Envelopes
Envelopes overlay represent Moving Average Envelopes overlay series for the FinancialChart. These moving average envelopes are percentage based envelopes that are set above and below a standard moving average. The moving average could be simple or exponential moving average. During Bullish trends, breakthrough above the upper envelope signifies strength and that the uptrend will continue; during Bearish trends, breakthrough below the lower envelope signifies strength and that the downtrend will continue.
To use Envelopes overlay in FinancialChart, add a FinancialChart control to your application and bind it to an appropriate data source or populate data in it through Quote Collection. ItemsSource object enables data binding or populating data in FinancialChart.
Envelopes class exposes Size property, takes percentage values to render upper and lower envelopes, and Type property, to specify Simple or Exponential Moving average. IndicatorBase class provides the Period property, which takes integer value to specify base period for calculating simple or exponential moving average. Based on the values of these properties, data points for Envelopes overlays are calculated and plotted on FinancialChart.
FinancialChart also enables you to fetch the calculated Lower y values and Upper y values at run-time. This can help in creating alerts in application or maintaining logs while working with dynamic data.
The following example considers stock data for a company Box Inc. over a period of time and plots its Envelopes overlay on the same financial chart, as shown in the image above. The example uses data from a json file, and DataService.cs class is created to access this json file.
Make sure that Build Action property of the json file is set to Embedded Resource.
<Window
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:local="clr-namespace:EnvelopeOverlay"
xmlns:c1="http://schemas.componentone.com/winfx/2006/xaml"
x:Class="EnvelopeOverlay.MainWindow"
DataContext="{Binding RelativeSource={RelativeSource Mode=Self}}"
mc:Ignorable="d"
Title="MainWindow" Height="350" Width="525">
<Grid>
<c1:C1FinancialChart x:Name="financialChart"
ItemsSource="{Binding Data}"
Background="White"
ChartType="Candlestick"
BindingX="Date"
ToolTipContent="{}{seriesName}
{Date} {y}"
Margin="0,37,-1,71">
<c1:FinancialSeries Binding="High,Low,Open,Close"
SeriesName="Box Inc." />
<c1:Envelopes Binding="High,Low,Close"
Period="20"
Size="0.03"
Type="Simple"
SeriesName="Envelopes">
<c1:Envelopes.Style>
<c1:ChartStyle Stroke="Green" StrokeThickness="2" />
</c1:Envelopes.Style>
</c1:Envelopes>
<c1:C1FinancialChart.AxisX>
<c1:Axis LabelAngle="45" MajorUnit="3"/>
</c1:C1FinancialChart.AxisX>
</c1:C1FinancialChart>
</Grid>
</Window>
Make sure to add the following references in DataService.cs:
System.Collections.Generic
System.Linq
System.Runtime.Serialization.Json
System.Reflection
DATASERVICE
Public Class DataService
Public Function GetData() As List(Of Quote)
Dim path As String = "OverlayVB.Resources.box.json"
'Replace OverlayVB by your application name
Dim stream = Assembly.GetExecutingAssembly().GetManifestResourceStream(path)
Dim ser = New DataContractJsonSerializer(GetType(Quote()))
Dim data = DirectCast(ser.ReadObject(stream), Quote())
Return data.ToList()
End Function
Shared _ds As DataService
Public Shared Function GetService() As DataService
If _ds Is Nothing Then
_ds = New DataService()
End If
Return _ds
End Function
End Classcsharp
public class DataService
{
public List<Quote> GetData()
{
string path = "EnvelopeOverlay.Resources.box.json";
//Replace EnvelopeOverlay by your application name
var stream = Assembly.GetExecutingAssembly().GetManifestResourceStream(path);
