{"id":123,"date":"2025-06-17T07:06:56","date_gmt":"2025-06-17T07:06:56","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=123"},"modified":"2025-06-17T07:06:58","modified_gmt":"2025-06-17T07:06:58","slug":"flash-crash-trading-strategy-livermore","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/flash-crash-trading-strategy-livermore\/","title":{"rendered":"\u30d5\u30e9\u30c3\u30b7\u30e5\u30af\u30e9\u30c3\u30b7\u30e5\u6226\u7565"},"content":{"rendered":"\n<p>\u300c\u30d5\u30e9\u30c3\u30b7\u30e5\u30af\u30e9\u30c3\u30b7\u30e5\u300d\u6226\u7565\u306f\u3001\u30b8\u30a7\u30b7\u30fc\u30fb\u30ea\u30d0\u30e2\u30a2\u306e\u7d4c\u9a13\u3068\u7269\u8a9e\u306b\u89e6\u767a\u3055\u308c\u305f\u77ed\u671f\u53d6\u5f15\u30a2\u30d7\u30ed\u30fc\u30c1\u3067\u3042\u308a\u3001\u30ea\u30d0\u30e2\u30a2\u306e\u4f1d\u8a18\u7684\u53d6\u5f15\u30ad\u30e3\u30ea\u30a2\u3092\u63cf\u3044\u305f\u30af\u30e9\u30b7\u30c3\u30af\u306a\u53d6\u5f15\u66f8\u300e\u682a\u5f0f\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u306e\u56de\u60f3\u9332\u300f\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002\u3053\u306e\u81ea\u4f1d\u7684\u306a\u30ea\u30d0\u30e2\u30a2\u306e\u53d6\u5f15\u30ad\u30e3\u30ea\u30a2\u306f\u3001\u682a\u5f0f\u53d6\u5f15\u306e\u5206\u91ce\u3067\u6700\u3082\u5f71\u97ff\u529b\u306e\u3042\u308b\u8457\u4f5c\u306e\u4e00\u3064\u3068\u3057\u3066\u5e83\u304f\u8a8d\u8b58\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<h2 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class=\"wp-block-heading\"><strong>\u5b9f\u884c\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<p>\u3053\u306e\u6226\u7565\u306e\u30ab\u30ae\u306f\u3001\u6b21\u306e2\u3064\u3092\u6b63\u78ba\u306b\u8b58\u5225\u3059\u308b\u3053\u3068\u3067\u3059\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6025\u6fc0\u306a\u4fa1\u683c\u4e0b\u843d\u5f8c\u306e\u53cd\u767a\u70b9<\/li>\n\n\n\n<li>\u4e00\u6642\u7684\u306a\u56de\u5fa9\u5f8c\u306e\u6b21\u306e\u4e0b\u843d<\/li>\n<\/ul>\n\n\n\n<p>\u30ea\u30d0\u30e2\u30a2\u306f\u3001\u5e02\u5834\u306e\u52d5\u304d\u306b\u7d30\u5fc3\u306e\u6ce8\u610f\u3092\u6255\u3044\u3001\u53d6\u5f15\u91cf\u30d1\u30bf\u30fc\u30f3\u3092\u5b66\u3073\u3001\u4eba\u3005\u306e\u5fc3\u7406\u3092\u7406\u89e3\u3059\u308b\u3053\u3068\u3067\u4fa1\u683c\u5909\u52d5\u306b\u5bfe\u3059\u308b\u611f\u53d7\u6027\u3092\u990a\u3044\u307e\u3057\u305f\u3002\u7d4c\u9a13\u3068\u5e02\u5834\u89b3\u5bdf\u3092\u901a\u3058\u3066\u3001\u77ed\u671f\u7684\u306a\u53cd\u8ee2\u3092\u4e88\u6e2c\u3059\u308b\u80fd\u529b\u3092\u6d17\u7df4\u3055\u305b\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<p><strong>\u30ea\u30b9\u30af<\/strong><\/p>\n\n\n\n<p>\u30d5\u30e9\u30c3\u30b7\u30e5\u30af\u30e9\u30c3\u30b7\u30e5\u6226\u7565\u306b\u306f\u5927\u304d\u306a\u30ea\u30b9\u30af\u304c\u4f34\u3046\u3053\u3068\u306b\u6ce8\u610f\u304c\u5fc5\u8981\u3067\u3059\u3002\u53cd\u767a\u3068\u4e8c\u6b21\u7684\u306a\u4e0b\u843d\u306f\u5e38\u306b\u4e88\u6e2c\u3067\u304d\u308b\u308f\u3051\u3067\u306f\u306a\u304f\u3001\u5e02\u5834\u5fc3\u7406\u3084\u5916\u90e8\u8981\u56e0\u304c\u4e88\u671f\u3057\u306a\u3044\u4fa1\u683c\u5909\u52d5\u3092\u5f15\u304d\u8d77\u3053\u3059\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u306e\u6226\u7565\u3092\u52b9\u679c\u7684\u306b\u9069\u7528\u3059\u308b\u305f\u3081\u306b\u306f\u3001\u5f37\u529b\u306a\u30ea\u30b9\u30af\u7ba1\u7406\u3068\u88dc\u5b8c\u7684\u306a\u5206\u6790\u30c4\u30fc\u30eb\u3092\u7d44\u307f\u5408\u308f\u305b\u3066\u6210\u529f\u78ba\u7387\u3092\u5411\u4e0a\u3055\u305b\u308b\u3053\u3068\u304c\u91cd\u8981\u3067\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Java\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import