diff --git a/docs/EMA.md b/docs/EMA.md new file mode 100644 index 00000000..ac161421 --- /dev/null +++ b/docs/EMA.md @@ -0,0 +1,38 @@ +# EMA: Exponential Moving Average + +EMA needs very short history buffer and calculates the EMA value using just the previous EMA value. The weight of the new datapoint (k) is k = 2 / (period-1) + +## Calculation + +There is an adopted practice to calculate $SMA$ when $n < period$. + +$$ +EMA_n = \left\{ \begin{array}{cl} +\frac{1}{p}\left( data_{n}-data_{n-p}\right)+SMA_{n-1} & : \ n \leq period \\ +{k}\times ({data_{n}} - EMA_{n-1}) + EMA_{n-1} & : \ x > period +\end{array} \right. +$$ + + +## Implementation + +``` csharp +EMA_Series mean = new(source: data, period: p, useNaN: false); +``` + +- `TSeries source` - List of value tuples (DateTime, double) +- `int period` - Integer representing the period of SMA +- `bool useNaN` - if true, initial values from 1 to period-1 will be replaced with NaN. If false, the initial calculation will return values for SMA(length) instead of SMA(period) + +## Comparison & Validation + +Validation tests +Performance tests + +## Visual analysis + +![Alt text](./img/EMA_chart.svg) + + + +## References diff --git a/docs/SMA.md b/docs/SMA.md index 3f5eca99..6733a347 100644 --- a/docs/SMA.md +++ b/docs/SMA.md @@ -17,24 +17,22 @@ $$ ``` csharp SMA_Series mean = new(source: data, period: p, useNaN: false); - -QuanTA fluent = data.SMA(period: p); ``` -## Parameters - - `TSeries source` - List of value tuples (DateTime, double) - `int period` - Integer representing the period of SMA - `bool useNaN` - if true, initial values from 1 to period-1 will be replaced with NaN. If false, the initial calculation will return values for SMA(length) instead of SMA(period) -## Sample chart - -picture of SMA - ## Comparison & Validation Validation tests Performance tests +## Visual analysis + +![Alt text](./img/SMA_chart.svg) + + + ## References - https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/ \ No newline at end of file diff --git a/docs/_sidebar.md b/docs/_sidebar.md new file mode 100644 index 00000000..9c2f97ab --- /dev/null +++ b/docs/_sidebar.md @@ -0,0 +1,5 @@ +* [Home](/) + +* [Indicators](indicators.md "Indocators coverage") + + * [SMA - Simple Moving Average](SMA.md "SMA - Simple Moving Average") \ No newline at end of file diff --git a/docs/img/EMA_chart.ipynb b/docs/img/EMA_chart.ipynb new file mode 100644 index 00000000..356c0acf --- /dev/null +++ b/docs/img/EMA_chart.ipynb @@ -0,0 +1,251 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 1, + "metadata": { + "dotnet_interactive": { + "language": "csharp" + } + }, + "outputs": [ + { + "data": { + "text/html": [ + "
" + ] + }, + "metadata": {}, + "output_type": "display_data" + }, + { + "data": { + "text/plain": [ + "Loading extensions from `C:\\Users\\miha\\.nuget\\packages\\plotly.net.interactive\\3.0.2\\interactive-extensions\\dotnet\\Plotly.NET.Interactive.dll`" + ] + }, + "metadata": {}, + "output_type": "display_data" + } + ], + "source": [ + "//#r \"nuget: QuanTAlib;\"\n", + "\n", + "#r \"nuget: Plotly.NET;\"\n", + "#r \"nuget: Plotly.NET.Interactive;\"\n", + "#r \"nuget: Plotly.NET.ImageExport;\"\n", + "#r \"..\\..\\Source\\bin\\Debug\\net6.0\\QuanTAlib.dll\"\n", + "\n", + "using QuanTAlib;\n", + "using Plotly.NET;\n", + "using Plotly.NET.LayoutObjects;\n", + "using Plotly.NET.ImageExport;" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "metadata": { + "dotnet_interactive": { + "language": "csharp" + }, + "polyglot_notebook": { + "kernelName": "csharp" + } + }, + "outputs": [], + "source": [ + "TSeries d1a = new() 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new(d2a, period);\n", + "EMA_Series d3b = new(d3a, period);\n", + "EMA_Series d4b = new(d4a, period);\n", + "EMA_Series d5b = new(d5a, period);\n", + "EMA_Series d6b = new(d6a, period);\n", + "EMA_Series d7b = new(d7a, period);\n", + "EMA_Series d8b = new(d8a, period);\n", + "EMA_Series d9b = new(d9a, period);\n", + "EMA_Series d10b = new(d10a, period);\n", + "EMA_Series d11b = new(d11a, period);\n", + "EMA_Series d12b = new(d12a, period);\n", + "EMA_Series d13b = new(d13a, period);\n", + "EMA_Series d14b = new(d14a, period);\n", + "EMA_Series d15b = new(d15a, period);\n", + "EMA_Series d16b = new(d16a, period);\n", + "\n", + "List x = Enumerable.Range(-cut,96).ToList();\n", + "GenericChart.GenericChart