/// <summary>
/// Builds a JFreeChart time series from a Ta4j time series and an indicator. </summary>
/// <param name="tickSeries"> the ta4j time series </param>
/// <param name="indicator"> the indicator </param>
/// <param name="name"> the name of the chart time series </param>
/// <returns> the JFreeChart time series </returns>
private static org.jfree.data.time.TimeSeries buildChartTimeSeries(TimeSeries tickSeries, Indicator <Decimal> indicator, string name)
{
org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name);
for (int i = 0; i < tickSeries.TickCount; i++)
{
Tick tick = tickSeries.getTick(i);
chartTimeSeries.add(new Day(tick.EndTime.toDate()), indicator.getValue(i).toDouble());
}
return(chartTimeSeries);
}
public static void Main(string[] args)
{
// Loading the Logback configuration
loadLoggerConfiguration();
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = CCICorrectionStrategy.buildStrategy(series);
// Running the strategy
series.run(strategy);
}
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);
}