ComponentOne FinancialChart for WPF
Analytics / Indicators / Stochastic
In This Topic
    Stochastic
    In This Topic

    Stochastic indicator is a momentum indicator to foreshadow price turning points. It compares the closing price of a financial instrument with its range of prices over a period of time. It can be used to anticipate future reversals by identifying bull and bear set-ups.

    Stochastic Oscillator indicator is measured with K line and D line. The D line is followed closely to indicate any major signals in the FinancialChart. To create a slow stochastic oscillator, SmoothingPeriod is set to 3, while a SmoothingPeriod value of 2 creates full stochastic oscillator. To create to a fast stochastic oscillator, the SmoothingPeriod is set to an integer value of 1.

    To use stochastic indicator 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. The Stochastic class exposes KPeriod (takes integer value to calculate price range over the specified period), DPeriod (takes integer value to calculate the Moving Average of K line), and Smoothing period (takes integer value to create fast, full or slow oscillator) properties. Based on the values of these properties, data points for Stochastic indicator are calculated and plotted on FinancialChart. KLineStyle and DLineStyle properties can be utilized to change the appearance of series.

    FinancialChart also enables you to fetch the calculated D values, D x valuesK values, and K x values at run-time. This can help in creating alerts in application or maintaining logs while working with dynamic data.

    Stochastic-Indicator

    The following example considers stock data for a company Box Inc. over a period of time and plots its Stochastic Oscillator Indicator apart from the volume 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
    PriceChart.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:StochasticInd"
            xmlns:c1="http://schemas.componentone.com/winfx/2006/xaml" 
            x:Class="StochasticInd.MainWindow"
            mc:Ignorable="d"
            Title="MainWindow" Height="350" Width="525" 
            DataContext="{Binding RelativeSource={RelativeSource Mode=Self}}">
        <Grid>
    
            <c1:C1FinancialChart x:Name="financialChart" 
                                 BindingX="Date"
                                 Binding="Close" 
                                 ChartType="Line"
                                 ItemsSource="{Binding Data}"
                                 ToolTipContent="{}{seriesName}&#x000A;{Date} {y}"
                                 Margin="10,29,10,177"
                                 Rendered="OnFinancialChartRendered">
    
                <c1:FinancialSeries Binding="High,Low,Open,Close" 
                                    SeriesName="Box Inc." />
                <c1:Fibonacci Binding="High,Low,Open,Close"
                          ChartType="Line"
                          LabelPosition="Bottom"
                          Uptrend="True"
                          Visibility="Plot" >
                    <c1:Fibonacci.Style>
                        <c1:ChartStyle Fill="Red"
                                       Stroke="Red"
                                       StrokeThickness="0.5"
                                       FontSize="10"/>
                    </c1:Fibonacci.Style>
                </c1:Fibonacci>
                <c1:C1FinancialChart.AxisX>
                    <c1:Axis LabelAngle="45" MajorUnit="3"/>
                </c1:C1FinancialChart.AxisX>
            </c1:C1FinancialChart>
    

       

    IndicatorChart.xaml
    Copy Code
            <c1:Stochastic x:Name="stochastic" 
                           SeriesName="%K,%D"
                           DPeriod="3" 
                           KPeriod="13" 
                           SmoothingPeriod="1">
                <c1:Stochastic.DLineStyle>
                    <c1:ChartStyle Stroke="Orange" />
                </c1:Stochastic.DLineStyle>
                <c1:Stochastic.KLineStyle>
                    <c1:ChartStyle Stroke="YellowGreen" />
                </c1:Stochastic.KLineStyle>
            </c1:Stochastic>
            <c1:C1FinancialChart.AxisX>
                <c1:Axis LabelAngle="45" MajorUnit="3"/>
            </c1:C1FinancialChart.AxisX>
        </c1:C1FinancialChart>        
    </Grid>
    

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

    Public Class DataService
        Public Function GetData() As List(Of Quote)
            Dim path As String = "Indicator.Resources.box.json"
            'Replace Indicator 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
    
    public class DataService
    {
        public List<Quote> GetData()
        {
            string path = "StochasticInd.Resources.box.json";
            //Replace StochasticInd 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;
        }
    }
    

    Json Data

    [
        { "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:

    <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 MainWindow.xaml
    Partial Public Class MainWindow
        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
    
        Private Sub OnFinancialChartRendered(sender As Object, e As C1.WPF.Chart.RenderEventArgs)
            indicatorChart.AxisX.Min = DirectCast(financialChart.AxisX, IAxis).GetMin()
            indicatorChart.AxisX.Max = DirectCast(financialChart.AxisX, IAxis).GetMax()
        End Sub
    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();
            }
        }
        
        private void OnFinancialChartRendered(object sender, C1.WPF.Chart.RenderEventArgs e)
        {
            indicatorChart.AxisX.Min = ((IAxis)financialChart.AxisX).GetMin();
            indicatorChart.AxisX.Max = ((IAxis)financialChart.AxisX).GetMax();
        } 
     }
    

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