/// <summary>
/// Constructor.
/// </summary>
/// <param name="series"> the series </param>
/// <param name="timeFrame"> the time frame </param>
public RandomWalkIndexLowIndicator(TimeSeries series, int timeFrame) : base(series)
{
_timeFrame = timeFrame;
_maxPrice = new MaxPriceIndicator(series);
_minPrice = new MinPriceIndicator(series);
_averageTrueRange = new AverageTrueRangeIndicator(series, timeFrame);
_sqrtTimeFrame = Decimal.ValueOf(timeFrame).Sqrt();
}
public override Task OnLoad()
{
_instrument = new InstrumentModel
{
Name = _asset,
TimeFrame = _span
};
var account = new AccountModel
{
Name = _account,
Balance = 50000,
InitialBalance = 50000,
Instruments = new NameCollection <string, IInstrumentModel> {
[_asset] = _instrument
}
};
var gateway = new GatewayClient
{
Speed = 100,
Name = _account,
Account = account,
Evaluate = Parse,
Source = ConfigurationManager.AppSettings["DataLocation"].ToString()
};
_rsiIndicator = new RelativeStrengthIndicator {
Interval = 10, Name = "RSI Indicator : " + _asset
};
_atrIndicator = new AverageTrueRangeIndicator {
Interval = 10, Name = "ATR Indicator : " + _asset
};
_bidIndicator = new MovingAverageIndicator {
Interval = 0, Mode = MovingAverageEnum.Bid, Name = "BID Indicator : " + _asset
};
_askIndicator = new MovingAverageIndicator {
Interval = 0, Mode = MovingAverageEnum.Ask, Name = "ASK Indicator : " + _asset
};
_performanceIndicator = new PerformanceIndicator {
Name = "Balance"
};
_disposables.Add(gateway
.Account
.Instruments
.Values
.Select(o => o.PointGroups.ItemStream)
.Merge()
.Subscribe(OnData));
CreateCharts();
CreateGateways(gateway);
return(Task.FromResult(0));
}
private AverageTrueRangeIndicator CreateAverageTrueRangeIndicator()
{
AverageTrueRangeIndicator indicator = new AverageTrueRangeIndicator();
indicator.Period = 5;
indicator.CategoryMember = "Date";
indicator.HighValueMember = "High";
indicator.LowValueMember = "Low";
indicator.CloseValueMember = "Close";
indicator.DataSource = viewModel.Data;
ConfigureAxis(0, 5, 1);
return(indicator);
}
public void GetValue()
{
IList <Tick> ticks = new List <Tick>();
ticks.Add(GenerateTick.From(0, 12, 15, 8));
ticks.Add(GenerateTick.From(0, 8, 11, 6));
ticks.Add(GenerateTick.From(0, 15, 17, 14));
ticks.Add(GenerateTick.From(0, 15, 17, 14));
ticks.Add(GenerateTick.From(0, 0, 0, 2));
var atr = new AverageTrueRangeIndicator(GenerateTimeSeries.From(ticks), 3);
TaTestsUtils.AssertDecimalEquals(atr.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(atr.GetValue(1), 8d / 3);
TaTestsUtils.AssertDecimalEquals(atr.GetValue(2), 8d / 3 * 2d / 3 + 3);
TaTestsUtils.AssertDecimalEquals(atr.GetValue(3), (8d / 3 * 2d / 3 + 3) * 2d / 3 + 1);
TaTestsUtils.AssertDecimalEquals(atr.GetValue(4), ((8d / 3 * 2d / 3 + 3) * 2d / 3 + 1) * 2d / 3 + 15d / 3);
}
private FinancialTechnicalIndicator Addindicator(string value, int rowIndex)
{
FinancialTechnicalIndicator indic;
switch (value)
{
case "AccumulationDistributionIndicator":
indic = new AccumulationDistributionIndicator();
break;
case "AverageTrueRangeIndicator":
indic = new AverageTrueRangeIndicator();
break;
case "BollingerBandIndicator":
indic = new BollingerBandIndicator();
break;
case "ExponentialAverageIndicator":
indic = new ExponentialAverageIndicator();
break;
case "MACDTechnicalIndicator":
indic = new MACDTechnicalIndicator();
break;
case "MomentumTechnicalIndicator":
indic = new MomentumTechnicalIndicator();
break;
case "RSITechnicalIndicator":
indic = new RSITechnicalIndicator();
break;
case "SimpleAverageIndicator":
indic = new SimpleAverageIndicator();
break;
case "StochasticTechnicalIndicator":
indic = new StochasticTechnicalIndicator();
break;
case "TriangularAverageIndicator":
indic = new TriangularAverageIndicator();
break;
default:
return(null);
}
var index = rowIndex == 0 ? 1 : 0;
ChartSeries Series = this.ChartArea.VisibleSeries[index] as ChartSeries;
indic.XBindingPath = "TimeStamp";
indic.High = "High";
indic.Low = "Low";
indic.Open = "Open";
indic.Close = "Last";
indic.Volume = "Volume";
Binding binding = new Binding();
