Files
QuanTAlib/Docs/macd_example.ipynb
T
2022-04-19 15:46:34 -07:00

160 lines
54 KiB
Plaintext

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{
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"<div><div></div><div></div><div><strong>Installed Packages</strong><ul><li><span>Plotly.NET, 2.0.0-preview.18</span></li><li><span>Plotly.NET.Interactive, 2.0.0-preview.18</span></li><li><span>QuantLib, 1.0.8</span></li></ul></div></div>"
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"text/markdown": [
"Loading extensions from `Plotly.NET.Interactive.dll`"
]
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"source": [
"// This is .NET Interactive Notebook. It can run in VS.Code with .NET interactive extension installed\n",
"\n",
"#r \"nuget: Plotly.NET, 2.0.0-preview.18\"\n",
"#r \"nuget: Plotly.NET.Interactive, 2.0.0-preview.18\"\n",
"#r \"nuget: QuanTAlib\"\n",
"\n",
"using Plotly.NET;\n",
"using Plotly.NET.LayoutObjects;\n",
"using QuanTAlib;"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"dotnet_interactive": {
"language": "csharp"
},
"vscode": {
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"outputs": [
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"data": {
"text/html": [
"<div class=\"dni-plaintext\">265</div>"
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"source": [
"// defining the MACD model through clasess that connect to each other with Events\n",
"\n",
"YAHOO_Feed tsla = new(380, \"TSLA\");\n",
"TSeries close = tsla.Close; // close will get data from YAHOO tsla feed\n",
"EMA_Series slow = new(close,26); // slow gets data from slow through pub-sub eventing\n",
"EMA_Series fast = new(close,12); // fast gets data from slow (via eventing)\n",
"SUB_Series macd = new(fast,slow); // macd is a SUBtraction of fast-slow\n",
"EMA_Series signal = new(macd,9); // signal is EMA of macd\n",
"SUB_Series histogram = new(macd, signal); // histogran is SUBtraction macd-signal\n",
"\n",
"slow.Count"
]
},
{
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"metadata": {
"dotnet_interactive": {
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"<div id=\"6ab4a2c3-8c17-4001-9dfa-62ad12d0fd2e\"><!-- Plotly chart will be drawn inside this DIV --></div>\n",
"<script type=\"text/javascript\">\n",
"\r\n",
" var renderPlotly_6ab4a2c38c1740019dfa62ad12d0fd2e = function() {\r\n",
" var fsharpPlotlyRequire = requirejs.config({context:'fsharp-plotly',paths:{plotly:'https://cdn.plot.ly/plotly-2.6.3.min'}}) || require;\r\n",
" fsharpPlotlyRequire(['plotly'], function(Plotly) {\n",
"\r\n",
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"source": [
"//this is just a visualization of MACD using the (preview of) Plotly.NET\n",
"\n",
"var candles = Chart2D.Chart.Candlestick<double, double, double, double, DateTime, string>(tsla.Open.v, tsla.High.v, tsla.Low.v, tsla.Close.v, tsla.Open.t, \"candles\");\n",
"var ch1 = Chart2D.Chart.Line<DateTime,double,bool>(macd.t,macd.v,false,\"macd\").WithLineStyle(Width: 2, Color: Color.fromString(\"red\"));\n",
"var ch2 = Chart2D.Chart.Line<DateTime,double,bool>(signal.t,signal.v,false,\"signal\").WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
"//GenericChart.GenericChart hist = Chart2D.Chart.Column<DateTime,double,string,bool,bool>(histogram.t,histogram.v).WithLineStyle(Width: 1.5, Color: Color.fromString(\"green\"));\n",
"\n",
"var chart = Chart.Combine(new []{candles,ch1,ch2}).WithSize(1200,400).WithMargin(Margin.init<int, int, int, int, int, bool>(1,1,60,1,1,false)).WithTitle(\"MACD using EMA\");\n",
"\n",
"chart"
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