FinancialChart for UWP
Stochastic
分析機能 > インジケータ > Stochastic

Stochastic(ストキャスティクス)インジケータは、株価のターニングポイントの前兆となるモメンタムインジケータです。金融商品の終値を、一定期間の価格の範囲と比較します。ブルベアセットアップを特定することで将来の反転を予測するために使用できます。

ストキャスティクスインジケータは、K 線と D 線で測定されます。D 線をよく観察することで、FinancialChart から重要なシグナルを発見します。スローストキャスティクスを作成するには、SmoothingPeriod を 3 に設定します。SmoothingPeriod の値を 2 に設定すると、フルストキャスティクスが作成されます。ファストストキャスティクスを作成するには、SmoothingPeriod を整数値 1 に設定します。

FinancialChart にストキャスティクスインジケータを追加するには、FinancialChart コントロールをアプリケーションに追加し、コントロールに適切なデータソースを連結するか、Quote Collection でコントロールにデータを追加します。FinancialChart にデータを連結または追加するには、ItemsSource オブジェクトを使用します。Stochastic  クラスは、KPeriod(整数値を受け取り、指定期間の価格範囲を計算する)、DPeriod(整数値を受け取り、K 線の移動平均を計算する)、SmoothingPeriod(整数値を受け取り、ファスト/フル/スローストキャスティクスを作成する)プロパティを公開します。これらのプロパティの値に基づいて、ストキャスティクスインジケータが計算され、FinancialChart にプロットされます。KLineStyle および DLineStyle プロパティを利用して、系列の外観を変更できます。

また、FinancialChart では、アプリケーションでアラートを作成したり、動的データの使用中にログを取るために、計算された D 値Dx 値K 値Kx 値を実行時に取得できます。

Stochastic-Indicator

次の例は、上の図で示すように、企業 Box Inc. の一定期間の株価を考察し、ボリュームチャートとは別にストキャスティクスインジケータをプロットします。この例では、json ファイルのデータを使用します。この json ファイルにアクセスするために、DataService.cs クラスを作成します。

json ファイルの[ビルドアクション]プロパティが[埋め込まれたリソース]に設定されていることを確認します。
PriceChart.xaml
コードのコピー
<Page
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:local="using:Stochastic"
    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
    xmlns:Finance="using:C1.Xaml.Chart.Finance"
    xmlns:Chart="using:C1.Xaml.Chart"
    xmlns:c1="using:C1.Xaml"
    x:Class="Stochastic.MainPage"
    mc:Ignorable="d"
    DataContext="{Binding RelativeSource={RelativeSource Mode=Self}}">

    <Grid Background="{ThemeResource ApplicationPageBackgroundThemeBrush}">

        <Finance:C1FinancialChart x:Name="financialChart" 
                             BindingX="Date"
                             Binding="Close" 
                             ChartType="Line"
                             ItemsSource="{Binding Data}"
                             ToolTipContent="{}{seriesName}&#x000A;{Date} {y}"
                             Margin="10,29,10,392"
                             Rendered="OnFinancialChartRendered">
            <Finance:FinancialSeries Binding="High,Low,Open,Close" SeriesName="Box Inc." />
        </Finance:C1FinancialChart>

   

IndicatorChart.xaml
コードのコピー
        <Finance:C1FinancialChart x:Name="indicatorChart"
                             BindingX="Date"
                             Binding="High,Low,Close"
                             LegendPosition="Bottom"
                             ItemsSource="{Binding Data}"                             
                             Background="White"
                             ToolTipContent="{}{seriesName}&#x000A;Date: 
                             {Date}&#x000A;Y: {y:n2}&#x000A;Volume: {Volume:n0}"
                             Margin="10,379,10,29">
            <Finance:Stochastic x:Name="stochastic" 
                           SeriesName="%K,%D" 
                           DPeriod="3" 
                           KPeriod="13" 
                           SmoothingPeriod="1">
                <Finance:Stochastic.DLineStyle>                    
                    <Chart:ChartStyle Stroke="Orange" />
                </Finance:Stochastic.DLineStyle>
                <Finance:Stochastic.KLineStyle>
                    <Chart:ChartStyle Stroke="YellowGreen" />
                </Finance:Stochastic.KLineStyle>
            </Finance:Stochastic>
            <Finance:C1FinancialChart.AxisX>
                <Chart:Axis LabelAngle="45" MajorUnit="3"/>
            </Finance:C1FinancialChart.AxisX>
        </Finance:C1FinancialChart>
    </Grid>
</Page>

