We do the same thing. See this screen shot: http://www.reynacho.com/wp-content/uploads/2009/05/cse-charting.jpg
There's a lot more than just a moving average and bollinger bands there but those are parts of it. In order to get this data, we first tapped into a feed which you have to pay good money for. I believe we are using NxCore which I think is a DTN product. You might look into that but I know there are others as well. For the data, we pass data into a java library called ta-lib: http://ta-lib.org/ It has methods for moving averages, deviations, etc. We found that the calculations for our app were simply too intense to be done on the client. But, we have 5-7 years worth of data that we are looking at for calculations so you might not run into the same bottleneck we had -Jake On Fri, Oct 23, 2009 at 11:49 AM, cjsteury2 <[email protected]> wrote: > > > > > <answer>.net SQL database through Web services call to Flex...</answer>... > would like to create a new Array based on existing Array of Ticker data.. > > So I need to create a new Array Collection then loop through and add the > date from the Tickers Array Collection along with the Moving 20 day average > of the Close Price... THEN ( I have not mentioned this ) What I REALLY want > is a Standard Deviation Calcuation against the Moving Average to plot Upper > and Lower Bollinger Bands.... > > Here's my initial guesstimate at building the new 20 Day Moving Average > Array Collection from the Existing Array_Tickers ArrayCollection.... > > [Bindable] public var Array_BBands:ArrayCollection; (new mov avg Ac) > > public function bld_Array_BBands():void > { > Array_BBands = new ArrayCollection; > for (var i:int=0;i<Array_Tickers.length;i++) \\ loop through existing > Array_Tickers > { > Array_BBands.addItem(Array_Tickers.getItemat(i).date); > if (i>=20) \\ start at 20th row - as Moving Avg is 20 day > { > var mavg_tick:Int = 0; \\ create variable to hold Moving Average > mvag_tick = Array_Tickers.getItemAt(i).close.valueof(); \\ need to pick up > the date of the Array_Tickers > mvag_tick += Array_Tickers.getItemAt(i-1).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-2).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-3).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-4).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-5).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-6).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-7).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-8).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-9).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-10).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-11).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-12).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-13).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-14).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-15).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-16).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-17).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-18).close.valueof(); > mvag_tick += Array_Tickers.getItemAt(i-19).close.valueof(); > var mavg:Int = (mavg_tick/20); > Array_BBands.addItem(mavg); > } > } > > } > > If that works ( and I have no idea if it will ) then I need to get the > Standard Deviation calcualted somehow. Because the Formula for what I really > want as previously stated is The Bollinger Bands formular or (MA+K*sigma) > Moving Average (20 period) + or - depending if it's upper or lower (2 * > sigma) Sigma is the Standard Deviation, and I am fairly certain that > actionscript does not calculate the Standard Deviation, so I'll need to do > that somehow and I have no idea how to do that... > > This is a lot for me, and I don't expect you or others have the answers but > I need to get the Std Deviation caclulated from the Mean Value above and > this is how to do that... > > http://en.wikipedia.org/wiki/Standard_Deviation > > I am not sure exactly the best way to proceed, but if anyone has a > suggestions... I guess I would take the difference of each number in the > series above form the mean, divide the sum of the numbers by the count (20) > and take the square root. > > It's a brain teaser and I am working on it a piece at a time..... > > If anyone has a shortcut I'd take it. > > --- In [email protected] <flexcoders%40yahoogroups.com>, > "jc_bad28" <jc_ba...@...> wrote: > > > > How are you receiving your price data to plot? Price feed? Static file? > What you could do is create a function to loop through the array and perform > the moving average calculation and add the result as an extra "column" in > the array. Are you plotting the full historic price data set? If so, your MA > will begin at the nth bar where n is your MA period setting. eg.. a 20 day > MA won't start until the 20th day into the data set. > > > > If you're using a static dataset, you could do the calculation in Excel > and then save the entire datset as XML and just bring that into flex and > plot the MA from the existing values. > > > > --- In [email protected] <flexcoders%40yahoogroups.com>, > "cjsteury2" <craigj@> wrote: > > > > > > Hi all, > > > > > > I am stumped. > > > > > > If I want to add an additional data series to a HLOC Chart that is a > line series of a simple 20 day moving average for the closing price > ("Close") value in an array collection (Array_Tickers)... how would I > perform that calculation in Flex? > > > > > > <mx:lineSeries id=mavg > > > dataprovider="Array_Tickers" > > > ySeries="Close" /> > > > > > > How would I calculate "Close" as {The SUM for the Value of "Close" for > the previous 20 days / divided by 20}... > > > > > > > >
