Envelopes | ComponentOne FinancialChart for WPF

Envelopes

In This Topic

Envelopes overlay represent Moving Average Envelopes overlay series for the FinancialChart. These moving average envelopes are percentage based envelopes that are set above and below a standard moving average. The moving average could be simple or exponential moving average. During Bullish trends, breakthrough above the upper envelope signifies strength and that the uptrend will continue; during Bearish trends, breakthrough below the lower envelope signifies strength and that the downtrend will continue.

To use Envelopes overlay in FinancialChart, add a FinancialChart control to your application and bind it to an appropriate data source or populate data in it through Quote Collection. ItemsSource object enables data binding or populating data in FinancialChart.

Envelopes class exposes Size property, takes percentage values to render upper and lower envelopes, and Type property, to specify Simple or Exponential Moving average. IndicatorBase class provides the Period property, which takes integer value to specify base period for calculating simple or exponential moving average. Based on the values of these properties, data points for Envelopes overlays are calculated and plotted on FinancialChart.

FinancialChart also enables you to fetch the calculated Lower y values and Upper y values at run-time. This can help in creating alerts in application or maintaining logs while working with dynamic data.

The following example considers stock data for a company Box Inc. over a period of time and plots its Envelopes overlay on the same financial chart, as shown in the image above. The example uses data from a json file, and DataService.cs class is created to access this json file.

Make sure that Build Action property of the json file is set to Embedded Resource.

XAML	Copy Code
<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:EnvelopeOverlay" xmlns:c1="http://schemas.componentone.com/winfx/2006/xaml" x:Class="EnvelopeOverlay.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} {Date} {y}" Margin="0,37,-1,71"> <c1:FinancialSeries Binding="High,Low,Open,Close" SeriesName="Box Inc." /> <c1:Envelopes Binding="High,Low,Close" Period="20" Size="0.03" Type="Simple" SeriesName="Envelopes"> <c1:Envelopes.Style> <c1:ChartStyle Stroke="Green" StrokeThickness="2" /> </c1:Envelopes.Style> </c1:Envelopes> <c1:C1FinancialChart.AxisX> <c1:Axis LabelAngle="45" MajorUnit="3"/> </c1:C1FinancialChart.AxisX> </c1:C1FinancialChart> </Grid> </Window>

XAML

Copy Code

    <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:EnvelopeOverlay"
        xmlns:c1="http://schemas.componentone.com/winfx/2006/xaml" 
        x:Class="EnvelopeOverlay.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="0,37,-1,71">
            <c1:FinancialSeries Binding="High,Low,Open,Close" 
                                SeriesName="Box Inc." />
          <c1:Envelopes Binding="High,Low,Close"
                        Period="20"
                        Size="0.03"
                        Type="Simple"
                        SeriesName="Envelopes">
            <c1:Envelopes.Style>
              <c1:ChartStyle Stroke="Green" StrokeThickness="2" />
            </c1:Envelopes.Style>
          </c1:Envelopes>
                <c1:C1FinancialChart.AxisX>
                <c1:Axis LabelAngle="45" MajorUnit="3"/>
            </c1:C1FinancialChart.AxisX>
        </c1:C1FinancialChart>
    </Grid>
</Window>

Make sure to add the following references in DataService.cs:

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 path As String = "OverlayVB.Resources.box.json"
        'Replace OverlayVB by your application name       
        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