binding.Path = new PropertyPath("ItemsSource");
binding.Source = Series;
binding.Mode = BindingMode.TwoWay;
indic.SetBinding(FinancialTechnicalIndicator.ItemsSourceProperty, binding);
if (rowIndex == 0)
{
var supportAxes = this.ChartArea.VisibleSeries[1] as ISupportAxes;
if (supportAxes != null)
{
indic.YAxis = supportAxes.ActualYAxis as RangeAxisBase;
}
indic.YAxis.ShowGridLines = false;
SfChart.SetRow(indic.YAxis, 1);
}
else
{
indic.YAxis = this.ChartArea.SecondaryAxis;
SfChart.SetRow(indic.YAxis, 0);
}
return(indic);
}
private FinancialTechnicalIndicator Addindicator(string value, int rowIndex)
{
FinancialTechnicalIndicator indicator;
string a = "";
object obj = a;
string b = (obj as string);
switch (value)
{
case "Accumulation Distribution":
StockViewModel model = new StockViewModel(1);
DataContext = model.Stocks;
indicator = new AccumulationDistributionIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue)
};
SfChart.Annotations.Clear();
LineAnnotation annotationAD = new LineAnnotation {
FontSize = 15, Text = "High in Prices", HorizontalTextAlignment = HorizontalAlignment.Center, VerticalTextAlignment = VerticalAlignment.Top, CoordinateUnit = CoordinateUnit.Axis, X1 = 22, Y1 = 30, X2 = 26, Y2 = 40
};
LineAnnotation annotation2AD = new LineAnnotation {
FontSize = 15, Text = "Decline in Prices", CoordinateUnit = CoordinateUnit.Axis, X1 = 38, Y1 = 28, X2 = 46, Y2 = 15
};
LineAnnotation annotation3AD = new LineAnnotation {
FontSize = 15, Text = "Price is Trending Down", CoordinateUnit = CoordinateUnit.Axis, X1 = 0.1, Y1 = 41.5, X2 = 14, Y2 = 13
};
SfChart.Annotations.Add(annotationAD);
SfChart.Annotations.Add(annotation2AD);
SfChart.Annotations.Add(annotation3AD);
break;
case "Average True Range":
StockViewModel model9 = new StockViewModel(1);
DataContext = model9.Stocks;
SfChart.Annotations.Clear();
indicator = new AverageTrueRangeIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue),
Period = 2
};
TextAnnotation annotationAT = new TextAnnotation {
Text = "Buy Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 6, Y1 = 37
};
TextAnnotation annotationAT1 = new TextAnnotation {
Text = "Buy Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 18
};
TextAnnotation annotationAT2 = new TextAnnotation {
Text = "Sell Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 20, Y1 = 24
};
TextAnnotation annotationAT3 = new TextAnnotation {
Text = "Sell Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 27.3, Y1 = 41
};
TextAnnotation annotationAT4 = new TextAnnotation {
Text = "Average True Range" + "\n" + "Trailing Stops", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 35, Y1 = 22
};
SfChart.Annotations.Add(annotationAT);
SfChart.Annotations.Add(annotationAT1);
SfChart.Annotations.Add(annotationAT2);
SfChart.Annotations.Add(annotationAT3);
SfChart.Annotations.Add(annotationAT4);
break;
case "Bollinger Band":
StockViewModel model1 = new StockViewModel(0);
DataContext = model1.Stocks;
indicator = new BollingerBandIndicator()
{
UpperLineColor = new SolidColorBrush(Colors.Green),
LowerLineColor = new SolidColorBrush(Colors.Red),
SignalLineColor = new SolidColorBrush(Colors.Transparent),
Period = 2
};
SfChart.Annotations.Clear();
TextAnnotation annotation = new TextAnnotation {
Text = "Upper Bollinger Band", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 6, Y1 = 650
};
TextAnnotation annotation1 = new TextAnnotation {
Text = "Sell Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 33.7, Y1 = 660
};
TextAnnotation annotation2 = new TextAnnotation {
Text = "Lower Bollinger Band", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 40, Y1 = 390
};
TextAnnotation annotation3 = new TextAnnotation {
Text = "Buy Signal", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 7, Y1 = 230
};
SfChart.Annotations.Add(annotation);
SfChart.Annotations.Add(annotation1);
SfChart.Annotations.Add(annotation2);
SfChart.Annotations.Add(annotation3);
break;
case "Exponential Average":
StockViewModel model8 = new StockViewModel(0);
DataContext = model8.Stocks;