var ser = new DataContractJsonSerializer(typeof(Quote[]));
var data = (Quote[])ser.ReadObject(stream);
return data.ToList();
}
static DataService _ds;
public static DataService GetService()
{
if (_ds == null)
_ds = new DataService();
return _ds;
}
}
Json Data
[
{ "date": "01/23/15", "open": 20.2, "high": 24.73, "low": 20.16, "close": 23.23, "volume": 42593223 },
{ "date": "01/26/15", "open": 23.67, "high": 24.39, "low": 22.5, "close": 22.6, "volume": 8677164 },
{ "date": "01/27/15", "open": 22, "high": 22.47, "low": 21.17, "close": 21.3, "volume": 3272512 },
{ "date": "01/28/15", "open": 21.62, "high": 21.84, "low": 19.6, "close": 19.78, "volume": 5047364 },
{ "date": "01/29/15", "open": 19.9, "high": 19.95, "low": 18.51, "close": 18.8, "volume": 3419482 },
{ "date": "01/30/15", "open": 18.47, "high": 19.48, "low": 18.22, "close": 18.81, "volume": 2266439 },
{ "date": "02/02/15", "open": 19.18, "high": 19.3, "low": 18.01, "close": 18.02, "volume": 2071168 },
{ "date": "02/03/15", "open": 18.22, "high": 18.64, "low": 18.12, "close": 18.24, "volume": 1587435 },
{ "date": "02/04/15", "open": 18.2, "high": 18.35, "low": 17, "close": 17.1, "volume": 2912224 },
{ "date": "02/05/15", "open": 17.3, "high": 17.31, "low": 16.41, "close": 16.66, "volume": 2682187 },
{ "date": "02/06/15", "open": 17.39, "high": 18.88, "low": 17.21, "close": 18.12, "volume": 3929164 },
{ "date": "02/09/15", "open": 18.86, "high": 19.95, "low": 18.45, "close": 19.6, "volume": 3226650 },
{ "date": "02/10/15", "open": 20.5, "high": 21, "low": 19.63, "close": 20.99, "volume": 2804409 },
{ "date": "02/11/15", "open": 20.89, "high": 21, "low": 20.2, "close": 20.96, "volume": 1698365 },
{ "date": "02/12/15", "open": 20.66, "high": 20.85, "low": 19.75, "close": 20.17, "volume": 1370320 },
{ "date": "02/13/15", "open": 20.19, "high": 20.68, "low": 20, "close": 20.18, "volume": 711951 },
{ "date": "02/17/15", "open": 19.5, "high": 20.1, "low": 18.8, "close": 19.05, "volume": 2093602 },
{ "date": "02/18/15", "open": 18.31, "high": 18.5, "low": 17.96, "close": 18, "volume": 1849490 },
{ "date": "02/19/15", "open": 18.33, "high": 19.25, "low": 17.91, "close": 18.96, "volume": 1311518 },
{ "date": "02/20/15", "open": 18.68, "high": 19.3, "low": 18.65, "close": 18.85, "volume": 1001692 },
{ "date": "02/23/15", "open": 18.8, "high": 18.89, "low": 18.11, "close": 18.21, "volume": 670087 },
{ "date": "02/24/15", "open": 18.46, "high": 19, "low": 18.27, "close": 18.83, "volume": 759263 },
{ "date": "02/25/15", "open": 18.83, "high": 19.48, "low": 18.47, "close": 18.67, "volume": 915580 },
{ "date": "02/26/15", "open": 18.64, "high": 19.2, "low": 18.64, "close": 18.94, "volume": 461283 },
{ "date": "02/27/15", "open": 18.8, "high": 19.12, "low": 18.55, "close": 18.66, "volume": 617199 },
{ "date": "03/02/15", "open": 18.66, "high": 19.09, "low": 18.65, "close": 18.79, "volume": 519605 },
{ "date": "03/03/15", "open": 18.79, "high": 19.21, "low": 18.45, "close": 18.59, "volume": 832415 },
{ "date": "03/04/15", "open": 18.64, "high": 19.05, "low": 18.32, "close": 19, "volume": 539688 },
{ "date": "03/05/15", "open": 19.2, "high": 19.2, "low": 18.8, "close": 19.14, "volume": 486149 },
{ "date": "03/06/15", "open": 19.03, "high": 19.1, "low": 18.7, "close": 18.91, "volume": 685659 },
{ "date": "03/09/15", "open": 18.98, "high": 20.15, "low": 18.96, "close": 19.4, "volume": 1321363 },
{ "date": "03/10/15", "open": 19.3, "high": 19.8, "low": 18.85, "close": 19.64, "volume": 615743 },
{ "date": "03/11/15", "open": 20.08, "high": 20.65, "low": 19.24, "close": 20.53, "volume": 2167167 },
{ "date": "03/12/15", "open": 17.17, "high": 18.2, "low": 16.76, "close": 18.2, "volume": 6837638 },