DataService.cs に次の参照を追加します。

Public Class DataService
    Public Function GetData() As List(Of Quote)
        Dim path As String = "StochasticVB.box.json"
        'StochasticVBをアプリケーション名で置き換えます。       
        Dim asm As Assembly = Me.[GetType]().GetTypeInfo().Assembly
        Dim stream = asm.GetManifestResourceStream(path)
        Dim ser = New DataContractJsonSerializer(GetType(Quote()))
        Dim data As Quote() = CType(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 Class
public class DataService
{
    public List<Quote> GetData()
    {
        string path = "Stochastic.Resources.box.json";
        //Stochasticをアプリケーション名で置き換えます。       
        var asm = this.GetType().GetTypeInfo().Assembly;
        var stream = asm.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":"15/01/23","open":20.2,"high":24.73,"low":20.16,"close":23.23,"volume":42593223},
    {"date":"15/01/26","open":23.67,"high":24.39,"low":22.5,"close":22.6,"volume":8677164},
    {"date":"15/01/27","open":22,"high":22.47,"low":21.17,"close":21.3,"volume":3272512},
    {"date":"15/01/28","open":21.62,"high":21.84,"low":19.6,"close":19.78,"volume":5047364},
    {"date":"15/01/29","open":19.9,"high":19.95,"low":18.51,"close":18.8,"volume":3419482},
    {"date":"15/01/30","open":18.47,"high":19.48,"low":18.22,"close":18.81,"volume":2266439},
    {"date":"15/02/02","open":19.18,"high":19.3,"low":18.01,"close":18.02,"volume":2071168},
    {"date":"15/02/03","open":18.22,"high":18.64,"low":18.12,"close":18.24,"volume":1587435},
    {"date":"15/02/04","open":18.2,"high":18.35,"low":17,"close":17.1,"volume":2912224},
    {"date":"15/02/05","open":17.3,"high":17.31,"low":16.41,"close":16.66,"volume":2682187},
    {"date":"15/02/06","open":17.39,"high":18.88,"low":17.21,"close":18.12,"volume":3929164},
    {"date":"15/02/09","open":18.86,"high":19.95,"low":18.45,"close":19.6,"volume":3226650},
    {"date":"15/02/10","open":20.5,"high":21,"low":19.63,"close":20.99,"volume":2804409},
    {"date":"15/02/11","open":20.89,"high":21,"low":20.2,"close":20.96,"volume":1698365},
    {"date":"15/02/12","open":20.66,"high":20.85,"low":19.75,"close":20.17,"volume":1370320},
    {"date":"15/02/13","open":20.19,"high":20.68,"low":20,"close":20.18,"volume":711951},
    {"date":"15/02/17","open":19.5,"high":20.1,"low":18.8,"close":19.05,"volume":2093602},
    {"date":"15/02/18","open":18.31,"high":18.5,"low":17.96,"close":18,"volume":1849490},
    {"date":"15/02/19","open":18.33,"high":19.25,"low":17.91,"close":18.96,"volume":1311518},
    {"date":"15/02/20","open":18.68,"high":19.3,"low":18.65,"close":18.85,"volume":1001692},
    {"date":"15/02/23","open":18.8,"high":18.89,"low":18.11,"close":18.21,"volume":670087},
    {"date":"15/02/24","open":18.46,"high":19,"low":18.27,"close":18.83,"volume":759263},
    {"date":"15/02/25","open":18.83,"high":19.48,"low":18.47,"close":18.67,"volume":915580},
    {"date":"15/02/26","open":18.64,"high":19.2,"low":18.64,"close":18.94,"volume":461283},
    {"date":"15/02/27","open":18.8,"high":19.12,"low":18.55,"close":18.66,"volume":617199},
    {"date":"15/03/02","open":18.66,"high":19.09,"low":18.65,"close":18.79,"volume":519605},
    {"date":"15/03/03","open":18.79,"high":19.21,"low":18.45,"close":18.59,"volume":832415},
