JFreeChart : How to draw the moving average over a OHLC chart - jfreechart

Question

I am trying to overlay a moving average over an OHLC chart but it does not seem to work.
I provide two critical functions of the code :
private static OHLCDataset createPriceDataset(String filename)
{
OHLCSeries s1 = new OHLCSeries(filename);
try {
BufferedReader in = new BufferedReader(new FileReader(filename));
DateFormat df = new SimpleDateFormat("yyyyMMdd");
String inputLine;
in.readLine();
while ((inputLine = in.readLine()) != null) {
StringTokenizer st = new StringTokenizer(inputLine, ",");
Date date = df.parse( st.nextToken() );
double open = Double.parseDouble( st.nextToken() );
double high = Double.parseDouble( st.nextToken() );
double low = Double.parseDouble( st.nextToken() );
double close = Double.parseDouble( st.nextToken() );
double volume = Double.parseDouble( st.nextToken() );
//double adjClose = Double.parseDouble( st.nextToken() );
s1.add(new Day(date), open, high, low, close);
}
in.close();
}
catch (Exception e) {
e.printStackTrace();
}
OHLCSeriesCollection dataset = new OHLCSeriesCollection();
dataset.addSeries(s1);
return dataset;
}
private static JFreeChart createCombinedChart()
{
OHLCDataset data1 = createPriceDataset(filename);
XYItemRenderer renderer1 = new HighLowRenderer();
renderer1.setBaseToolTipGenerator(new StandardXYToolTipGenerator(StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT, new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0.00")));
renderer1.setSeriesPaint(0, Color.blue);
DateAxis domainAxis = new DateAxis("Date");
NumberAxis rangeAxis = new NumberAxis("Price");
rangeAxis.setNumberFormatOverride(new DecimalFormat("$0.00"));
rangeAxis.setAutoRange(true);
rangeAxis.setAutoRangeIncludesZero(false);
XYPlot plot1 = new XYPlot(data1, domainAxis, rangeAxis, renderer1);
plot1.setBackgroundPaint(Color.lightGray);
plot1.setDomainGridlinePaint(Color.white);
plot1.setRangeGridlinePaint(Color.white);
plot1.setRangePannable(true);
//Overlay the Long-Term Trend Indicator
XYDataset dataset3 = MovingAverage.createMovingAverage(data1, "LT", 49.0, 49.0);
plot1.setDataset(1, dataset3);
plot1.setRenderer(1, new StandardXYItemRenderer());
//add a second dataset (volume) and renderer
IntervalXYDataset data2 = createVolumeDataset(filename);
XYBarRenderer renderer2 = new XYBarRenderer();
renderer2.setDrawBarOutline(false);
renderer2.setBaseToolTipGenerator(new StandardXYToolTipGenerator(StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT, new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0,000.00")));
renderer2.setSeriesPaint(0, Color.red);
XYPlot plot2 = new XYPlot(data2, null, new NumberAxis("Volume"), renderer2);
plot2.setBackgroundPaint(Color.lightGray);
plot2.setDomainGridlinePaint(Color.white);
plot2.setRangeGridlinePaint(Color.white);
CombinedDomainXYPlot cplot = new CombinedDomainXYPlot(domainAxis);
cplot.add(plot1, 3);
cplot.add(plot2, 2);
cplot.setGap(8.0);
cplot.setDomainGridlinePaint(Color.white);
cplot.setDomainGridlinesVisible(true);
cplot.setDomainPannable(true);
//return the new combined chart
JFreeChart chart = new JFreeChart("Sun Microsystems (SUNW)", JFreeChart.DEFAULT_TITLE_FONT, cplot, false);
ChartUtilities.applyCurrentTheme(chart);
renderer2.setShadowVisible(false);
renderer2.setBarPainter(new StandardXYBarPainter());
return chart;
}
Any ideas?
Thank you.

Answer 1

I've added the following code and it seems to work.
If anybody disagrees on this solution just let me know.
