Indicators | How to Plot ROC of multiple symbols on same chart

Modified on 2010/03/14 17:13 by Eugene — Categorized as: Knowledge Base

Suppose your task is to plot ROC - or any other indicator - of all the symbols from a DataSet in one single pane. For example, you have IBM, AAPL, INTC in a DataSet, and you would like to plot ROC for each one of them on top of each other.

With Wealth-Lab .NET, it's easily possible. Here's a short code snippet:


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 rocList = new List();
            
			foreach( string ds in DataSetSymbols )
			{
				//if( ds != clickedSym )
				rocList.Add( ROC.Series( GetExternalSymbol( 
					DataSetSymbolsDataSetSymbols.IndexOf(ds), true ).Close, 10 ) );
			}

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

Highlights:

You need to loop over the DataSet's symbols (see: DataSetSymbols)
Add each symbol's ROC (or another indicator) to the List of DataSeries created before (see: rocList)
Then, you loop by that List and plot each series
Look up the helpful List.IndexOf method in MSDN
RandomColor is self-descriptive