ChartDirector 6.0 (ASP/COM/VB Edition)

Finance Chart Custom Symbols




This example demonstrates adding custom symbols to a finance chart.

The custom symbols are achieved by using XYChart.addScatterLayer to add a scatter layer to the main price chart. The data for the scatter layer is an array of the same length as the timestamps array, which are used to specify the position of the symbols. For trading sessions that do not require symbols, NoValue can be used as the data value.

The scatter symbols in this example are arrows created with ChartDirector.API.ArrowShape. Different types of symbols are created using different scatter layers. The arrows are positioned at the high or low values, and shifted upwards or downwards with DataSet.setSymbolOffset to avoid overlapping with the candlesticks.

Source Code Listing

[Web Version (in ASP)] aspdemo\financesymbols.asp
<%@ language="vbscript" %>
<%
Set cd = CreateObject("ChartDirector.API")

' This script can draw different charts depending on the chartIndex
chartIndex = CInt(Request("img"))

' Create a finance chart demo containing 100 days of data
noOfDays = 100

' To compute moving averages starting from the first day, we need to get extra data points before
' the first day
extraDays = 30

' In this exammple, we use a random number generator utility to simulate the data. We set up the
' random table to create 6 cols x (noOfDays + extraDays) rows, using 9 as the seed.
Set rantable = cd.RanTable(9, 6, noOfDays + extraDays)

' Set the 1st col to be the timeStamp, starting from Sep 4, 2014, with each row representing one
' day, and counting week days only (jump over Sat and Sun)
Call rantable.setDateCol(0, DateSerial(2014, 9, 4), 86400, True)

' Set the 2nd, 3rd, 4th and 5th columns to be high, low, open and close data. The open value starts
' from 100, and the daily change is random from -5 to 5.
Call rantable.setHLOCCols(1, 100, -5, 5)

' Set the 6th column as the vol data from 5 to 25 million
Call rantable.setCol(5, 50000000, 250000000)

' Now we read the data from the table into arrays
timeStamps = rantable.getCol(0)
highData = rantable.getCol(1)
lowData = rantable.getCol(2)
openData = rantable.getCol(3)
closeData = rantable.getCol(4)
volData = rantable.getCol(5)

' Custom data series should be of the same length as the OHLC data series
ReDim buySignal(UBound(closeData))
ReDim sellSignal(UBound(closeData))

'
' The following is just an arbitrary algorithm to create some meaningless buySignal and sellSignal.
' They are just for demonstrating the charting engine. Please do not use them for actual trading.
'

sma5 = cd.ArrayMath(closeData).movAvg(5).result()
sma20 = cd.ArrayMath(closeData).movAvg(20).result()

For i = 0 To UBound(sma5)
    buySignal(i) = cd.NoValue
    sellSignal(i) = cd.NoValue
    If i > 0 Then
        If (sma5(i - 1) <= sma20(i - 1)) And (sma5(i) > sma20(i)) Then
            buySignal(i) = lowData(i)
        End If
        If (sma5(i - 1) >= sma20(i - 1)) And (sma5(i) < sma20(i)) Then
            sellSignal(i) = highData(i)
        End If
    End If
Next

' Create a FinanceChart object of width 640 pixels
Set c = cd.FinanceChart(640)

' Add a title to the chart
Call c.addTitle("Finance Chart with Custom Symbols")

' Set the data into the finance chart object
Call c.setData(timeStamps, highData, lowData, openData, closeData, volData, extraDays)

' Add the main chart with 240 pixels in height
Set mainChart = c.addMainChart(240)

' Add buy signal symbols to the main chart, using cyan (0x00ffff) upward pointing arrows as symbols
Set buyLayer = mainChart.addScatterLayer(Empty, buySignal, "Buy", cd.ArrowShape(0, 1, 0.4, 0.4), _
    11, &H00ffff&)
' Shift the symbol lower by 20 pixels
Call buyLayer.getDataSet(0).setSymbolOffset(0, 20)

' Add sell signal symbols to the main chart, using purple (0x9900cc) downward pointing arrows as
' symbols
Set sellLayer = mainChart.addScatterLayer(Empty, sellSignal, "Sell", cd.ArrowShape(180, 1, 0.4, _
    0.4), 11, &H9900cc)
' Shift the symbol higher by 20 pixels
Call sellLayer.getDataSet(0).setSymbolOffset(0, -20)

' Add a 5 period simple moving average to the main chart, using brown color
Call c.addSimpleMovingAvg(5, &H663300)

' Add a 20 period simple moving average to the main chart, using purple color
Call c.addSimpleMovingAvg(20, &H9900ff)

' Add candlestick symbols to the main chart, using green/red for up/down days
Call c.addCandleStick(&H66ff66, &Hff6666)

' Add a volume indicator chart (75 pixels high) after the main chart, using green/red/grey for
' up/down/flat days
Call c.addVolIndicator(75, &H99ff99, &Hff9999, &H808080)

' Append a 14-days RSI indicator chart (75 pixels high) after the main chart. The main RSI line is
' purple (800080). Set threshold region to +/- 20 (that is, RSI = 50 +/- 25). The upper/lower
' threshold regions will be filled with red (ff0000)/blue (0000ff).
Call c.addRSI(75, 14, &H800080, 20, &Hff0000, &H0000ff)

' Output the chart
Response.ContentType = "image/png"
Response.BinaryWrite c.makeChart2(cd.PNG)
Response.End
%>