indicator = new ExponentialAverageIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue)
};
SfChart.Annotations.Clear();
TextAnnotation annotationE = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 0.3, Y1 = 700
};
TextAnnotation annotationE1 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 2, Y1 = 605
};
TextAnnotation annotationE2 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 260
};
TextAnnotation annotationE3 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 20, Y1 = 580
};
TextAnnotation annotationE4 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 26, Y1 = 450
};
TextAnnotation annotationE5 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 35, Y1 = 660
};
TextAnnotation annotationE6 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 40, Y1 = 460
};
TextAnnotation annotationE7 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 54, Y1 = 760
};
SfChart.Annotations.Add(annotationE);
SfChart.Annotations.Add(annotationE1);
SfChart.Annotations.Add(annotationE2);
SfChart.Annotations.Add(annotationE3);
SfChart.Annotations.Add(annotationE4);
SfChart.Annotations.Add(annotationE5);
SfChart.Annotations.Add(annotationE6);
SfChart.Annotations.Add(annotationE7);
break;
case "MACD":
StockViewModel model7 = new StockViewModel(2);
DataContext = model7.Stocks;
SfChart.Annotations.Clear();
indicator = new MACDTechnicalIndicator()
{
Period = 5,
LongPeriod = 8,
ShortPeriod = 3,
SignalLineColor = new SolidColorBrush(Colors.Blue),
ConvergenceLineColor = new SolidColorBrush(Colors.Green),
DivergenceLineColor = new SolidColorBrush(Colors.Red)
};
TextAnnotation annotationMA = new TextAnnotation {
Text = "MACD" + "\n" + "Sell Signals", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 17, Y1 = 700
};
TextAnnotation annotationMA1 = new TextAnnotation {
Text = "MACD" + "\n" + "Buy Signals", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 2, Y1 = 400
};
TextAnnotation annotationMA2 = new TextAnnotation {
Text = "Buy", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 10, Y1 = 250
};
TextAnnotation annotationMA3 = new TextAnnotation {
Text = "Sell", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 24, Y1 = 620
};
TextAnnotation annotationMA4 = new TextAnnotation {
Text = "Buy", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 30, Y1 = 450
};
TextAnnotation annotationMA5 = new TextAnnotation {
Text = "Sell", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 48, Y1 = 650
};
SfChart.Annotations.Add(annotationMA);
SfChart.Annotations.Add(annotationMA1);
SfChart.Annotations.Add(annotationMA2);
SfChart.Annotations.Add(annotationMA3);
SfChart.Annotations.Add(annotationMA4);
SfChart.Annotations.Add(annotationMA5);
break;
case "Momentum":
SfChart.Annotations.Clear();
StockViewModel model6 = new StockViewModel(2);
DataContext = model6.Stocks;
indicator = new MomentumTechnicalIndicator()
{
MomentumLineColor = new SolidColorBrush(Colors.Blue),
Period = 4
};
LineAnnotation annotationM = new LineAnnotation {
Text = "Downtrend", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 2, Y1 = 463, X2 = 12, Y2 = 245
};
TextAnnotation annotationM1 = new TextAnnotation {
Text = "Buy", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 450
};
TextAnnotation annotationM2 = new TextAnnotation {
Text = "Sell", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 21, Y1 = 530
};
LineAnnotation annotationM3 = new LineAnnotation {
Text = "Divergence of Price" + "\n" + "& Momentum", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 36.5, Y1 = 468, X2 = 47.5, Y2 = 394
};
SfChart.Annotations.Add(annotationM);
SfChart.Annotations.Add(annotationM1);
SfChart.Annotations.Add(annotationM2);
SfChart.Annotations.Add(annotationM3);
break;
case "RSI":
StockViewModel model5 = new StockViewModel(2);
DataContext = model5.Stocks;
SfChart.Annotations.Clear();
indicator = new RSITechnicalIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue),
LowerLineColor = new SolidColorBrush(Colors.Red),
Period = 5,
UpperLineColor = new SolidColorBrush(Colors.Green)
};
TextAnnotation annotationRS = new TextAnnotation {