{ "date": "03/13/15", "open": 18.05, "high": 18.05, "low": 17.3, "close": 17.88, "volume": 1715629 },
{ "date": "03/16/15", "open": 17.91, "high": 18, "low": 17.01, "close": 17.13, "volume": 1321313 },
{ "date": "03/17/15", "open": 17.28, "high": 17.37, "low": 16.6, "close": 17.12, "volume": 1272242 },
{ "date": "03/18/15", "open": 17.1, "high": 17.27, "low": 16.91, "close": 17.01, "volume": 530063 },
{ "date": "03/19/15", "open": 17, "high": 17.28, "low": 17, "close": 17.06, "volume": 536427 },
{ "date": "03/20/15", "open": 17.13, "high": 17.24, "low": 16.88, "close": 17.21, "volume": 1320237 },
{ "date": "03/23/15", "open": 17.21, "high": 17.23, "low": 17.01, "close": 17.11, "volume": 509798 },
{ "date": "03/24/15", "open": 17.02, "high": 17.18, "low": 16.82, "close": 17, "volume": 962149 },
{ "date": "03/25/15", "open": 16.92, "high": 16.99, "low": 16.82, "close": 16.97, "volume": 565673 },
{ "date": "03/26/15", "open": 16.83, "high": 17.56, "low": 16.83, "close": 17.54, "volume": 884523 },
{ "date": "03/27/15", "open": 17.58, "high": 18.3, "low": 17.11, "close": 18.3, "volume": 705626 },
{ "date": "03/30/15", "open": 18.5, "high": 19.4, "low": 18.4, "close": 19.05, "volume": 1151620 },
{ "date": "03/31/15", "open": 19.08, "high": 20.58, "low": 18.4, "close": 19.75, "volume": 2020679 },
{ "date": "04/01/15", "open": 19.69, "high": 19.69, "low": 18.55, "close": 18.65, "volume": 961078 },
{ "date": "04/02/15", "open": 18.56, "high": 18.66, "low": 17.85, "close": 17.9, "volume": 884233 },
{ "date": "04/06/15", "open": 17.78, "high": 17.94, "low": 17.51, "close": 17.66, "volume": 605252 },
{ "date": "04/07/15", "open": 17.62, "high": 17.9, "low": 17.53, "close": 17.61, "volume": 591988 },
{ "date": "04/08/15", "open": 17.64, "high": 17.85, "low": 17.32, "close": 17.36, "volume": 618855 },
{ "date": "04/09/15", "open": 17.33, "high": 17.54, "low": 17.1, "close": 17.1, "volume": 761855 },
{ "date": "04/10/15", "open": 17.08, "high": 17.36, "low": 17, "close": 17.05, "volume": 568373 },
{ "date": "04/13/15", "open": 17.24, "high": 17.26, "low": 16.81, "close": 17.1, "volume": 667142 },
{ "date": "04/14/15", "open": 17.1, "high": 17.89, "low": 17.02, "close": 17.52, "volume": 870138 },
{ "date": "04/15/15", "open": 17.6, "high": 17.99, "low": 17.5, "close": 17.69, "volume": 530456 },
{ "date": "04/16/15", "open": 17.95, "high": 18, "low": 17.6, "close": 17.82, "volume": 548730 },
{ "date": "04/17/15", "open": 17.75, "high": 17.79, "low": 17.5, "close": 17.79, "volume": 446373 },
{ "date": "04/20/15", "open": 17.63, "high": 17.98, "low": 17.52, "close": 17.93, "volume": 487017 },
{ "date": "04/21/15", "open": 17.96, "high": 17.98, "low": 17.71, "close": 17.92, "volume": 320302 },
{ "date": "04/22/15", "open": 17.88, "high": 18.33, "low": 17.57, "close": 18.29, "volume": 644812 },
{ "date": "04/23/15", "open": 18.29, "high": 18.61, "low": 18.18, "close": 18.28, "volume": 563879 },
{ "date": "04/24/15", "open": 18.5, "high": 18.5, "low": 17.61, "close": 17.75, "volume": 650762 },
{ "date": "04/27/15", "open": 17.97, "high": 18.05, "low": 17.45, "close": 17.57, "volume": 437294 },
{ "date": "04/28/15", "open": 17.65, "high": 17.79, "low": 17.39, "close": 17.5, "volume": 224519 },
{ "date": "04/29/15", "open": 17.68, "high": 17.68, "low": 17.1, "close": 17.21, "volume": 495706 },
{ "date": "04/30/15", "open": 17.22, "high": 17.3, "low": 17, "close": 17.11, "volume": 391040 },
{ "date": "05/01/15", "open": 17.11, "high": 17.55, "low": 16.85, "close": 17.5, "volume": 563075 },
{ "date": "05/04/15", "open": 17.56, "high": 17.85, "low": 17.3, "close": 17.4, "volume": 253138 },
{ "date": "05/05/15", "open": 17.68, "high": 17.68, "low": 17.09, "close": 17.43, "volume": 290935 },