    {"date":"15/03/04","open":18.64,"high":19.05,"low":18.32,"close":19,"volume":539688},
    {"date":"15/03/05","open":19.2,"high":19.2,"low":18.8,"close":19.14,"volume":486149},
    {"date":"15/03/06","open":19.03,"high":19.1,"low":18.7,"close":18.91,"volume":685659},
    {"date":"15/03/09","open":18.98,"high":20.15,"low":18.96,"close":19.4,"volume":1321363},
    {"date":"15/03/10","open":19.3,"high":19.8,"low":18.85,"close":19.64,"volume":615743},
    {"date":"15/03/11","open":20.08,"high":20.65,"low":19.24,"close":20.53,"volume":2167167},
    {"date":"15/03/12","open":17.17,"high":18.2,"low":16.76,"close":18.2,"volume":6837638},
    {"date":"15/03/13","open":18.05,"high":18.05,"low":17.3,"close":17.88,"volume":1715629},
    {"date":"15/03/16","open":17.91,"high":18,"low":17.01,"close":17.13,"volume":1321313},
    {"date":"15/03/17","open":17.28,"high":17.37,"low":16.6,"close":17.12,"volume":1272242},
    {"date":"15/03/18","open":17.1,"high":17.27,"low":16.91,"close":17.01,"volume":530063},
    {"date":"15/03/19","open":17,"high":17.28,"low":17,"close":17.06,"volume":536427},
    {"date":"15/03/20","open":17.13,"high":17.24,"low":16.88,"close":17.21,"volume":1320237},
    {"date":"15/03/23","open":17.21,"high":17.23,"low":17.01,"close":17.11,"volume":509798},
    {"date":"15/03/24","open":17.02,"high":17.18,"low":16.82,"close":17,"volume":962149},
    {"date":"15/03/25","open":16.92,"high":16.99,"low":16.82,"close":16.97,"volume":565673},
    {"date":"15/03/26","open":16.83,"high":17.56,"low":16.83,"close":17.54,"volume":884523},
    {"date":"15/03/27","open":17.58,"high":18.3,"low":17.11,"close":18.3,"volume":705626},
    {"date":"15/03/30","open":18.5,"high":19.4,"low":18.4,"close":19.05,"volume":1151620},
    {"date":"15/03/31","open":19.08,"high":20.58,"low":18.4,"close":19.75,"volume":2020679},
    {"date":"15/04/01","open":19.69,"high":19.69,"low":18.55,"close":18.65,"volume":961078},
    {"date":"15/04/02","open":18.56,"high":18.66,"low":17.85,"close":17.9,"volume":884233},
    {"date":"15/04/06","open":17.78,"high":17.94,"low":17.51,"close":17.66,"volume":605252},
    {"date":"15/04/07","open":17.62,"high":17.9,"low":17.53,"close":17.61,"volume":591988},
    {"date":"15/04/08","open":17.64,"high":17.85,"low":17.32,"close":17.36,"volume":618855},
    {"date":"15/04/09","open":17.33,"high":17.54,"low":17.1,"close":17.1,"volume":761855},
    {"date":"15/04/10","open":17.08,"high":17.36,"low":17,"close":17.05,"volume":568373},
    {"date":"15/04/13","open":17.24,"high":17.26,"low":16.81,"close":17.1,"volume":667142},
    {"date":"15/04/14","open":17.1,"high":17.89,"low":17.02,"close":17.52,"volume":870138},
    {"date":"15/04/15","open":17.6,"high":17.99,"low":17.5,"close":17.69,"volume":530456},
    {"date":"15/04/16","open":17.95,"high":18,"low":17.6,"close":17.82,"volume":548730},
    {"date":"15/04/17","open":17.75,"high":17.79,"low":17.5,"close":17.79,"volume":446373},
    {"date":"15/04/20","open":17.63,"high":17.98,"low":17.52,"close":17.93,"volume":487017},
    {"date":"15/04/21","open":17.96,"high":17.98,"low":17.71,"close":17.92,"volume":320302},
    {"date":"15/04/22","open":17.88,"high":18.33,"low":17.57,"close":18.29,"volume":644812},
    {"date":"15/04/23","open":18.29,"high":18.61,"low":18.18,"close":18.28,"volume":563879},
    {"date":"15/04/24","open":18.5,"high":18.5,"low":17.61,"close":17.75,"volume":650762},
    {"date":"15/04/27","open":17.97,"high":18.05,"low":17.45,"close":17.57,"volume":437294},
    {"date":"15/04/28","open":17.65,"high":17.79,"low":17.39,"close":17.5,"volume":224519},
    {"date":"15/04/29","open":17.68,"high":17.68,"low":17.1,"close":17.21,"volume":495706},
    {"date":"15/04/30","open":17.22,"high":17.3,"low":17,"close":17.11,"volume":391040},
    {"date":"15/05/01","open":17.11,"high":17.55,"low":16.85,"close":17.5,"volume":563075},
    {"date":"15/05/02","open":17.56,"high":17.85,"low":17.3,"close":17.4,"volume":253138},
    {"date":"15/05/05","open":17.68,"high":17.68,"low":17.09,"close":17.43,"volume":290935},
    {"date":"15/05/06","open":17.48,"high":17.48,"low":17,"close":17.04,"volume":313662},
    {"date":"15/05/07","open":17.05,"high":17.19,"low":16.92,"close":17.04,"volume":360284},
    {"date":"15/05/08","open":17.13,"high":17.21,"low":16.91,"close":17.1,"volume":297653},
    {"date":"15/05/11","open":17.16,"high":17.44,"low":17.13,"close":17.31,"volume":268504},
    {"date":"15/05/12","open":17.28,"high":17.44,"low":16.99,"close":17.24,"volume":376961},
    {"date":"15/05/13","open":17.24,"high":17.3,"low":17.06,"close":17.2,"volume":244617},
    {"date":"15/05/14","open":17.24,"high":17.25,"low":17.02,"close":17.08,"volume":252526},
    {"date":"15/05/15","open":17.06,"high":17.16,"low":16.95,"close":16.95,"volume":274783},
    {"date":"15/05/18","open":16.95,"high":17.01,"low":16.76,"close":16.87,"volume":418513},
    {"date":"15/05/19","open":16.93,"high":16.94,"low":16.6,"close":16.83,"volume":367660},
    {"date":"15/05/20","open":16.8,"high":16.9,"low":16.65,"close":16.86,"volume":297914},
    {"date":"15/05/21","open":16.9,"high":17.08,"low":16.79,"close":16.88,"volume":229346},
    {"date":"15/05/22","open":16.9,"high":17.05,"low":16.85,"close":17,"volume":253279},
    {"date":"15/05/26","open":17.03,"high":17.08,"low":16.86,"close":17.01,"volume":212640},
    {"date":"15/05/27","open":17.01,"high":17.99,"low":16.87,"close":17.75,"volume":857109},
    {"date":"15/05/28","open":17.77,"high":17.77,"low":17.44,"close":17.62,"volume":338482}
]

コードビューで次の参照を追加します。

Public NotInheritable Class MainPage
    Inherits Page
    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
    Private Sub OnFinancialChartRendered(sender As Object, e As C1.Xaml.Chart.RenderEventArgs)
        indicatorChart.AxisX.Min = DirectCast(financialChart.AxisX, IAxis).GetMin()
        indicatorChart.AxisX.Max = DirectCast(financialChart.AxisX, IAxis).GetMax()
    End Sub
End Class

<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
public sealed partial class MainPage : Page
{
    DataService dataService = DataService.GetService();
    public MainPage()
    {
        this.InitializeComponent();
    }

    public List<Quote> Data
    {
        get
        {
            return dataService.GetData();
        }
    }

    private void OnFinancialChartRendered(object sender, C1.Xaml.Chart.RenderEventArgs e)
    {
        indicatorChart.AxisX.Min = ((IAxis)financialChart.AxisX).GetMin();
        indicatorChart.AxisX.Max = ((IAxis)financialChart.AxisX).GetMax();
    }
}

[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; }
}

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