Text = "Oversold", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 42, Y1 = 645
};
TextAnnotation annotationRS1 = new TextAnnotation {
Text = "Overbought", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 0.3, Y1 = 380
};
TextAnnotation annotationRS2 = new TextAnnotation {
Text = "Seller Territory" + "\n" + "(over 500)", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 10, Y1 = 600
};
TextAnnotation annotationRS3 = new TextAnnotation {
Text = "Buyers Territory" + "\n" + "(below 500)", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 50, Y1 = 450
};
SfChart.Annotations.Add(annotationRS);
SfChart.Annotations.Add(annotationRS1);
SfChart.Annotations.Add(annotationRS2);
SfChart.Annotations.Add(annotationRS3);
break;
case "Simple Average":
StockViewModel model4 = new StockViewModel(0);
DataContext = model4.Stocks;
SfChart.Annotations.Clear();
indicator = new SimpleAverageIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue)
};
TextAnnotation annotationSA = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 0, Y1 = 405
};
TextAnnotation annotationSA1 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 250
};
TextAnnotation annotationSA2 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 21, Y1 = 620
};
TextAnnotation annotationSA3 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 31, Y1 = 630
};
TextAnnotation annotationSA6 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 40, Y1 = 475
};
TextAnnotation annotationSA7 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 54, Y1 = 760
};
SfChart.Annotations.Add(annotationSA);
SfChart.Annotations.Add(annotationSA1);
SfChart.Annotations.Add(annotationSA2);
SfChart.Annotations.Add(annotationSA3);
SfChart.Annotations.Add(annotationSA6);
SfChart.Annotations.Add(annotationSA7);
break;
case "Stochastic":
SfChart.Annotations.Clear();
StockViewModel model3 = new StockViewModel(0);
DataContext = model3.Stocks;
indicator = new StochasticTechnicalIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Red),
UpperLineColor = new SolidColorBrush(Colors.Green),
Period = 3
};
LineAnnotation annotationS = new LineAnnotation {
Text = "Lower Low", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 0.8, Y1 = 433, X2 = 9.4, Y2 = 243
};
TextAnnotation annotationS1 = new TextAnnotation {
Text = "Low#1", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = -0.6, Y1 = 420
};
TextAnnotation annotationS2 = new TextAnnotation {
Text = "Low#2", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 243
};
LineAnnotation annotationS4 = new LineAnnotation {
Text = "Higher High", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 11.5, Y1 = 369, X2 = 22.5, Y2 = 632
};
TextAnnotation annotationS5 = new TextAnnotation {
Text = "High#2", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 21, Y1 = 650
};
TextAnnotation annotationS6 = new TextAnnotation {
Text = "High#1", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 10, Y1 = 370
};
LineAnnotation annotationS7 = new LineAnnotation {
Text = "Higher Low", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 38, Y1 = 637, X2 = 48, Y2 = 680
};
TextAnnotation annotationS8 = new TextAnnotation {
Text = "Low#3", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 37, Y1 = 670
};
TextAnnotation annotationS9 = new TextAnnotation {
Text = "Low#4", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 48, Y1 = 700
};
SfChart.Annotations.Add(annotationS);
SfChart.Annotations.Add(annotationS1);
SfChart.Annotations.Add(annotationS2);
SfChart.Annotations.Add(annotationS4);
SfChart.Annotations.Add(annotationS5);
SfChart.Annotations.Add(annotationS6);
SfChart.Annotations.Add(annotationS7);
SfChart.Annotations.Add(annotationS8);
SfChart.Annotations.Add(annotationS9);
break;
case "Triangular Average":
StockViewModel model2 = new StockViewModel(0);
DataContext = model2.Stocks;
SfChart.Annotations.Clear();
indicator = new TriangularAverageIndicator()
{
SignalLineColor = new SolidColorBrush(Colors.Blue)
};
TextAnnotation annotationT = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 2, Y1 = 400
};
