reverses, it is a doten trade.
• Morning session (9:30-11:28) and afternoon session (12:35-15:20)
• Determined after the start time of each session and settled at the end time.

The logic is simple, but the results were as shown below.

What you should pay attention to is the behavior of stocks that are losing big: they are stocks that are breaking the plate in market transactions.

If you reverse the buying and selling and recalculate, the rankings will naturally be reversed, but stocks with wide spreads will lose by a larger margin.

The results will change if you then set the quote to 3 or 10 ticks.

The real fun is in adding filters to this kind of logic, such as day of the week, time of day, or activity, to build logic that is sure to win.

These calculations have been coded as sample logic, so please modify the code to create your own original logic.

I already have some logic, so please use it as a code sample for how to use the analysis system.

Find your “holy grail” with your own original logic!

How to use

Even if you have a logic in place, in my opinion you are only half way there before you can actually turn a profit.

What kind of trading environment (PC specs, line connection) and which securities company should you trade with?

If you can receive information from the TSE and trade directly, you can probably get the results you expect, but that’s not possible for an individual investor.

• Trade using the au Kabucom Securities API.
• Use the au Kabucom Securities API to get information, determine it programmatically, and trade with SBI Securities or Rakuten Securities.
• Place only buy orders in spot trading.
• Leave new orders to the program and only settle at your own discretion.
• Simply use it as an indicator for discretionary trading.

There are probably various ways to use it, but none of them will necessarily produce the results you expect from the logic.

This is a particularly strong time, so I wonder how much performance will drop between the logic and actual trading…

Please contact us separately to discuss program orders.

This is not a C# textbook.

I’m not a C# professional, and I’m writing code on my own, just hoping it works.

I’m selling the raw project files as is.

To a specialist programmer, it may seem inefficient or “embarrassing” code that ignores proper etiquette.

Even a complete amateur with a good sense may be able to understand it, but I will not provide any support or advice on technical questions about C#.

I recommend that those with a certain level of understanding of programming languages ​​purchase this product, but please refrain from purchasing with multiple people. (If the Holy Grail is found, there will probably be arguments! lol)

Sales of analysis systems and data

《Stocks held》
au Kabu.com Securities allows data for up to 50 stocks to be obtained from one PC, so the top 40 + any stocks in the detailed ranking “number of ticks” in the au Kabu.com Securities API as of 3:00 p.m. every day are taken as a stock list for the next day.
※Stocks are added to the list on the day after the number of ticks, so there will be a one-day delay.

Stock list

《Designated stocks》
If you wish, we will prepare a PC to collect the data and send it to you by email the next day.

《Payment methods》
You can pay with “Rakuten Bank” or “PayPal”, so you can purchase from overseas.
※Please pay the bank transfer fee.