[Windows Version (in Visual Basic)] vbdemo\financesymbols.cls
Public Sub createChart(viewer As Object, chartIndex As Integer)

    Dim cd As New ChartDirector.API

    ' Create a finance chart demo containing 100 days of data
    Dim noOfDays As Long
    noOfDays = 100

    ' To compute moving averages starting from the first day, we need to get extra data points
    ' before the first day
    Dim extraDays As Long
    extraDays = 30

    ' In this exammple, we use a random number generator utility to simulate the data. We set up the
    ' random table to create 6 cols x (noOfDays + extraDays) rows, using 9 as the seed.
    Dim rantable As RanTable
    Set rantable = cd.RanTable(9, 6, noOfDays + extraDays)

    ' Set the 1st col to be the timeStamp, starting from Sep 4, 2014, with each row representing one
    ' day, and counting week days only (jump over Sat and Sun)
    Call rantable.setDateCol(0, DateSerial(2014, 9, 4), 86400, True)

    ' Set the 2nd, 3rd, 4th and 5th columns to be high, low, open and close data. The open value
    ' starts from 100, and the daily change is random from -5 to 5.
    Call rantable.setHLOCCols(1, 100, -5, 5)

    ' Set the 6th column as the vol data from 5 to 25 million
    Call rantable.setCol(5, 50000000, 250000000)

    ' Now we read the data from the table into arrays
    Dim timeStamps()
    timeStamps = rantable.getCol(0)
    Dim highData()
    highData = rantable.getCol(1)
    Dim lowData()
    lowData = rantable.getCol(2)
    Dim openData()
    openData = rantable.getCol(3)
    Dim closeData()
    closeData = rantable.getCol(4)
    Dim volData()
    volData = rantable.getCol(5)

    ' Custom data series should be of the same length as the OHLC data series
    ReDim buySignal(UBound(closeData))
    ReDim sellSignal(UBound(closeData))

    '
    ' The following is just an arbitrary algorithm to create some meaningless buySignal and
    ' sellSignal. They are just for demonstrating the charting engine. Please do not use them for
    ' actual trading.
    '

    Dim sma5()
    sma5 = cd.ArrayMath(closeData).movAvg(5).result()
    Dim sma20()
    sma20 = cd.ArrayMath(closeData).movAvg(20).result()

    Dim i As Long
    For i = 0 To UBound(sma5)
        buySignal(i) = cd.NoValue
        sellSignal(i) = cd.NoValue
        If i > 0 Then
            If (sma5(i - 1) <= sma20(i - 1)) And (sma5(i) > sma20(i)) Then
                buySignal(i) = lowData(i)
            End If
            If (sma5(i - 1) >= sma20(i - 1)) And (sma5(i) < sma20(i)) Then
                sellSignal(i) = highData(i)
            End If
        End If
    Next

    ' Create a FinanceChart object of width 640 pixels
    Dim c As FinanceChart
    Set c = cd.FinanceChart(640)

    ' Add a title to the chart
    Call c.addTitle("Finance Chart with Custom Symbols")

    ' Set the data into the finance chart object
    Call c.setData(timeStamps, highData, lowData, openData, closeData, volData, extraDays)

    ' Add the main chart with 240 pixels in height
    Dim mainChart As XYChart
    Set mainChart = c.addMainChart(240)

    ' Add buy signal symbols to the main chart, using cyan (0x00ffff) upward pointing arrows as
    ' symbols
    Dim buyLayer As ScatterLayer
    Set buyLayer = mainChart.addScatterLayer(Empty, buySignal, "Buy", cd.ArrowShape(0, 1, 0.4, 0.4 _
        ), 11, &H00ffff&)
    ' Shift the symbol lower by 20 pixels
    Call buyLayer.getDataSet(0).setSymbolOffset(0, 20)

    ' Add sell signal symbols to the main chart, using purple (0x9900cc) downward pointing arrows as
    ' symbols
    Dim sellLayer As ScatterLayer
    Set sellLayer = mainChart.addScatterLayer(Empty, sellSignal, "Sell", cd.ArrowShape(180, 1, _
        0.4, 0.4), 11, &H9900cc)
    ' Shift the symbol higher by 20 pixels
    Call sellLayer.getDataSet(0).setSymbolOffset(0, -20)

    ' Add a 5 period simple moving average to the main chart, using brown color
    Call c.addSimpleMovingAvg(5, &H663300)

    ' Add a 20 period simple moving average to the main chart, using purple color
    Call c.addSimpleMovingAvg(20, &H9900ff)

    ' Add candlestick symbols to the main chart, using green/red for up/down days
    Call c.addCandleStick(&H66ff66, &Hff6666)

    ' Add a volume indicator chart (75 pixels high) after the main chart, using green/red/grey for
    ' up/down/flat days
    Call c.addVolIndicator(75, &H99ff99, &Hff9999, &H808080)

    ' Append a 14-days RSI indicator chart (75 pixels high) after the main chart. The main RSI line
    ' is purple (800080). Set threshold region to +/- 20 (that is, RSI = 50 +/- 25). The upper/lower
    ' threshold regions will be filled with red (ff0000)/blue (0000ff).
    Call c.addRSI(75, 14, &H800080, 20, &Hff0000, &H0000ff)

    ' Output the chart
    Set viewer.Picture = c.makePicture()

End Sub