DataService.cs

public class DataService
{
    public List<Quote> GetData()
    {
        string path = "EnvelopeOverlay.Resources.box.json";  
        //Replace EnvelopeOverlay by your application name
        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": "01/23/15", "open": 20.2, "high": 24.73, "low": 20.16, "close": 23.23, "volume": 42593223 }, 
    { "date": "01/26/15", "open": 23.67, "high": 24.39, "low": 22.5, "close": 22.6, "volume": 8677164 }, 
    { "date": "01/27/15", "open": 22, "high": 22.47, "low": 21.17, "close": 21.3, "volume": 3272512 }, 
    { "date": "01/28/15", "open": 21.62, "high": 21.84, "low": 19.6, "close": 19.78, "volume": 5047364 }, 
    { "date": "01/29/15", "open": 19.9, "high": 19.95, "low": 18.51, "close": 18.8, "volume": 3419482 }, 
    { "date": "01/30/15", "open": 18.47, "high": 19.48, "low": 18.22, "close": 18.81, "volume": 2266439 }, 
    { "date": "02/02/15", "open": 19.18, "high": 19.3, "low": 18.01, "close": 18.02, "volume": 2071168 }, 
    { "date": "02/03/15", "open": 18.22, "high": 18.64, "low": 18.12, "close": 18.24, "volume": 1587435 }, 
    { "date": "02/04/15", "open": 18.2, "high": 18.35, "low": 17, "close": 17.1, "volume": 2912224 }, 
    { "date": "02/05/15", "open": 17.3, "high": 17.31, "low": 16.41, "close": 16.66, "volume": 2682187 }, 
    { "date": "02/06/15", "open": 17.39, "high": 18.88, "low": 17.21, "close": 18.12, "volume": 3929164 }, 
    { "date": "02/09/15", "open": 18.86, "high": 19.95, "low": 18.45, "close": 19.6, "volume": 3226650 }, 
    { "date": "02/10/15", "open": 20.5, "high": 21, "low": 19.63, "close": 20.99, "volume": 2804409 }, 
    { "date": "02/11/15", "open": 20.89, "high": 21, "low": 20.2, "close": 20.96, "volume": 1698365 }, 
    { "date": "02/12/15", "open": 20.66, "high": 20.85, "low": 19.75, "close": 20.17, "volume": 1370320 }, 
    { "date": "02/13/15", "open": 20.19, "high": 20.68, "low": 20, "close": 20.18, "volume": 711951 }, 
    { "date": "02/17/15", "open": 19.5, "high": 20.1, "low": 18.8, "close": 19.05, "volume": 2093602 }, 
    { "date": "02/18/15", "open": 18.31, "high": 18.5, "low": 17.96, "close": 18, "volume": 1849490 }, 
    { "date": "02/19/15", "open": 18.33, "high": 19.25, "low": 17.91, "close": 18.96, "volume": 1311518 }, 
    { "date": "02/20/15", "open": 18.68, "high": 19.3, "low": 18.65, "close": 18.85, "volume": 1001692 }, 
    { "date": "02/23/15", "open": 18.8, "high": 18.89, "low": 18.11, "close": 18.21, "volume": 670087 }, 
    { "date": "02/24/15", "open": 18.46, "high": 19, "low": 18.27, "close": 18.83, "volume": 759263 }, 
    { "date": "02/25/15", "open": 18.83, "high": 19.48, "low": 18.47, "close": 18.67, "volume": 915580 }, 
    { "date": "02/26/15", "open": 18.64, "high": 19.2, "low": 18.64, "close": 18.94, "volume": 461283 }, 
    { "date": "02/27/15", "open": 18.8, "high": 19.12, "low": 18.55, "close": 18.66, "volume": 617199 }, 
    { "date": "03/02/15", "open": 18.66, "high": 19.09, "low": 18.65, "close": 18.79, "volume": 519605 }, 
    { "date": "03/03/15", "open": 18.79, "high": 19.21, "low": 18.45, "close": 18.59, "volume": 832415 }, 
    { "date": "03/04/15", "open": 18.64, "high": 19.05, "low": 18.32, "close": 19, "volume": 539688 }, 
    { "date": "03/05/15", "open": 19.2, "high": 19.2, "low": 18.8, "close": 19.14, "volume": 486149 }, 
    { "date": "03/06/15", "open": 19.03, "high": 19.1, "low": 18.7, "close": 18.91, "volume": 685659 }, 
