public static void Main(string[] args)
{
/// <summary>
/// Getting time series
/// </summary>
TimeSeries series = CsvTicksLoader.loadAppleIncSeries();
/// <summary>
/// Creating indicators
/// </summary>
// Close price
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
// Bollinger bands
BollingerBandsMiddleIndicator middleBBand = new BollingerBandsMiddleIndicator(closePrice);
BollingerBandsLowerIndicator lowBBand = new BollingerBandsLowerIndicator(middleBBand, closePrice);
BollingerBandsUpperIndicator upBBand = new BollingerBandsUpperIndicator(middleBBand, closePrice);
/// <summary>
/// Building chart dataset
/// </summary>
TimeSeriesCollection dataset = new TimeSeriesCollection();
dataset.addSeries(buildChartTimeSeries(series, closePrice, "Apple Inc. (AAPL) - NASDAQ GS"));
dataset.addSeries(buildChartTimeSeries(series, lowBBand, "Low Bollinger Band"));
dataset.addSeries(buildChartTimeSeries(series, upBBand, "High Bollinger Band"));
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createTimeSeriesChart("Apple Inc. 2013 Close Prices", "Date", "Price Per Unit", dataset, true, true, false); // generate URLs? - generate tooltips? - create legend? - data - y-axis label - x-axis label - title
XYPlot plot = (XYPlot)chart.Plot;
DateAxis axis = (DateAxis)plot.DomainAxis;
axis.DateFormatOverride = new SimpleDateFormat("yyyy-MM-dd");
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}
public static void Main(string[] args)
{
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
// Running the strategy
TradingRecord tradingRecord = series.run(strategy);
// Getting the cash flow of the resulting trades
CashFlow cashFlow = new CashFlow(series, tradingRecord);
/// <summary>
/// Building chart datasets
/// </summary>
TimeSeriesCollection datasetAxis1 = new TimeSeriesCollection();
datasetAxis1.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
TimeSeriesCollection datasetAxis2 = new TimeSeriesCollection();
datasetAxis2.addSeries(buildChartTimeSeries(series, cashFlow, "Cash Flow"));
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", "Date", "Price", datasetAxis1, true, true, false); // generate URLs? - generate tooltips? - create legend? - data - y-axis label - x-axis label - title
XYPlot plot = (XYPlot)chart.Plot;
DateAxis axis = (DateAxis)plot.DomainAxis;
axis.DateFormatOverride = new SimpleDateFormat("MM-dd HH:mm");
/// <summary>
/// Adding the cash flow axis (on the right)
/// </summary>
addCashFlowAxis(plot, datasetAxis2);
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}