TextAnnotation annotationT1 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 8, Y1 = 250
};
TextAnnotation annotationT2 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 21, Y1 = 620
};
TextAnnotation annotationT3 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 31, Y1 = 630
};
TextAnnotation annotationT6 = new TextAnnotation {
Text = "BUY", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 40, Y1 = 475
};
TextAnnotation annotationT7 = new TextAnnotation {
Text = "SELL", FontSize = 15, CoordinateUnit = CoordinateUnit.Axis, X1 = 54, Y1 = 760
};
SfChart.Annotations.Add(annotationT);
SfChart.Annotations.Add(annotationT1);
SfChart.Annotations.Add(annotationT2);
SfChart.Annotations.Add(annotationT3);
SfChart.Annotations.Add(annotationT6);
SfChart.Annotations.Add(annotationT7);
break;
default:
return(null);
}
var index = rowIndex == 0 ? 1 : 0;
ChartSeries Series = this.SfChart.VisibleSeries[index] as ChartSeries;
indicator.XBindingPath = "TimeStamp";
indicator.High = "High";
indicator.Low = "Low";
indicator.Open = "Open";
indicator.Close = "Last";
indicator.Volume = "Volume";
Binding binding = new Binding();
binding.Path = new PropertyPath("ItemsSource");
binding.Source = Series;
binding.Mode = BindingMode.TwoWay;
indicator.SetBinding(FinancialTechnicalIndicator.ItemsSourceProperty, binding);
return(indicator);
}
void ChartView_PropertyChanged(object sender, PropertyChangedEventArgs e)
{
switch (selectedIndicator)
{
case "Accumulation Distribution":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
AccumulationDistributionIndicator indicator = new AccumulationDistributionIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new AccumulationDistributionIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "Average True Range":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
AverageTrueRangeIndicator indicator = new AverageTrueRangeIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new AverageTrueRangeIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "BollingerBand":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
BollingerBandIndicator indicator = new BollingerBandIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new BollingerBandIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "Exponential Average":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
ExponentialAverageIndicator indicator = new ExponentialAverageIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new ExponentialAverageIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "MACDTechnical":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
MACDTechnicalIndicator indicator = new MACDTechnicalIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new MACDTechnicalIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "Momentum Technical":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
MomentumTechnicalIndicator indicator = new MomentumTechnicalIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new MomentumTechnicalIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "RSITechnical":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
RSITechnicalIndicator indicator = new RSITechnicalIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new RSITechnicalIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "Simple Average":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
SimpleAverageIndicator indicator = new SimpleAverageIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new SimpleAverageIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
case "Triangular Average":
{
HiLoOpenCloseSeries series = StockChart.Series[0] as HiLoOpenCloseSeries;
ColumnSeries series1 = StockChart.Series[1] as ColumnSeries;
TriangularAverageIndicator indicator = new TriangularAverageIndicator();
NumericalAxis axis1 = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
indicator.YAxis = axis1;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
if (StockChart.TechnicalIndicators.Count > 0)
{
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
StockChart.TechnicalIndicators.Remove(StockChart.TechnicalIndicators[0]);