    { "date": "03/09/15", "open": 18.98, "high": 20.15, "low": 18.96, "close": 19.4, "volume": 1321363 }, 
    { "date": "03/10/15", "open": 19.3, "high": 19.8, "low": 18.85, "close": 19.64, "volume": 615743 }, 
    { "date": "03/11/15", "open": 20.08, "high": 20.65, "low": 19.24, "close": 20.53, "volume": 2167167 }, 
    { "date": "03/12/15", "open": 17.17, "high": 18.2, "low": 16.76, "close": 18.2, "volume": 6837638 }, 
    { "date": "03/13/15", "open": 18.05, "high": 18.05, "low": 17.3, "close": 17.88, "volume": 1715629 }, 
    { "date": "03/16/15", "open": 17.91, "high": 18, "low": 17.01, "close": 17.13, "volume": 1321313 }, 
    { "date": "03/17/15", "open": 17.28, "high": 17.37, "low": 16.6, "close": 17.12, "volume": 1272242 }, 
    { "date": "03/18/15", "open": 17.1, "high": 17.27, "low": 16.91, "close": 17.01, "volume": 530063 }, 
    { "date": "03/19/15", "open": 17, "high": 17.28, "low": 17, "close": 17.06, "volume": 536427 }, 
    { "date": "03/20/15", "open": 17.13, "high": 17.24, "low": 16.88, "close": 17.21, "volume": 1320237 }, 
    { "date": "03/23/15", "open": 17.21, "high": 17.23, "low": 17.01, "close": 17.11, "volume": 509798 }, 
    { "date": "03/24/15", "open": 17.02, "high": 17.18, "low": 16.82, "close": 17, "volume": 962149 }, 
    { "date": "03/25/15", "open": 16.92, "high": 16.99, "low": 16.82, "close": 16.97, "volume": 565673 }, 
    { "date": "03/26/15", "open": 16.83, "high": 17.56, "low": 16.83, "close": 17.54, "volume": 884523 }, 
    { "date": "03/27/15", "open": 17.58, "high": 18.3, "low": 17.11, "close": 18.3, "volume": 705626 }, 
    { "date": "03/30/15", "open": 18.5, "high": 19.4, "low": 18.4, "close": 19.05, "volume": 1151620 }, 
    { "date": "03/31/15", "open": 19.08, "high": 20.58, "low": 18.4, "close": 19.75, "volume": 2020679 }, 
    { "date": "04/01/15", "open": 19.69, "high": 19.69, "low": 18.55, "close": 18.65, "volume": 961078 }, 
    { "date": "04/02/15", "open": 18.56, "high": 18.66, "low": 17.85, "close": 17.9, "volume": 884233 }, 
    { "date": "04/06/15", "open": 17.78, "high": 17.94, "low": 17.51, "close": 17.66, "volume": 605252 }, 
    { "date": "04/07/15", "open": 17.62, "high": 17.9, "low": 17.53, "close": 17.61, "volume": 591988 }, 
    { "date": "04/08/15", "open": 17.64, "high": 17.85, "low": 17.32, "close": 17.36, "volume": 618855 }, 
    { "date": "04/09/15", "open": 17.33, "high": 17.54, "low": 17.1, "close": 17.1, "volume": 761855 }, 
    { "date": "04/10/15", "open": 17.08, "high": 17.36, "low": 17, "close": 17.05, "volume": 568373 }, 
    { "date": "04/13/15", "open": 17.24, "high": 17.26, "low": 16.81, "close": 17.1, "volume": 667142 }, 
    { "date": "04/14/15", "open": 17.1, "high": 17.89, "low": 17.02, "close": 17.52, "volume": 870138 }, 
    { "date": "04/15/15", "open": 17.6, "high": 17.99, "low": 17.5, "close": 17.69, "volume": 530456 }, 
    { "date": "04/16/15", "open": 17.95, "high": 18, "low": 17.6, "close": 17.82, "volume": 548730 }, 
    { "date": "04/17/15", "open": 17.75, "high": 17.79, "low": 17.5, "close": 17.79, "volume": 446373 }, 
    { "date": "04/20/15", "open": 17.63, "high": 17.98, "low": 17.52, "close": 17.93, "volume": 487017 }, 
    { "date": "04/21/15", "open": 17.96, "high": 17.98, "low": 17.71, "close": 17.92, "volume": 320302 }, 
    { "date": "04/22/15", "open": 17.88, "high": 18.33, "low": 17.57, "close": 18.29, "volume": 644812 }, 
