WealthScript Techniques | Relative Performance Chart

Modified on 2010/03/14 17:15 by Eugene — Categorized as: Knowledge Base

Problem

"I would like to chart relative performance of 2-10 instruments starting at Data range definition (at 0%). The chart should have relative vertical axis (to see relative increase/decrease)."

Solution


using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		// Plots the percent change of the charted symbol and the benchmark symbols in a new pane
		public void PlotBenchMarkPct(string[] bmSymbols, Color[] colors, DateTime fromDate)
		{
			int bar = Bars.ConvertDateToBar(fromDate, false);
			SetBackgroundColor(bar, Color.Pink);
			ChartPane cp = CreatePane(60, true, true);
			DrawLabel(cp, "Percent Change since " + fromDate.ToShortDateString(), Color.Navy);
			int c = 0;
			foreach (string sym in bmSymbols)
			{	
				Bars bmBars = GetExternalSymbol(sym, true);				
				double refPrice = bmBars.Close[bar];
				DataSeries dsPctChange = 100 * (bmBars.Close/refPrice - 1);
				dsPctChange.Description = sym;
				PlotSeries(cp, dsPctChange, colors[c], WealthLab.LineStyle.Solid, 2);
				c++;
			}
			
		}
		protected override void Execute()
		{
		     // Show the percent change from a list of symbols from a specified date (1/1/2006)
			string[] benchMarkSymbols = {Bars.Symbol, "MSFT", ".DJI", ".SPX"};
			Color[] colors = {Color.Black, Color.Blue, Color.Red, Color.Green};
			PlotBenchMarkPct(benchMarkSymbols, colors, new DateTime(2006, 1, 1));
		}
	}
}

Another solution


using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		Random r = new Random();
		
		private Color RandomColor()
		{
			Color randomColor = Color.FromArgb(r.Next(255), r.Next(255), r.Next(255));
			return randomColor;
		}

		protected override void Execute()
		{
			string clickedSym = Bars.Symbol;
			List<DataSeries> rocList = new List<DataSeries>();
            
			int StartBar = Math.Max( Bars.Count - 260, 0 );
			
			foreach( string ds in DataSetSymbols )
			{
				DataSeries extClose = GetExternalSymbol( DataSetSymbols[DataSetSymbols.IndexOf(ds)], true ).Close;
				rocList.Add( ( extClose - (extClose>>StartBar) ) / (extClose>>StartBar) * 100.0 );
				
			}

			HideVolume();
			ChartPane rocPane = CreatePane( 100, true, true );
			foreach( DataSeries ds in rocList )
				PlotSeries( rocPane, rocList[rocList.IndexOf(ds)], RandomColor(), LineStyle.Solid, 1 );
		}
	}
}