RSI

FinancialChart の RSI（相対力指数）インジケータは、株価の動きの速さと大きさを測定するモメンタムオシレータです。資産の終値の上向きの動きを取引期間中の下向きの動きと比較して、株の強さまたは弱さを判断します。値は 0 ～ 100 の間で変動します。プラスの変化が強い株の方が、マイナスの変化が強い株より RSI が高くなります。

最新の評価益の大きさを最新の評価損と比較する際に RSI を応用することで、資産の買われ過ぎ/売られ過ぎの状況を判断できます。株は、RSI が 70 を超えると買われ過ぎ、30 を下回ると売られ過ぎと見なされます。

また、FinancialChart では、実行時にGetValues() メソッドを使用して、計算された RSI 値を取得できます。これにより、アプリケーションでアラートを作成したり、動的データを使用する際にログを取ることができます。

コードスニペットは、クラス DataService を使用します。コードを確認するには、 ATR を参照してください。さらに、このサンプルはRSI クラスのインスタンスを作成して、RSI を使用します。

DataService.vb
DataService.cs

DataService.vb

Public Class DataService
    Private _companies As New List(Of Company)()
    Private _cache As New Dictionary(Of String, List(Of Quote))()

    Private Sub New()
        _companies.Add(New Company() With {
            Key.Symbol = "box",
            Key.Name = "Box Inc"
        })
        _companies.Add(New Company() With {
            Key.Symbol = "fb",
            Key.Name = "Facebook"
        })
    End Sub

    Public Function GetCompanies() As List(Of Company)
        Return _companies
    End Function

    Public Function GetSymbolData(symbol As String) As List(Of Quote)
        If Not _cache.Keys.Contains(symbol) Then
            Dim path As String = String.Format("FinancialChartExplorer.Resources.{0}.json", symbol)
            Dim stream = Assembly.GetExecutingAssembly().GetManifestResourceStream(path)
            Dim ser = New DataContractJsonSerializer(GetType(Quote()))
            Dim data = DirectCast(ser.ReadObject(stream), Quote())
            _cache.Add(symbol, data.ToList())
        End If

        Return _cache(symbol)
    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

public class DataService
{
    List<Company> _companies = new List<Company>();
    Dictionary<string, List<Quote>> _cache = new Dictionary<string, List<Quote>>();

    private DataService()
    {
        _companies.Add(new Company() { Symbol = "box", Name = "Box Inc" });
        _companies.Add(new Company() { Symbol = "fb", Name = "Facebook" });
    }

    public List<Company> GetCompanies()
    {
        return _companies;
    }

    public List<Quote> GetSymbolData(string symbol)
    {
        if (!_cache.Keys.Contains(symbol))
        {
            string path = string.Format("FinancialChartExplorer.Resources.{0}.json", symbol);
            var stream = Assembly.GetExecutingAssembly().GetManifestResourceStream(path);
            var ser = new DataContractJsonSerializer(typeof(Quote[]));
            var data = (Quote[])ser.ReadObject(stream);
            _cache.Add(symbol, data.ToList());
        }

        return _cache[symbol];
    }

    static DataService _ds;
    public static DataService GetService()
    {
        if (_ds == null)
            _ds = new DataService();
        return _ds;
    }
}

Visual Basic
C#

Visual Basic

Partial Public Class Indicators
    Inherits UserControl

    Private dataService As DataService = DataService.GetService()
    Private rsi As New RSI() With {
        Key.SeriesName = "RSI"
    }

    Public Sub New()
        InitializeComponent()
    End Sub

    Public ReadOnly Property Data() As List(Of Quote)
        Get
            Return dataService.GetSymbolData("box")
        End Get
    End Property

    Public ReadOnly Property IndicatorType() As List(Of String)
        Get
            Return New List(Of String)() From {
                "Relative Strength Index"
            }
        End Get
    End Property

    Private Sub OnIndicatorTypeSelectionChanged(sender As Object, e As SelectionChangedEventArgs)
        Dim ser As FinancialSeries = Nothing
        If cbIndicatorType.SelectedIndex = 0 Then
            ser = rsi
        End If


        If ser IsNot Nothing AndAlso Not indicatorChart.Series.Contains(ser) Then
            indicatorChart.BeginUpdate()
            indicatorChart.Series.Clear()
            indicatorChart.Series.Add(ser)
            indicatorChart.EndUpdate()
        End If
    End Sub

    Private Sub OnFinancialChartRendered(sender As Object, e As C1.WPF.Chart.RenderEventArgs)
        If indicatorChart IsNot Nothing Then
            indicatorChart.AxisX.Min = DirectCast(financialChart.AxisX, IAxis).GetMin()
            indicatorChart.AxisX.Max = DirectCast(financialChart.AxisX, IAxis).GetMax()
        End If
    End Sub
End Class

public partial class Indicators : UserControl
{

    DataService dataService = DataService.GetService();
    RSI rsi = new RSI() { SeriesName = "RSI" };

    public Indicators()
    {
        InitializeComponent();
    }

    public List<Quote> Data
    {
        get
        {
            return dataService.GetSymbolData("box");
        }
    }

    public List<string> IndicatorType
    {
        get
        {
            return new List<string>()
            {
                "Relative Strength Index",
            };
        }
    }

    void OnIndicatorTypeSelectionChanged(object sender, SelectionChangedEventArgs e)
    {
        FinancialSeries ser = null;
        if (cbIndicatorType.SelectedIndex == 0)
            ser = rsi;


        if (ser != null && !indicatorChart.Series.Contains(ser))
        {
            indicatorChart.BeginUpdate();
            indicatorChart.Series.Clear();
            indicatorChart.Series.Add(ser);
            indicatorChart.EndUpdate();
        }
    }

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