}
StockChart.TechnicalIndicators.Add(indicator);
indicator = new TriangularAverageIndicator();
NumericalAxis axis = new NumericalAxis()
{
Visibility = Visibility.Collapsed, ShowGridLines = false
};
UI.Xaml.Charts.SfChart.SetRow(axis, 1);
indicator.YAxis = axis;
indicator.ItemsSource = series.ItemsSource;
indicator.High = series.High;
indicator.Low = series.Low;
indicator.Open = series.Open;
indicator.Close = series.Close;
indicator.XBindingPath = series.XBindingPath;
indicator.Volume = series.Open;
StockChart.TechnicalIndicators.Add(indicator);
}
break;
}
}
private FinancialTechnicalIndicator Addindicator(string value)
{
FinancialTechnicalIndicator indicator;
switch (value)
{
case "Accumulation Distribution":
indicator = new AccumulationDistributionIndicator();
break;
case "Average True Range":
indicator = new AverageTrueRangeIndicator()
{
Period = 1
};
break;
case "Bollinger Band":
indicator = new BollingerBandIndicator()
{
UpperLineColor = Brushes.Green,
Period = 3
};
break;
case "Exponential Average":
indicator = new ExponentialAverageIndicator();
break;
case "MACD":
indicator = new MACDTechnicalIndicator()
{
Period = 5,
LongPeriod = 12,
ShortPeriod = 6,
ConvergenceLineColor = Brushes.Green
};
break;
case "Momentum":
indicator = new MomentumTechnicalIndicator()
{
Period = 4
};
break;
case "RSI":
indicator = new RSITechnicalIndicator()
{
Period = 4,
UpperLineColor = Brushes.Green
};
break;
case "Simple Average":
indicator = new SimpleAverageIndicator();
break;
case "Stochastic":
indicator = new StochasticTechnicalIndicator()
{
UpperLineColor = Brushes.Green
};
break;
case "Triangular Average":
indicator = new TriangularAverageIndicator();
break;
default:
return(null);
}
indicator.XBindingPath = "TimeStamp";
indicator.High = "High";
indicator.Low = "Low";
indicator.Open = "Open";
indicator.Close = "Last";
indicator.Volume = "Volume";
Binding binding = new Binding();
binding.Path = new PropertyPath("Datas");
binding.Source = this;
binding.Mode = BindingMode.TwoWay;
indicator.SetBinding(FinancialTechnicalIndicator.ItemsSourceProperty, binding);
ISupportAxes2D indicatorAxis = indicator as ISupportAxes2D;
if (indicatorAxis != null)
{
NumericalAxis axis = new NumericalAxis();
axis.OpposedPosition = true;
axis.ShowGridLines = false;
axis.Visibility = Visibility.Collapsed;
indicatorAxis.YAxis = axis;
}
return(indicator);
}
private FinancialTechnicalIndicator Addindicator(string value, int rowIndex)
{
FinancialTechnicalIndicator indicator;
switch (value)
{
case "Accumulation Distribution":
indicator = new AccumulationDistributionIndicator();
break;
case "Average True Range":
indicator = new AverageTrueRangeIndicator()
{
Period = 1
};
break;
case "Bollinger Band":
indicator = new BollingerBandIndicator()
{
UpperLineColor = Brushes.Green,
Period = 3
};
break;
case "Exponential Average":
indicator = new ExponentialAverageIndicator();
break;
case "MACD":
indicator = new MACDTechnicalIndicator()
{
Period = 5,
LongPeriod = 12,
ShortPeriod = 6,
ConvergenceLineColor = Brushes.Green
};
break;
case "Momentum":
indicator = new MomentumTechnicalIndicator()
{
Period = 4
};
break;
case "RSI":
indicator = new RSITechnicalIndicator()
{
Period = 4,
UpperLineColor = Brushes.Green
};
break;
case "Simple Average":
indicator = new SimpleAverageIndicator();
break;
case "Stochastic":
indicator = new StochasticTechnicalIndicator()
{
UpperLineColor = Brushes.Green
};
break;
case "Triangular Average":
indicator = new TriangularAverageIndicator();
break;
default:
return(null);
}
var index = rowIndex == 0 ? 1 : 0;
ChartSeries Series = this.SfChart.VisibleSeries[index] as ChartSeries;
indicator.XBindingPath = "TimeStamp";
indicator.High = "High";
indicator.Low = "Low";
indicator.Open = "Open";
indicator.Close = "Last";
indicator.Volume = "Volume";
Binding binding = new Binding();
binding.Path = new PropertyPath("ItemsSource");
binding.Source = Series;
binding.Mode = BindingMode.TwoWay;
indicator.SetBinding(FinancialTechnicalIndicator.ItemsSourceProperty, binding);
return(indicator);