Here it goes :
public class PriceVolumeChart2 extends ApplicationFrame{
final static String filename = "A.txt";
*static TimeSeries t1 = new TimeSeries("49-day moving average");*
/**
* Default constructor
*/
public PriceVolumeChart2(String title)
{
super(title);
JPanel panel = createDemoPanel();
panel.setPreferredSize(new Dimension(500, 270));
setContentPane(panel);
}
//create price dataset
//hard-coded here
private static OHLCDataset createPriceDataset(String filename)
{
//the following data is taken from http://finance.yahoo.com/
//for demo purposes...
OHLCSeries s1 = new OHLCSeries(filename);
try {
BufferedReader in = new BufferedReader(new FileReader(filename));
DateFormat df = new SimpleDateFormat("yyyyMMdd");
String inputLine;
in.readLine();
while ((inputLine = in.readLine()) != null) {
StringTokenizer st = new StringTokenizer(inputLine, ",");
Date date = df.parse( st.nextToken() );
double open = Double.parseDouble( st.nextToken() );
double high = Double.parseDouble( st.nextToken() );
double low = Double.parseDouble( st.nextToken() );
double close = Double.parseDouble( st.nextToken() );
double volume = Double.parseDouble( st.nextToken() );
//double adjClose = Double.parseDouble( st.nextToken() );
s1.add(new Day(date), open, high, low, close);
*t1.add(new Day(date), close);*
}
in.close();
}
catch (Exception e) {
e.printStackTrace();
}
OHLCSeriesCollection dataset = new OHLCSeriesCollection();
dataset.addSeries(s1);
return dataset;
}
//create volume dataset
private static IntervalXYDataset createVolumeDataset(String filename)
{
//create dataset 2...
TimeSeries s1 = new TimeSeries("Volume");
try {
BufferedReader in = new BufferedReader(new FileReader(filename));
DateFormat df = new SimpleDateFormat("yyyyMMdd");
String inputLine;
in.readLine();
while ((inputLine = in.readLine()) != null) {
StringTokenizer st = new StringTokenizer(inputLine, ",");
Date date = df.parse( st.nextToken() );
st.nextToken();
st.nextToken();
st.nextToken();
st.nextToken();
double volume = Double.parseDouble( st.nextToken() );
//double adjClose = Double.parseDouble( st.nextToken() );
s1.add(new Day(date), volume);
}
in.close();
}
catch (Exception e) {
e.printStackTrace();
}
return new TimeSeriesCollection(s1);
}
private static JFreeChart createCombinedChart()
{
OHLCDataset data1 = createPriceDataset(filename);
XYItemRenderer renderer1 = new HighLowRenderer();
renderer1.setBaseToolTipGenerator(new StandardXYToolTipGenerator(
StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT,
new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0.00")));
renderer1.setSeriesPaint(0, Color.blue);
DateAxis domainAxis = new DateAxis("Date");
NumberAxis rangeAxis = new NumberAxis("Price");
rangeAxis.setNumberFormatOverride(new DecimalFormat("$0.00"));
rangeAxis.setAutoRange(true);
rangeAxis.setAutoRangeIncludesZero(false);
XYPlot plot1 = new XYPlot(data1, domainAxis, rangeAxis, renderer1);
plot1.setBackgroundPaint(Color.lightGray);
plot1.setDomainGridlinePaint(Color.white);
plot1.setRangeGridlinePaint(Color.white);
plot1.setRangePannable(true);
//Overlay the Long-Term Trend Indicator
*TimeSeries dataset3 = MovingAverage.createMovingAverage(t1, "LT", 49, 49);
TimeSeriesCollection collection = new TimeSeriesCollection();
collection.addSeries(dataset3);
plot1.setDataset(1, collection);*
plot1.setRenderer(1, new StandardXYItemRenderer());