java.util.ArrayList;\nimport java.util.List;\n\npublic class FlashCrashStrategyDemo {\n\n    public static void main(String[] args) {\n        List&lt;Double> priceData = new ArrayList&lt;>();  \n\n\n        for (int i = 0; i &lt; 100; i++) {\n            double price = generateRandomPrice();\n            priceData.add(price);\n        }\n\n\n        flashCrashStrategy(priceData);\n    }\n\n\n    private static double generateRandomPrice() {\n        return Math.random() * 100;\n    }\n\n\n    private static void flashCrashStrategy(List&lt;Double> priceData) {\n        double threshold = 0.1;  \n\n        for (int i = 1; i &lt; priceData.size(); i++) {\n            double currentPrice = priceData.get(i);\n            double previousPrice = priceData.get(i - 1);\n\n            if (previousPrice - currentPrice >= threshold) {\n\n                System.out.println(\"Flash crash detected! Sell stocks.\");\n\n            } else if (currentPrice - previousPrice >= threshold) {\n\n                System.out.println(\"Bounce back detected! Buy stocks.\");\n\n            }\n        }\n    }\n}<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Python\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import random\n\ndef generate_random_price():\n    return random.uniform(0, 100)\n\ndef flash_crash_strategy(price_data):\n    threshold = 0.1  \n\n    for i in range(1, len(price_data)):\n        current_price = price_data[i]\n        previous_price = price_data[i - 1]\n\n        if previous_price - current_price >= threshold:\n            print(\"Flash crash detected! Sell stocks.\")\n\n        elif current_price - previous_price >= threshold:\n            print(\"Bounce back detected! Buy stocks.\")\n\ndef main():\n    price_data = []  \n\n    for _ in range(100):\n        price = generate_random_price()\n        price_data.append(price)\n\n    flash_crash_strategy(price_data)\n\nif __name__ == \"__main__\":\n    main()<\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\u300c\u30d5\u30e9\u30c3\u30b7\u30e5\u30af\u30e9\u30c3\u30b7\u30e5\u300d\u6226\u7565\u306f\u3001\u30b8\u30a7\u30b7\u30fc\u30fb\u30ea\u30d0\u30e2\u30a2\u306e\u7d4c\u9a13\u3068\u7269\u8a9e\u306b\u89e6\u767a\u3055\u308c\u305f\u77ed\u671f\u53d6\u5f15\u30a2\u30d7\u30ed\u30fc\u30c1\u3067\u3042\u308a\u3001\u30ea\u30d0\u30e2\u30a2\u306e\u4f1d\u8a18\u7684\u53d6\u5f15\u30ad\u30e3\u30ea\u30a2\u3092\u63cf\u3044\u305f\u30af\u30e9\u30b7\u30c3\u30af\u306a\u53d6\u5f15\u66f8\u300e\u682a\u5f0f\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u306e\u56de\u60f3\u9332\u300f\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002\u3053\u306e\u81ea\u4f1d\u7684\u306a\u30ea\u30d0\u30e2\u30a2 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":124,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-123","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/dji-flash-crash.webp?fit=600%2C275&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/123","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=123"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/123\/revisions"}],"predecessor-version":[{"id":125,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/123\/revisions\/125"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/124"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=123"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=123"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=123"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}