}
private IndicatorBase CreateIndicator(Indicators indicatorToAdd)
{
switch (indicatorToAdd)
{
case Indicators.CommodityChannelIndexIndicator:
var cciIndicator = new CommodityChannelIndexIndicator();
cciIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
cciIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
cciIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
cciIndicator.HighBinding = new PropertyNameDataPointBinding("High");
cciIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
cciIndicator.Period = 10;
cciIndicator.Stroke = Color.Green;
cciIndicator.StrokeThickness = 1;
return(cciIndicator);
case Indicators.AverageTrueRangeIndicator:
var artIndicator = new AverageTrueRangeIndicator();
artIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
artIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
artIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
artIndicator.HighBinding = new PropertyNameDataPointBinding("High");
artIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
artIndicator.Period = 14;
artIndicator.Stroke = Color.Green;
artIndicator.StrokeThickness = 1;
return(artIndicator);
case Indicators.TrueRangeIndicator:
var trIndicator = new TrueRangeIndicator();
trIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
trIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
trIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
trIndicator.HighBinding = new PropertyNameDataPointBinding("High");
trIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
trIndicator.Stroke = Color.Green;
trIndicator.StrokeThickness = 1;
return(trIndicator);
case Indicators.MacdIndicator:
var macdIndicator = new MacdIndicator();
macdIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
macdIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
macdIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
macdIndicator.ShortPeriod = 2;
macdIndicator.SignalPeriod = 6;
macdIndicator.LongPeriod = 9;
macdIndicator.Stroke = Color.Green;
macdIndicator.SignalStroke = Color.Red;
macdIndicator.StrokeThickness = 1;
return(macdIndicator);
case Indicators.RelativeMomentumIndexIndicator:
var rmiIndicator = new RelativeMomentumIndexIndicator();
rmiIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rmiIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rmiIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rmiIndicator.Stroke = Color.Green;
rmiIndicator.Period = 12;
rmiIndicator.StrokeThickness = 1;
return(rmiIndicator);
case Indicators.RateOfChangeIndicator:
var rocIndicator = new RateOfChangeIndicator();
rocIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rocIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rocIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rocIndicator.Stroke = Color.Green;
rocIndicator.Period = 8;
rocIndicator.StrokeThickness = 1;
return(rocIndicator);
case Indicators.RelativeStrengthIndexIndicator:
var rsiIndicator = new RelativeStrengthIndexIndicator();
rsiIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rsiIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rsiIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rsiIndicator.Stroke = Color.Green;
rsiIndicator.Period = 8;
rsiIndicator.StrokeThickness = 1;
return(rsiIndicator);
case Indicators.StochasticFastIndicator:
var sfIndicator = new StochasticFastIndicator();
sfIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
sfIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
sfIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
sfIndicator.HighBinding = new PropertyNameDataPointBinding("High");
sfIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
sfIndicator.MainPeriod = 14;
sfIndicator.SignalPeriod = 3;
sfIndicator.SignalStroke = Color.Red;
sfIndicator.Stroke = Color.Green;
sfIndicator.StrokeThickness = 1;
return(sfIndicator);
case Indicators.StochasticSlowIndicator:
var ssIndicator = new StochasticSlowIndicator();
ssIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
ssIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
ssIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