//add a second dataset (volume) and renderer
IntervalXYDataset data2 = createVolumeDataset(filename);
XYBarRenderer renderer2 = new XYBarRenderer();
renderer2.setDrawBarOutline(false);
renderer2.setBaseToolTipGenerator(new StandardXYToolTipGenerator(
StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT,
new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0,000.00")));
renderer2.setSeriesPaint(0, Color.red);
XYPlot plot2 = new XYPlot(data2, null, new NumberAxis("Volume"), renderer2);
plot2.setBackgroundPaint(Color.lightGray);
plot2.setDomainGridlinePaint(Color.white);
plot2.setRangeGridlinePaint(Color.white);
CombinedDomainXYPlot cplot = new CombinedDomainXYPlot(domainAxis);
cplot.add(plot1, 3);
cplot.add(plot2, 2);
cplot.setGap(8.0);
cplot.setDomainGridlinePaint(Color.white);
cplot.setDomainGridlinesVisible(true);
cplot.setDomainPannable(true);
//return the new combined chart
JFreeChart chart = new JFreeChart("Sun Microsystems (SUNW)",
JFreeChart.DEFAULT_TITLE_FONT, cplot, false);
ChartUtilities.applyCurrentTheme(chart);
renderer2.setShadowVisible(false);
renderer2.setBarPainter(new StandardXYBarPainter());
return chart;
}
//create a panel
public static JPanel createDemoPanel()
{
JFreeChart chart = createCombinedChart();
return new ChartPanel(chart);
}
public static void main(String[] args) {
// TODO code application logic here
PriceVolumeChart2 demo = new PriceVolumeChart2(
"JFreeChart: CombinedXYPlotDemo1.java (base)");
demo.pack();
RefineryUtilities.centerFrameOnScreen(demo);
demo.setVisible(true);
}
//Download data from web
}
Sample data:
20110103,41.56,42.14,41.41,41.88,3572300
20110104,41.99,42.1,41.18,41.49,3588800
20110105,41.28,41.73,41,41.4,3232700
20110106,41.37,41.84,41.21,41.48,3361400
20110107,41.52,41.8,41.04,41.62,2725900
20110110,41.41,42.72,41.3,42.22,3145800
20110111,42.52,43.31,42.38,42.94,3315400
20110112,43.2,43.41,42.96,43.13,2463100
20110113,42.88,43.23,42.87,42.97,1676400
20110114,42.79,43.37,42.76,43.26,2215600
20110117,43.26,43.26,43.26,43.26,0
20110118,43.33,44.45,43.32,44.35,2982300
20110119,44.16,44.29,42.27,42.43,4537200
20110120,41.95,42.58,41.46,42.29,4874700
20110121,42.5,43.26,42.03,42.11,3004500
20110124,42.18,42.79,42.07,42.77,2067400
20110125,42.77,43.52,42.28,42.69,3132700
20110126,42.82,42.97,42.04,42.57,3927300
20110127,42.77,43.09,42.37,42.45,3189600
20110128,42.5,42.52,40.88,40.98,3629800
20110131,41.21,41.83,40.89,41.83,3690900
20110201,42.07,42.7,41.93,42.05,3388200
20110202,41.75,41.91,40.82,41.23,3970700
20110203,40.93,41.18,40.23,40.99,3522700
20110204,41.19,43.13,40.94,42.99,5197700
20110207,43.45,44.66,43.37,44.44,4569800
20110208,44.65,44.71,43.83,44.17,3734500
20110209,44.01,44.17,43.16,43.43,3779300
20110210,43.22,44.01,42.57,44,3275700
20110211,43.77,45.15,43.65,45.02,4436000
20110214,45,45.42,44.72,44.79,3484400
20110215,44.79,45,42.64,42.65,7328000
20110216,42.91,43.6,42.7,43.57,4159800
20110217,43.38,44,43.02,43.92,2621800
20110218,43.78,44.29,43.65,43.92,4390200
20110221,43.92,43.92,43.92,43.92,0
20110222,43.21,43.75,42.39,42.49,4143600
20110223,42.59,42.75,39.94,40.45,7074200
20110224,40.34,41.55,40.18,41.15,4455700
20110225,41.16,42.41,41.13,42.36,4297500
20110228,42.43,42.65,41.36,42.08,3070200
20110301,41.98,42.49,40.65,40.68,4091300
The new code is inside asterisks.
If you believe that there is a more elegant solution , please let me know.