MACD

FinancialChart の MACD（移動平均収束発散法）インジケータは、トレンドフォロー型のモメンタムインジケータです。資産価格の強さ、方向、期間、およびモメンタムの変化を明らかにします。このインジケータを使用すると、短期的な価格モメンタムを効率よく見極めることができます。

MACD モメンタムオシレータは、26 日間の指数移動平均と 12 日間の指数移動平均の関係を表示します。2 つの移動平均が収束、交差、発散するに伴って、MACD オシレータはゼロラインの上下に変動します。オシレータに重ねて「シグナルライン」がプロットされます。このラインは MACD の 9 日間の指数移動平均を示し、買いシグナルと売りシグナルのトリガとして機能します。MACD がゼロラインより下になると、売りシグナルの発生です。

MACD ヒストグラムは、短期 MACD ラインとシグナルラインの差を示すオシレータです。MACD インジケータと同様に、ヒストグラムもゼロラインの上下に変動します。正のヒストグラムは、MACD がシグナルラインより上にあることを示し、MACD がシグナルラインより下になると、負のヒストグラムになります。負の MACD ヒストグラムは売りシグナルです。

FinancialChart に MACD インジケータと MACD ヒストグラムを追加するには、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。MacdBase クラスは、FastPeriod、SlowPeriod、および SmoothingPeriod 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、MACD インジケータとヒストグラムが計算され、FinancialChart にプロットされます。系列の外観は、MacdLineStyle および SignalLineStyle プロパティで操作できます。

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 Macd 値、Macd x 値、シグナル値、シグナル x 値を実行時に取得できます。

MACD-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 MACD インジケータと MACD ヒストグラムをプロットします。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。

DataService.cs に次の参照を追加します。

System.Collections.Generic
System.Linq
System.Runtime.Serialization.Json
System.Reflection

DataService.vb
DataService.cs

DataService.vb

Public Class DataService
    Public Function GetData() As List(Of Quote)
        Dim stream As New FileStream("..\..\Resources\box.json", FileMode.Open)
        Dim ser = New DataContractJsonSerializer(GetType(Quote()))
        Dim data = DirectCast(ser.ReadObject(stream), Quote())
        stream.Close()
        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

DataService.cs

class DataService
{
    public List<Quote> GetData()
    {
        string path = "IndicatorMACD.Resources.box.json";
        //IndicatorMACDをアプリケーション名で置き換えます。      
        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;
    }
}

[
    {"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。

System.Collections.Generic
System.Windows
System.Runtime.Serialization

Visual Basic
C#

Visual Basic

Partial Public Class Form1
    Inherits Form
    Private dataService As DataService = DataService.GetService()
    Dim macd As New Macd() With {
    .Name = "MACD, Signal"
}
    Dim macdHistogram As New MacdHistogram() With {
    .Name = "MACD Histogram"
}
    Private fs As New FinancialSeries()
    Public Sub New()
        InitializeComponent()
    End Sub

    Private Sub FinancialChart1_Rendered(sender As Object, e As C1.Win.Chart.RenderEventArgs)
        Handles FinancialChart1.Rendered
        FinancialChart2.AxisX.Min = FinancialChart1.AxisX.ActualMin
        FinancialChart2.AxisX.Max = FinancialChart1.AxisX.ActualMax
    End Sub

    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        FinancialChart1.BeginUpdate()
        FinancialChart1.BindingX = "date"
        FinancialChart1.Binding = "close"
        FinancialChart1.Series.Add(New FinancialSeries())
        'fs.Name = "Box Inc.";
        FinancialChart1.Legend.Position = C1.Chart.Position.Right
        fs.Visibility = C1.Chart.SeriesVisibility.Visible
        FinancialChart1.ChartType = C1.Chart.Finance.FinancialChartType.Line
        FinancialChart1.DataSource = dataService.GetData()
        FinancialChart1.Legend.Orientation = C1.Chart.Orientation.Vertical
        FinancialChart1.Legend.Title = "Box Inc."
        FinancialChart1.EndUpdate()

