ChartDirector 6.1 (Java 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 Chart.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

[JSP Version] jspdemo/financesymbols.jsp
<%@page import="ChartDirector.*" %>
<%@page import="java.util.*" %>
<%
// Create a finance chart demo containing 100 days of data
int noOfDays = 100;

// To compute moving averages starting from the first day, we need to get extra data points before
// the first day
int 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.
RanTable rantable = new 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)
rantable.setDateCol(0, new GregorianCalendar(2014, 8, 4).getTime(), 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.
rantable.setHLOCCols(1, 100, -5, 5);

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

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

// Custom data series should be of the same length as the OHLC data series
double[] buySignal = new double[closeData.length];
double[] sellSignal = new double[closeData.length];

//
// 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.
//

double[] sma5 = new ArrayMath(closeData).movAvg(5).result();
double[] sma20 = new ArrayMath(closeData).movAvg(20).result();

for (int i = 0; i < sma5.length; ++i) {
    buySignal[i] = Chart.NoValue;
    sellSignal[i] = Chart.NoValue;
    if (i > 0) {
        if ((sma5[i - 1] <= sma20[i - 1]) && (sma5[i] > sma20[i])) {
            buySignal[i] = lowData[i];
        }
        if ((sma5[i - 1] >= sma20[i - 1]) && (sma5[i] < sma20[i])) {
            sellSignal[i] = highData[i];
        }
    }
}

// Create a FinanceChart object of width 640 pixels
FinanceChart c = new FinanceChart(640);

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

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

// Add the main chart with 240 pixels in height
XYChart mainChart = c.addMainChart(240);

// Add buy signal symbols to the main chart, using cyan (0x00ffff) upward pointing arrows as symbols
ScatterLayer buyLayer = mainChart.addScatterLayer(null, buySignal, "Buy", Chart.ArrowShape(0, 1,
    0.4, 0.4), 11, 0x00ffff);
// Shift the symbol lower by 20 pixels
buyLayer.getDataSet(0).setSymbolOffset(0, 20);

// Add sell signal symbols to the main chart, using purple (0x9900cc) downward pointing arrows as
// symbols
ScatterLayer sellLayer = mainChart.addScatterLayer(null, sellSignal, "Sell", Chart.ArrowShape(180,
    1, 0.4, 0.4), 11, 0x9900cc);
// Shift the symbol higher by 20 pixels
sellLayer.getDataSet(0).setSymbolOffset(0, -20);

// Add a 5 period simple moving average to the main chart, using brown color
c.addSimpleMovingAvg(5, 0x663300);

// Add a 20 period simple moving average to the main chart, using purple color
c.addSimpleMovingAvg(20, 0x9900ff);

// Add candlestick symbols to the main chart, using green/red for up/down days
c.addCandleStick(0x66ff66, 0xff6666);

// Add a volume indicator chart (75 pixels high) after the main chart, using green/red/grey for
// up/down/flat days
c.addVolIndicator(75, 0x99ff99, 0xff9999, 0x808080);

// 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).
c.addRSI(75, 14, 0x800080, 20, 0xff0000, 0x0000ff);

// Output the chart
String chart1URL = c.makeSession(request, "chart1");
%>
<html>
<body style="margin:5px 0px 0px 5px">
<div style="font-size:18pt; font-family:verdana; font-weight:bold">
    Finance Chart Custom Symbols
</div>
<hr color="#000080">
<div style="font-size:10pt; font-family:verdana; margin-bottom:1.5em">
    <a href="viewsource.jsp?file=<%=request.getServletPath()%>">View Source Code</a>
</div>
<img src='<%=response.encodeURL("getchart.jsp?"+chart1URL)%>'>
</body>
</html>

[Java Version] javademo/financesymbols.java
import java.awt.*;
import java.awt.event.*;
import javax.swing.*;
import java.util.*;
import ChartDirector.*;

public class financesymbols implements DemoModule
{
    //Name of demo program
    public String toString() { return "Finance Chart Custom Symbols"; }