    { "date": "04/23/15", "open": 18.29, "high": 18.61, "low": 18.18, "close": 18.28, "volume": 563879 }, 
    { "date": "04/24/15", "open": 18.5, "high": 18.5, "low": 17.61, "close": 17.75, "volume": 650762 }, 
    { "date": "04/27/15", "open": 17.97, "high": 18.05, "low": 17.45, "close": 17.57, "volume": 437294 }, 
    { "date": "04/28/15", "open": 17.65, "high": 17.79, "low": 17.39, "close": 17.5, "volume": 224519 }, 
    { "date": "04/29/15", "open": 17.68, "high": 17.68, "low": 17.1, "close": 17.21, "volume": 495706 }, 
    { "date": "04/30/15", "open": 17.22, "high": 17.3, "low": 17, "close": 17.11, "volume": 391040 }, 
    { "date": "05/01/15", "open": 17.11, "high": 17.55, "low": 16.85, "close": 17.5, "volume": 563075 }, 
    { "date": "05/04/15", "open": 17.56, "high": 17.85, "low": 17.3, "close": 17.4, "volume": 253138 }, 
    { "date": "05/05/15", "open": 17.68, "high": 17.68, "low": 17.09, "close": 17.43, "volume": 290935 }, 
    { "date": "05/06/15", "open": 17.48, "high": 17.48, "low": 17, "close": 17.04, "volume": 313662 }, 
    { "date": "05/07/15", "open": 17.05, "high": 17.19, "low": 16.92, "close": 17.04, "volume": 360284 }, 
    { "date": "05/08/15", "open": 17.13, "high": 17.21, "low": 16.91, "close": 17.1, "volume": 297653 }, 
    { "date": "05/11/15", "open": 17.16, "high": 17.44, "low": 17.13, "close": 17.31, "volume": 268504 }, 
    { "date": "05/12/15", "open": 17.28, "high": 17.44, "low": 16.99, "close": 17.24, "volume": 376961 }, 
    { "date": "05/13/15", "open": 17.24, "high": 17.3, "low": 17.06, "close": 17.2, "volume": 244617 }, 
    { "date": "05/14/15", "open": 17.24, "high": 17.25, "low": 17.02, "close": 17.08, "volume": 252526 }, 
    { "date": "05/15/15", "open": 17.06, "high": 17.16, "low": 16.95, "close": 16.95, "volume": 274783 }, 
    { "date": "05/18/15", "open": 16.95, "high": 17.01, "low": 16.76, "close": 16.87, "volume": 418513 }, 
    { "date": "05/19/15", "open": 16.93, "high": 16.94, "low": 16.6, "close": 16.83, "volume": 367660 }, 
    { "date": "05/20/15", "open": 16.8, "high": 16.9, "low": 16.65, "close": 16.86, "volume": 297914 }, 
    { "date": "05/21/15", "open": 16.9, "high": 17.08, "low": 16.79, "close": 16.88, "volume": 229346 }, 
    { "date": "05/22/15", "open": 16.9, "high": 17.05, "low": 16.85, "close": 17, "volume": 253279 }, 
    { "date": "05/26/15", "open": 17.03, "high": 17.08, "low": 16.86, "close": 17.01, "volume": 212640 }, 
    { "date": "05/27/15", "open": 17.01, "high": 17.99, "low": 16.87, "close": 17.75, "volume": 857109 }, 
    { "date": "05/28/15", "open": 17.77, "high": 17.77, "low": 17.44, "close": 17.62, "volume": 338482 }
            ]

Make sure to add the following references in code view:

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

Visual Basic
C#

Visual Basic

<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
''' Interaction logic for MWEnvelopes.xaml
Partial Public Class MWEnvelopes
    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; }
    }

/// Interaction logic for MainWindow.xaml
public partial class MainWindow : Window
    {
        DataService dataService = DataService.GetService();
        public MainWindow()
        {
            InitializeComponent();
        }
        public List<Quote> Data
        {
            get
            {
                return dataService.GetData();
            }
        }
    }