ch1a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d1a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch1b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d1b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch2a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d2a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch2b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d2b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch3a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d3a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch3b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d3b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch4a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d4a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch4b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d4b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch5a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d5a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch5b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d5b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch6a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d6a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch6b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d6b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch7a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d7a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch7b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d7b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch8a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d8a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch8b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d8b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch9a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d9a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch9b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d9b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch10a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d10a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch10b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d10b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch11a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d11a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch11b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d11b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch12a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d12a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch12b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d12b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch13a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d13a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch13b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d13b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch14a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d14a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch14b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d14b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch15a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d15a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch15b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d15b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch16a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d16a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch16b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d16b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "\n", + "var ch1 = Chart.Combine(new []{ch1a,ch1b});\n", + "var ch2 = Chart.Combine(new []{ch2a,ch2b});\n", + "var ch3 = Chart.Combine(new []{ch3a,ch3b});\n", + "var ch4 = Chart.Combine(new []{ch4a,ch4b});\n", + "var ch5 = Chart.Combine(new []{ch5a,ch5b});\n", + "var ch6 = Chart.Combine(new []{ch6a,ch6b});\n", + "var ch7 = Chart.Combine(new []{ch7a,ch7b});\n", + "var ch8 = Chart.Combine(new []{ch8a,ch8b});\n", + "var ch9 = Chart.Combine(new []{ch9a,ch9b});\n", + "var ch10 = Chart.Combine(new []{ch10a,ch10b});\n", + "var ch11 = Chart.Combine(new []{ch11a,ch11b});\n", + "var ch12 = Chart.Combine(new []{ch12a,ch12b});\n", + "var ch13 = Chart.Combine(new []{ch13a,ch13b});\n", + "var ch14 = Chart.Combine(new []{ch14a,ch14b});\n", + "var ch15 = Chart.Combine(new []{ch15a,ch15b});\n", + "var ch16 = Chart.Combine(new []{ch16a,ch16b});\n", + "\n", + "Layout layout = new Layout(); layout.SetValue(\"showlegend\",false);\n", + "var chart1 = new []{ch1,ch2,ch3,ch4,ch5,ch6,ch7,ch8,ch9,ch10,ch11,ch12,ch13,ch14,ch15,ch16};\n", + "var full = Chart.Grid>(8,2).Invoke(chart1).WithSize(1000,2200).WithMargin(Margin.init(30,20,20,30,7,false)).WithLayout(layout);\n", + "full.SaveSVG(\"EMA_chart\", Width: 1000, Height: 2200);" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": ".NET (C#)", + "language": "C#", + "name": ".net-csharp" + }, + "polyglot_notebook": { + "kernelInfo": { + "defaultKernelName": "csharp", + "items": [ + { + "aliases": [ + "c#", + "C#" + ], + "languageName": "C#", + "name": "csharp" + }, + { + "aliases": [], + "name": ".NET" + }, + { + "aliases": [ + "f#", + "F#" + ], + "languageName": "F#", + "name": "fsharp" + }, + { + "aliases": [], + "languageName": "HTML", + "name": "html" + }, + { + "aliases": [], + "languageName": "KQL", + "name": "kql" + }, + { + "aliases": [], + "languageName": "Mermaid", + "name": "mermaid" + }, + { + "aliases": [ + "powershell" + ], + "languageName": "PowerShell", + "name": "pwsh" + }, + { + "aliases": [], + "languageName": "SQL", + "name": "sql" + }, + { + "aliases": [], + "name": "value" + }, + { + "aliases": [ + "frontend" + ], + "name": "vscode" + }, + { + "aliases": [ + "js" + ], + "languageName": "JavaScript", + "name": "javascript" + }, + { + "aliases": [], + "name": "webview" + } + ] + } + } + }, + "nbformat": 4, + "nbformat_minor": 2 +} diff --git a/docs/img/EMA_chart.svg b/docs/img/EMA_chart.svg new file mode 100644 index 00000000..1ac712b9 --- /dev/null +++ b/docs/img/EMA_chart.svg @@ -0,0 +1 @@ +020406000.20.40.60.81020406000.20.40.60.8102040600102030020406001020300204060−1−0.500.510204060−1−0.500.510204060−1−0.500.510204060−0.4−0.200.20.40204060−1−0.500.50204060−1−0.500.510204060−1−0.500.51020406000.51020406001020300204060−1010204060−1010204060170172174176178 \ No newline at end of file diff --git a/docs/img/SMA_chart.ipynb 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{-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0.4,-0.4,0,-0.28,0.41,-0.54,0.65,-0.75,0.84,-0.91,0.96,-0.99,1,-0.99,0.96,-0.92,0.85,-0.77,0.67,-0.56,0.44,-0.3,0.17,-0.03,-0.11,0.25,-0.39,0.51,-0.63,0.73,-0.82,0.89,-0.95,0.98,-1,0.99,-0.97,0.93,-0.86,0.78,-0.69,0.58,-0.46,0.33,-0.19,0.05,0.09,-0.23,0.36,-0.49,0.61,-0.71,0.81,-0.88,0.94,-0.98,1,-1,0.98,-0.94,0.88,-0.8,0.71,-0.6,0.48,-0.35,0.22,-0.08,-0.06};\n", + "TSeries d11a = new() {-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,-0.6,0.6,0,0.14,-0.76,-0.96,-0.28,0.66,0.99,0.41,-0.54,-1,-0.54,0.42,0.99,0.65,-0.29,-0.96,-0.75,0.15,0.91,0.84,-0.01,-0.85,-0.91,-0.13,0.76,0.96,0.27,-0.66,-0.99,-0.4,0.55,1,0.53,-0.43,-0.99,-0.64,0.3,0.96,0.75,-0.16,-0.92,-0.83,0.02,0.85,0.9,0.12,-0.77,-0.95,-0.26,0.67,0.99,0.4,-0.56,-1,-0.52,0.44,0.99,0.64,-0.3,-0.97,-0.74,0.17,0.92,0.83,-0.03,-0.86};\n", + "TSeries d12a = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.05,-0.25,-0.32,-0.09,0.22,0.33,0.14,-0.18,-0.33,-0.18,0.14,0.33,0.22,-0.1,-0.32,-0.25,0.05,0.3,0.28,0,-0.28,-0.3,-0.04,0.25,0.32,0.09,-0.22,-0.33,-0.13,0.18,0.33,0.18,0.86,0.67,0.79,1.1,1.32,1.25,0.95,0.69,0.72,1.01,1.28,1.3,1.04,0.74,0.68,0.91,1.22,1.33,1.13,0.81,0.67,0.83,1.15,1.33,1.21,0.9,0.68,0.75,1.06,1.31,1.28,0.99,0.71};\n", + "TSeries d13a = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,2.7,-0.8,-0.8,3.6,9.3,11.95,10.05,6.3,5,8.3,14.1,17.95,17.25,13.55,11.2,13.25,18.75,23.55,24.2,20.95,17.75,18.45,23.35,28.8,30.8,28.35,24.7,24.05,28,33.75,37,35.65,31.85,28.05,-3.2,1.5,4.8,3.75,-0.8,-4.6,-4.15,0.1,4.25,4.5,0.6,-3.85,-4.75,-1.3,3.35,4.95,2,-2.8,-5,-2.6,2.2,4.95,3.2,-1.5,-4.85,-3.7,0.85,4.6,4.15,-0.15,-4.3};\n", + "TSeries d14a = new() {-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0.2,-0.2,0,0,0.59,0.83,0.74,0.5,0.91,1.36,0.93,0.87,0.6,0.38,0.78,0.53,0.42,0.14,0.01,-0.45,-0.71,-0.99,-1,-1.36,-1.22,-1.07,-1.17,-0.56,-0.95,-1.11,-0.16,0.18,-0.28,0.64,-0.5,0.24,0.45,0.67,0.72,1.15,1.52,1.28,1.38,1.03,-0.47,0.96,0.65,0.28,0.3,0.17,-0.07,-0.67,-0.51,-1.33,-0.33,-1.34,-0.78,-1.21,-0.68,-0.43,-0.56,-0.87,-0.93,-0.4,0.52,0.1,1.18,1.18,1.35};\n", + "TSeries d15a = new() {0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,0,0.01,1.3,0.3,-0.48,-1.1,-1.14,-0.03,1.11,0.96,0.63,-0.21,-0.97,-0.73,-0.65,-0.06,0.51,1.08,0.99,0.72,0.12,-0.35,-1.12,-1.21,-1.02,-0.87,0.12,0.13,0.24,1.26,1.44,0.58,0.95,-0.82,-0.68,-0.98,-1.08,-1.17,-0.67,-0.06,0.06,0.6,0.69,-0.41,1.33,1.24,0.98,1.01,0.81,0.45,-0.3,-0.28,-1.22,-0.31,-1.35,-0.77,-1.13,-0.5,-0.13,-0.13,-0.32,-0.29,0.3,1.22,0.75,1.73,1.59,1.58};\n", + "TSeries d16a = new() {175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.1,175.6,175.44,176.27,176.04,176.99,175.49,175.68,174.34,176.4,174.05,174.4,174.2,176.16,175,177.72,174.33,176.96,174.62,174.76,170.9,171.12,171.05,170.01,169.24,172.64,171.96,175.72,174.16,175.81,177.3,178.38,176.75,177.19,175.55,178.49,176.52,178.45,178.04,178.25,177.8,176.97,172.94,174.92,173.98,172.29,171.19,172.54,172.11,175.32,175.63,176.65,173.8,176.04,172.74,175.24,171.84,171.54,172.17,171.85,172.38,170.78,173.49,173.69,171.71,174.38,173.99,174.83};" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "dotnet_interactive": { + "language": "csharp" + }, + "polyglot_notebook": { + "kernelName": "csharp" + } + }, + "outputs": [], + "source": [ + "int period = 10;\n", + "int cut = 26;\n", + "\n", + "SMA_Series d1b = new(d1a, period);\n", + "SMA_Series d2b = new(d2a, period);\n", + "SMA_Series d3b = new(d3a, period);\n", + "SMA_Series d4b = new(d4a, period);\n", + "SMA_Series d5b = new(d5a, period);\n", + "SMA_Series d6b = new(d6a, period);\n", + "SMA_Series d7b = new(d7a, period);\n", + "SMA_Series d8b = new(d8a, period);\n", + "SMA_Series d9b = new(d9a, period);\n", + "SMA_Series d10b = new(d10a, period);\n", + "SMA_Series d11b = new(d11a, period);\n", + "SMA_Series d12b = new(d12a, period);\n", + "SMA_Series d13b = new(d13a, period);\n", + "SMA_Series d14b = new(d14a, period);\n", + "SMA_Series d15b = new(d15a, period);\n", + "SMA_Series d16b = new(d16a, period);\n", + "\n", + "List x = Enumerable.Range(-cut,96).ToList();\n", + "GenericChart.GenericChart ch1a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d1a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch1b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d1b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch2a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d2a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch2b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d2b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch3a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d3a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch3b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d3b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch4a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d4a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch4b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d4b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch5a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d5a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch5b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d5b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch6a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d6a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch6b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d6b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch7a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d7a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch7b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d7b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch8a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d8a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch8b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d8b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch9a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d9a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch9b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d9b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch10a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d10a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch10b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d10b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch11a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d11a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch11b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d11b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch12a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d12a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch12b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d12b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch13a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d13a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch13b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d13b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch14a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d14a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch14b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d14b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch15a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d15a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch15b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d15b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "GenericChart.GenericChart ch16a = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d16a.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 1.0, Color: Color.fromString(\"blue\"));\n", + "GenericChart.GenericChart ch16b = Chart2D.Chart.Line(x.GetRange(cut,96-cut),d16b.v.GetRange(cut,96-cut),false,\"\").WithLineStyle(Width: 2.5, Color: Color.fromString(\"red\"));\n", + "\n", + "var ch1 = Chart.Combine(new []{ch1a,ch1b});\n", + "var ch2 = Chart.Combine(new []{ch2a,ch2b});\n", + "var ch3 = Chart.Combine(new []{ch3a,ch3b});\n", + "var ch4 = Chart.Combine(new []{ch4a,ch4b});\n", + "var ch5 = Chart.Combine(new []{ch5a,ch5b});\n", + "var ch6 = Chart.Combine(new []{ch6a,ch6b});\n", + "var ch7 = Chart.Combine(new []{ch7a,ch7b});\n", + "var ch8 = Chart.Combine(new []{ch8a,ch8b});\n", + "var ch9 = Chart.Combine(new []{ch9a,ch9b});\n", + "var ch10 = Chart.Combine(new []{ch10a,ch10b});\n", + "var ch11 = Chart.Combine(new []{ch11a,ch11b});\n", + "var ch12 = Chart.Combine(new []{ch12a,ch12b});\n", + "var ch13 = Chart.Combine(new []{ch13a,ch13b});\n", + "var ch14 = Chart.Combine(new []{ch14a,ch14b});\n", + "var ch15 = Chart.Combine(new []{ch15a,ch15b});\n", + "var ch16 = Chart.Combine(new []{ch16a,ch16b});\n", + "\n", + "Layout layout = new Layout(); layout.SetValue(\"showlegend\",false);\n", + "var chart1 = new []{ch1,ch2,ch3,ch4,ch5,ch6,ch7,ch8,ch9,ch10,ch11,ch12,ch13,ch14,ch15,ch16};\n", + "var full = Chart.Grid>(8,2).Invoke(chart1).WithSize(1000,2200).WithMargin(Margin.init(30,20,20,30,7,false)).WithLayout(layout);\n", + "full.SaveSVG(\"SMA_chart\", Width: 1000, Height: 2200);" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": ".NET (C#)", + "language": "C#", + "name": ".net-csharp" + }, + "polyglot_notebook": { + "kernelInfo": { + "defaultKernelName": "csharp", + "items": [ + { + "aliases": [ + "c#", + "C#" + ], + "languageName": "C#", + "name": "csharp" + }, + { + "aliases": [], + "name": ".NET" + }, + { + "aliases": [ + "f#", + "F#" + ], + "languageName": "F#", + "name": "fsharp" + }, + { + "aliases": [], + "languageName": "HTML", + "name": "html" + }, + { + "aliases": [], + "languageName": "KQL", + "name": "kql" + }, + { + "aliases": [], + "languageName": "Mermaid", + "name": "mermaid" + }, + { + "aliases": [ + "powershell" + ], + "languageName": "PowerShell", + "name": "pwsh" + }, + { + "aliases": [], + "languageName": "SQL", + "name": "sql" + }, + { + "aliases": [], + "name": "value" + }, + { + "aliases": [ + "frontend" + ], + "name": "vscode" + }, + { + "aliases": [ + "js" + ], + "languageName": "JavaScript", + "name": "javascript" + }, + { + "aliases": [], + "name": "webview" + } + ] + } + } + }, + "nbformat": 4, + "nbformat_minor": 2 +} diff --git a/docs/img/SMA_chart.svg b/docs/img/SMA_chart.svg new file mode 100644 index 00000000..543c137d --- /dev/null +++ b/docs/img/SMA_chart.svg @@ -0,0 +1 @@ +020406000.20.40.60.81020406000.20.40.60.8102040600102030020406001020300204060−1−0.500.510204060−1−0.500.510204060−1−0.500.510204060−0.4−0.200.20.40204060−1−0.500.50204060−1−0.500.510204060−1−0.500.51020406000.51020406001020300204060−1010204060−1010204060170172174176178 \ No newline at end of file diff --git a/docs/index.html b/docs/index.html index 1cd0381d..ae618449 100644 --- a/docs/index.html +++ b/docs/index.html @@ -13,6 +13,8 @@