    //Number of charts produced in this demo
    public int getNoOfCharts() { return 1; }

    //Main code for creating charts
    public void createChart(ChartViewer viewer, int chartIndex)
    {
        // Create a finance chart demo containing 100 days of data
        int noOfDays = 100;

        // To compute moving averages starting from the first day, we need to get extra data points
        // before the first day
        int 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.
        RanTable rantable = new 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)
        rantable.setDateCol(0, new GregorianCalendar(2014, 8, 4).getTime(), 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.
        rantable.setHLOCCols(1, 100, -5, 5);

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

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

        // Custom data series should be of the same length as the OHLC data series
        double[] buySignal = new double[closeData.length];
        double[] sellSignal = new double[closeData.length];

        //
        // 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.
        //

        double[] sma5 = new ArrayMath(closeData).movAvg(5).result();
        double[] sma20 = new ArrayMath(closeData).movAvg(20).result();

        for (int i = 0; i < sma5.length; ++i) {
            buySignal[i] = Chart.NoValue;
            sellSignal[i] = Chart.NoValue;
            if (i > 0) {
                if ((sma5[i - 1] <= sma20[i - 1]) && (sma5[i] > sma20[i])) {
                    buySignal[i] = lowData[i];
                }
                if ((sma5[i - 1] >= sma20[i - 1]) && (sma5[i] < sma20[i])) {
                    sellSignal[i] = highData[i];
                }
            }
        }

        // Create a FinanceChart object of width 640 pixels
        FinanceChart c = new FinanceChart(640);

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

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

        // Add the main chart with 240 pixels in height
        XYChart mainChart = c.addMainChart(240);

        // Add buy signal symbols to the main chart, using cyan (0x00ffff) upward pointing arrows as
        // symbols
        ScatterLayer buyLayer = mainChart.addScatterLayer(null, buySignal, "Buy", Chart.ArrowShape(
            0, 1, 0.4, 0.4), 11, 0x00ffff);
        // Shift the symbol lower by 20 pixels
        buyLayer.getDataSet(0).setSymbolOffset(0, 20);

        // Add sell signal symbols to the main chart, using purple (0x9900cc) downward pointing
        // arrows as symbols
        ScatterLayer sellLayer = mainChart.addScatterLayer(null, sellSignal, "Sell",
            Chart.ArrowShape(180, 1, 0.4, 0.4), 11, 0x9900cc);
        // Shift the symbol higher by 20 pixels
        sellLayer.getDataSet(0).setSymbolOffset(0, -20);

        // Add a 5 period simple moving average to the main chart, using brown color
        c.addSimpleMovingAvg(5, 0x663300);

        // Add a 20 period simple moving average to the main chart, using purple color
        c.addSimpleMovingAvg(20, 0x9900ff);

        // Add candlestick symbols to the main chart, using green/red for up/down days
        c.addCandleStick(0x66ff66, 0xff6666);

        // Add a volume indicator chart (75 pixels high) after the main chart, using green/red/grey
        // for up/down/flat days
        c.addVolIndicator(75, 0x99ff99, 0xff9999, 0x808080);

        // 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).
        c.addRSI(75, 14, 0x800080, 20, 0xff0000, 0x0000ff);

        // Output the chart
        viewer.setChart(c);
    }

    //Allow this module to run as standalone program for easy testing
    public static void main(String[] args)
    {
        //Instantiate an instance of this demo module
        DemoModule demo = new financesymbols();

        //Create and set up the main window
        JFrame frame = new JFrame(demo.toString());
        frame.addWindowListener(new WindowAdapter() {
            public void windowClosing(WindowEvent e) {System.exit(0);} });
        frame.getContentPane().setBackground(Color.white);

        // Create the chart and put them in the content pane
        ChartViewer viewer = new ChartViewer();
        demo.createChart(viewer, 0);
        frame.getContentPane().add(viewer);

        // Display the window
        frame.pack();
        frame.setVisible(true);
    }
}