public void Test_SMA_Candlestick()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
double[] sma20 = ScottPlot.Statistics.Finance.SMA(ohlcs, 20);
double[] sma50 = ScottPlot.Statistics.Finance.SMA(ohlcs, 50);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
var plt = new ScottPlot.Plot(600, 400);
plt.PlotCandlestick(ohlcs);
plt.PlotScatter(xs, sma20, label: "20 day SMA",
color: Color.Blue, markerSize: 0, lineWidth: 2);
plt.PlotScatter(xs, sma50, label: "50 day SMA",
color: Color.Maroon, markerSize: 0, lineWidth: 2);
plt.Title("Simple Moving Average (SMA)");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
public void Test_Bollinger_Bands()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
var plt = new ScottPlot.Plot(600, 400);
plt.PlotCandlestick(ohlcs);
plt.PlotFill(xs, bolL, xs, bolU, fillColor: Color.Blue, fillAlpha: .1);
plt.PlotScatter(xs, bolL, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, bolU, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, sma, color: Color.Navy, markerSize: 0, lineStyle: LineStyle.Dash);
plt.Title("Bollinger Bands");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
public void Test_Bollinger_Bands()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
// calculate moving average X and Ys
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs, 20);
double[] xs2 = xs.Skip(20).ToArray();
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].DateTime = DateTime.FromOADate(i);
}
var plt = new ScottPlot.Plot(600, 400);
plt.AddCandlesticks(ohlcs);
plt.AddFill(xs2, bolL, xs2, bolU, color: Color.FromArgb(10, Color.Blue));
plt.AddScatter(xs2, bolL, color: Color.Navy, markerSize: 0, label: "Bollinger Bands");
plt.AddScatter(xs2, bolU, color: Color.Navy, markerSize: 0);
plt.AddScatter(xs2, sma, color: Color.Navy, markerSize: 0, lineStyle: LineStyle.Dash, label: "SMA 20");
plt.Title("Moving Average and Standard Deviation");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}