FinancialChart for WPF
Bollinger Bands
分析機能 > オーバーレイ > Bollinger Bands

Bollinger Bands（ボリンジャーバンド）オーバーレイは、一定期間の株価の動きの上限と下限を示します。これは、標準偏差に基づくボラティリティバンドで、移動平均の上下に置かれます。ボリンジャーバンドは、株価の高い安いを相対的に定義するために役立ちます。上のバンド近くにプロットされた株価は高いと見なされ、下のバンド近くにプロットされた価格は低いと見なされます。ハンドの幅はボラティリティの程度を示します。ボリンジャーバンドの天上に届く株価は、中間トレンドの上方に伸びすぎであると見なされ、ボリンジャーバンドの底に届く株価は、中間トレンドの下方に伸びすぎであると見なされます。

FinancialChart にボリンジャーバンドオーバーレイを追加するには、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。BollingerBands クラスは、上下バンドの標準偏差を指定する Multiplier プロパティを公開し、IndicatorBase クラスは、Period プロパティを公開します。これはミドルバンドの単純移動平均を計算するための整数値を受け取ります。これらのプロパティの値に基づいて、ボリンジャーバンドオーバーレイが計算され、FinancialChartにプロットされます。

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、計算された下限 y 値、中間 y 値、上限 y 値、x 値を実行時に取得できます。

Bollinger-Bands-Overlay

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、同じ株価チャートにボリンジャーバンドオーバーレイをプロットします。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。
XAML
コードのコピー 
    <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:BollingerBOverlay"
        xmlns:c1="http://schemas.componentone.com/winfx/2006/xaml" 
        x:Class="BollingerBOverlay.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}&#x000A;{Date} {y}" 
                     Margin="6,37,4,71">            
            <c1:FinancialSeries Binding="High,Low,Open,Close" 
                                SeriesName="Box Inc." />
            <c1:BollingerBands x:Name="bollinger" 
                               Multiplier="2" 
                               Period="20" 
                               Binding="High,Low,Close" 
                               SeriesName="Bollinger Bands" />

            <c1:C1FinancialChart.AxisX>
                <c1:Axis LabelAngle="45" MajorUnit="3"/>
            </c1:C1FinancialChart.AxisX>
        </c1:C1FinancialChart>        
    </Grid>
</Window>
   

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 = "OverlayVB.Resources.box.json"
        'OverlayVBをアプリケーション名で置き換えます。      
        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 Class

public class DataService
{
    public List<Quote> GetData()
    {
        string path = "BollingerBOverlay.Resources.box.json";
        //BollingerBOverlay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;
    }
}

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。

<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
''' MWBollinger.xamlの相互作用ロジック
Partial Public Class MWBollinger
    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 Class

    [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; }
    }
    /// <summary>
    /// MainWindow.xamlの相互作用ロジック
    /// </summary>
    public partial class MainWindow : Window
    {
        DataService dataService = DataService.GetService();
        public MainWindow()
        {
            InitializeComponent();
        }
        public List<Quote> Data
        {
            get
            {
                return dataService.GetData();
            }
        }        
    }
}

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