{ "date": "05/06/15", "open": 17.48, "high": 17.48, "low": 17, "close": 17.04, "volume": 313662 },
{ "date": "05/07/15", "open": 17.05, "high": 17.19, "low": 16.92, "close": 17.04, "volume": 360284 },
{ "date": "05/08/15", "open": 17.13, "high": 17.21, "low": 16.91, "close": 17.1, "volume": 297653 },
{ "date": "05/11/15", "open": 17.16, "high": 17.44, "low": 17.13, "close": 17.31, "volume": 268504 },
{ "date": "05/12/15", "open": 17.28, "high": 17.44, "low": 16.99, "close": 17.24, "volume": 376961 },
{ "date": "05/13/15", "open": 17.24, "high": 17.3, "low": 17.06, "close": 17.2, "volume": 244617 },
{ "date": "05/14/15", "open": 17.24, "high": 17.25, "low": 17.02, "close": 17.08, "volume": 252526 },
{ "date": "05/15/15", "open": 17.06, "high": 17.16, "low": 16.95, "close": 16.95, "volume": 274783 },
{ "date": "05/18/15", "open": 16.95, "high": 17.01, "low": 16.76, "close": 16.87, "volume": 418513 },
{ "date": "05/19/15", "open": 16.93, "high": 16.94, "low": 16.6, "close": 16.83, "volume": 367660 },
{ "date": "05/20/15", "open": 16.8, "high": 16.9, "low": 16.65, "close": 16.86, "volume": 297914 },
{ "date": "05/21/15", "open": 16.9, "high": 17.08, "low": 16.79, "close": 16.88, "volume": 229346 },
{ "date": "05/22/15", "open": 16.9, "high": 17.05, "low": 16.85, "close": 17, "volume": 253279 },
{ "date": "05/26/15", "open": 17.03, "high": 17.08, "low": 16.86, "close": 17.01, "volume": 212640 },
{ "date": "05/27/15", "open": 17.01, "high": 17.99, "low": 16.87, "close": 17.75, "volume": 857109 },
{ "date": "05/28/15", "open": 17.77, "high": 17.77, "low": 17.44, "close": 17.62, "volume": 338482 }
]Make sure to add the following references in code view:
System.Collections.Generic
System.Windows
System.Runtime.Serialization
vbnet
<DataContract>
Public Class Quote
<DataMember(Name:="date")>
Public Property [Date]() As String
Get
Return m_Date
End Get
Set
m_Date = Value
End Set
End Property
Private m_Date As String
<DataMember(Name:="high")>
Public Property High() As Double
Get
Return m_High
End Get
Set
m_High = Value
End Set
End Property
Private m_High As Double
<DataMember(Name:="low")>
Public Property Low() As Double
Get
Return m_Low
End Get
Set
m_Low = Value
End Set
End Property
Private m_Low As Double
<DataMember(Name:="open")>
Public Property Open() As Double
Get
Return m_Open
End Get
Set
m_Open = Value
End Set
End Property
Private m_Open As Double
<DataMember(Name:="close")>
Public Property Close() As Double
Get
Return m_Close
End Get
Set
m_Close = Value
End Set
End Property
Private m_Close As Double
<DataMember(Name:="volume")>
Public Property Volume() As Double
Get
Return m_Volume
End Get
Set
m_Volume = Value
End Set
End Property
Private m_Volume As Double
End Class
''' Interaction logic for MWEnvelopes.xaml
Partial Public Class MWEnvelopes
Inherits Window
Private dataService As DataService = DataService.GetService()
Public Sub New()
InitializeComponent()
End Sub
Public ReadOnly Property Data() As List(Of Quote)
Get
Return dataService.GetData()
End Get
End Property
End Classcsharp
[DataContract]
public class Quote
{
[DataMember(Name = "date")]
public string Date { get; set; }
[DataMember(Name = "high")]
public double High { get; set; }
[DataMember(Name = "low")]
public double Low { get; set; }
[DataMember(Name = "open")]
public double Open { get; set; }
[DataMember(Name = "close")]
public double Close { get; set; }
[DataMember(Name = "volume")]
public double Volume { get; set; }
}
/// Interaction logic for MainWindow.xaml
public partial class MainWindow : Window
{
DataService dataService = DataService.GetService();
public MainWindow()
{
InitializeComponent();
}
public List<Quote> Data
{
get
{
return dataService.GetData();
}
}
}