        FinancialChart2.BeginUpdate()
        FinancialChart2.ChartType = C1.Chart.Finance.FinancialChartType.Line
        FinancialChart2.BindingX = "date"
        FinancialChart2.Binding = "high,low,close"
        FinancialChart2.Series.Add(macd)
        FinancialChart2.Series.Add(macdHistogram)
        FinancialChart2.Legend.Position = C1.Chart.Position.Bottom
        FinancialChart2.DataSource = dataService.GetData()
        FinancialChart2.EndUpdate()
        macd.FastPeriod = 12
        macd.SlowPeriod = 26
        macd.SmoothingPeriod = 9
        macd.MacdLineStyle.Stroke = Brushes.Red
        macd.SignalLineStyle.Stroke = Brushes.Orange
    End Sub
End Class
Public Class Quote
    Public Property [date]() As String
        Get
            Return m_date
        End Get
        Set
            m_date = Value
        End Set
    End Property
    Private m_date As String
    Public Property high() As Double
        Get
            Return m_high
        End Get
        Set
            m_high = Value
        End Set
    End Property
    Private m_high As Double
    Public Property low() As Double
        Get
            Return m_low
        End Get
        Set
            m_low = Value
        End Set
    End Property
    Private m_low As Double
    Public Property open() As Double
        Get
            Return m_open
        End Get
        Set
            m_open = Value
        End Set
    End Property
    Private m_open As Double
    Public Property close() As Double
        Get
            Return m_close
        End Get
        Set
            m_close = Value
        End Set
    End Property
    Private m_close As Double
    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 partial class Form1 : Form
{
    DataService dataService = DataService.GetService();
    Macd macd = new Macd() { Name = "MACD, Signal" };
    MacdHistogram macdHistogram = new MacdHistogram() { Name = "MACD Histogram" };
    FinancialSeries fs = new FinancialSeries();
    public Form1()
    {
        InitializeComponent();
    }
    public List<Quote> Data
    {
        get
        {
            return dataService.GetData();
        }
    }
    private void OnLoad(object sender, EventArgs e)
    {
        financialChart1.BeginUpdate();
        financialChart1.BindingX = "date";           
        financialChart1.Binding = "close";
        financialChart1.Series.Add(new FinancialSeries());            
        financialChart1.Legend.Position = C1.Chart.Position.Right;
        fs.Visibility = C1.Chart.SeriesVisibility.Visible;
        financialChart1.ChartType = C1.Chart.Finance.FinancialChartType.Line;
        financialChart1.DataSource = dataService.GetData();
        financialChart1.Legend.Orientation = C1.Chart.Orientation.Vertical;
        financialChart1.Legend.Title = "Box Inc.";
        financialChart1.Rendered += (s, a) =>
        {
            financialChart2.AxisX.Min = financialChart1.AxisX.ActualMin;
            financialChart2.AxisX.Max = financialChart1.AxisX.ActualMax;
        };
        financialChart1.EndUpdate();

        financialChart2.BeginUpdate();
        financialChart2.ChartType = C1.Chart.Finance.FinancialChartType.Line;
        financialChart2.BindingX = "date";
        financialChart2.Binding = "high,low,close";
        financialChart2.Series.Add(macd);
        financialChart2.Series.Add(macdHistogram);
        financialChart2.Legend.Position = C1.Chart.Position.Bottom;
        financialChart2.DataSource = dataService.GetData();            
        financialChart2.EndUpdate();
        macd.FastPeriod = 12;
        macd.SlowPeriod = 26;
        macd.SmoothingPeriod = 9;
        macd.MacdLineStyle.Stroke = Brushes.OrangeRed;
        macd.SignalLineStyle.Stroke = Brushes.Blue;
    }
}
public class Quote
{
    public string date { get; set; }
    public double high { get; set; }
    public double low { get; set; }
    public double open { get; set; }
    public double close { get; set; }
    public double volume { get; set; }
}

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