ssIndicator.HighBinding = new PropertyNameDataPointBinding("High");
ssIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
ssIndicator.MainPeriod = 14;
ssIndicator.SlowingPeriod = 2;
ssIndicator.SignalPeriod = 3;
ssIndicator.SignalStroke = Color.Red;
ssIndicator.Stroke = Color.Green;
ssIndicator.StrokeThickness = 1;
return(ssIndicator);
case Indicators.TrixIndicator:
var trixIndicator = new TrixIndicator();
trixIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
trixIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
trixIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
trixIndicator.Stroke = Color.Green;
trixIndicator.Period = 15;
trixIndicator.StrokeThickness = 1;
return(trixIndicator);
case Indicators.UltimateOscillatorIndicator:
var uoIndicator = new UltimateOscillatorIndicator();
uoIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
uoIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
uoIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
uoIndicator.HighBinding = new PropertyNameDataPointBinding("High");
uoIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
uoIndicator.Period = 5;
uoIndicator.Period2 = 8;
uoIndicator.Period3 = 10;
uoIndicator.Stroke = Color.Green;
uoIndicator.StrokeThickness = 1;
return(uoIndicator);
default:
return(null);
}
}
public static void Main(string[] args)
{
/// <summary>
/// Getting time series
/// </summary>
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
/// <summary>
/// Creating indicators
/// </summary>
// Close price
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
// Typical price
TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series);
// Price variation
PriceVariationIndicator priceVariation = new PriceVariationIndicator(series);
// Simple moving averages
SMAIndicator shortSma = new SMAIndicator(closePrice, 8);
SMAIndicator longSma = new SMAIndicator(closePrice, 20);
// Exponential moving averages
EMAIndicator shortEma = new EMAIndicator(closePrice, 8);
EMAIndicator longEma = new EMAIndicator(closePrice, 20);
// Percentage price oscillator
PPOIndicator ppo = new PPOIndicator(closePrice, 12, 26);
// Rate of change
ROCIndicator roc = new ROCIndicator(closePrice, 100);
// Relative strength index
RSIIndicator rsi = new RSIIndicator(closePrice, 14);
// Williams %R
WilliamsRIndicator williamsR = new WilliamsRIndicator(series, 20);
// Average true range
AverageTrueRangeIndicator atr = new AverageTrueRangeIndicator(series, 20);
// Standard deviation
StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, 14);
/// <summary>
/// Building header
/// </summary>
StringBuilder sb = new StringBuilder("timestamp,close,typical,variation,sma8,sma20,ema8,ema20,ppo,roc,rsi,williamsr,atr,sd\n");
/// <summary>
/// Adding indicators values
/// </summary>
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nbTicks = series.getTickCount();
int nbTicks = series.TickCount;
for (int i = 0; i < nbTicks; i++)
{
sb.Append(series.getTick(i).EndTime.Millis / 1000d).Append(',').Append(closePrice.getValue(i)).Append(',').Append(typicalPrice.getValue(i)).Append(',').Append(priceVariation.getValue(i)).Append(',').Append(shortSma.getValue(i)).Append(',').Append(longSma.getValue(i)).Append(',').Append(shortEma.getValue(i)).Append(',').Append(longEma.getValue(i)).Append(',').Append(ppo.getValue(i)).Append(',').Append(roc.getValue(i)).Append(',').Append(rsi.getValue(i)).Append(',').Append(williamsR.getValue(i)).Append(',').Append(atr.getValue(i)).Append(',').Append(sd.getValue(i)).Append('\n');
}
/// <summary>
/// Writing CSV file
/// </summary>
System.IO.StreamWriter writer = null;
try
{
writer = new System.IO.StreamWriter("indicators.csv");
writer.Write(sb.ToString());
} catch (IOException ioe)
{
//JAVA TO C# CONVERTER WARNING: The .NET Type.FullName property will not always yield results identical to the Java Class.getName method:
Logger.getLogger(typeof(IndicatorsToCsv).FullName).log(Level.SEVERE, "Unable to write CSV file", ioe);
} finally
{
try
{
if (writer != null)
{
writer.Close();
}
} catch (IOException)
{
}
}
}
