[flexcoders] Re: Question?? Best method for plotting a Moving Average
I did it with the SQL code instead... it's a really cool routine that
calculates Mov Avg and Standard Deviation then the Bollinger Bands and I send
that to FLEX... if anyone wants the SQL code let me know... cra...@steury.com
(I don't receive emails from this thread)
--- In flexcoders@yahoogroups.com, jc_bad28 jc_ba...@... wrote:
I'll vouche for ta-lib as well. I used it in an excel trading/chart app I
made years ago.
My approach for the ticker data array would be to use a for..loop instead of
hard coding. That way you could adjust a few paramaters.
When it comes to technical indicators, I prefer making the calcs on the
server side and then having the data available to be plotted
passed/requested/whatever. The reason being I can use that data in whatever
client I want versus trying to learn different ways of doing the same thing
in different clients.
Another approach you might want to look at is using a charting library that
has built in functions for the traditional indicators. I've used
ChartDirector from ASE in multiple clients and multiple platforms.
http://www.advsofteng.com/
You could write up your charting section in whatever and then bring it into
flex as an image. ChartDirector is also open enough that you can program
custom indicators into as well which is something I've done quite a few times
and is what really sold me on the product.
--- In flexcoders@yahoogroups.com, Jake Churchill reynacho@ wrote:
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 craigj@ 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;iArray_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
[flexcoders] Re: Question?? Best method for plotting a Moving Average
I'll vouche for ta-lib as well. I used it in an excel trading/chart app I made
years ago.
My approach for the ticker data array would be to use a for..loop instead of
hard coding. That way you could adjust a few paramaters.
When it comes to technical indicators, I prefer making the calcs on the server
side and then having the data available to be plotted
passed/requested/whatever. The reason being I can use that data in whatever
client I want versus trying to learn different ways of doing the same thing in
different clients.
Another approach you might want to look at is using a charting library that has
built in functions for the traditional indicators. I've used ChartDirector
from ASE in multiple clients and multiple platforms. http://www.advsofteng.com/
You could write up your charting section in whatever and then bring it into
flex as an image. ChartDirector is also open enough that you can program custom
indicators into as well which is something I've done quite a few times and is
what really sold me on the product.
--- In flexcoders@yahoogroups.com, Jake Churchill reyna...@... wrote:
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 cra...@... 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;iArray_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
[flexcoders] Re: Question?? Best method for plotting a Moving Average
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;iArray_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 flexcoders@yahoogroups.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 flexcoders@yahoogroups.com, cjsteury2 craigj@ wrote:
Hi all,
Re: [flexcoders] Re: Question?? Best method for plotting a Moving Average
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 cra...@steury.com 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;iArray_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 flexcoders@yahoogroups.com 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
[flexcoders] Re: Question?? Best method for plotting a Moving Average
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 flexcoders@yahoogroups.com, cjsteury2 cra...@... 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}...
