I did it with the SQL code instead... it's a really cool routine that calculates Mov Avg and Standard Deviation then the Bollinger Bands and I send that to FLEX... if anyone wants the SQL code let me know... cra...@steury.com (I don't receive emails from this thread)
--- In flexcoders@yahoogroups.com, "jc_bad28" <jc_ba...@...> wrote: > > I'll vouche for ta-lib as well. I used it in an excel trading/chart app I > made years ago. > > My approach for the ticker data array would be to use a for..loop instead of > hard coding. That way you could adjust a few paramaters. > > When it comes to technical indicators, I prefer making the calcs on the > server side and then having the data available to be plotted > passed/requested/whatever. The reason being I can use that data in whatever > client I want versus trying to learn different ways of doing the same thing > in different clients. > > Another approach you might want to look at is using a charting library that > has built in functions for the traditional indicators. I've used > ChartDirector from ASE in multiple clients and multiple platforms. > http://www.advsofteng.com/ > > You could write up your charting section in whatever and then bring it into > flex as an image. ChartDirector is also open enough that you can program > custom indicators into as well which is something I've done quite a few times > and is what really sold me on the product. > > --- In flexcoders@yahoogroups.com, Jake Churchill <reynacho@> wrote: > > > > We do the same thing. See this screen shot: > > > > http://www.reynacho.com/wp-content/uploads/2009/05/cse-charting.jpg > > > > There's a lot more than just a moving average and bollinger bands there but > > those are parts of it. In order to get this data, we first tapped into a > > feed which you have to pay good money for. I believe we are using NxCore > > which I think is a DTN product. You might look into that but I know there > > are others as well. > > > > For the data, we pass data into a java library called ta-lib: > > http://ta-lib.org/ > > > > It has methods for moving averages, deviations, etc. We found that the > > calculations for our app were simply too intense to be done on the client. > > But, we have 5-7 years worth of data that we are looking at for calculations > > so you might not run into the same bottleneck we had > > > > -Jake > > > > On Fri, Oct 23, 2009 at 11:49 AM, cjsteury2 <craigj@> wrote: > > > > > > > > > > > > > > > > > <answer>.net SQL database through Web services call to Flex...</answer>... > > > would like to create a new Array based on existing Array of Ticker data.. > > > > > > So I need to create a new Array Collection then loop through and add the > > > date from the Tickers Array Collection along with the Moving 20 day > > > average > > > of the Close Price... THEN ( I have not mentioned this ) What I REALLY > > > want > > > is a Standard Deviation Calcuation against the Moving Average to plot > > > Upper > > > and Lower Bollinger Bands.... > > > > > > Here's my initial guesstimate at building the new 20 Day Moving Average > > > Array Collection from the Existing Array_Tickers ArrayCollection.... > > > > > > [Bindable] public var Array_BBands:ArrayCollection; (new mov avg Ac) > > > > > > public function bld_Array_BBands():void > > > { > > > Array_BBands = new ArrayCollection; > > > for (var i:int=0;i<Array_Tickers.length;i++) \\ loop through existing > > > Array_Tickers > > > { > > > Array_BBands.addItem(Array_Tickers.getItemat(i).date); > > > if (i>=20) \\ start at 20th row - as Moving Avg is 20 day > > > { > > > var mavg_tick:Int = 0; \\ create variable to hold Moving Average > > > mvag_tick = Array_Tickers.getItemAt(i).close.valueof(); \\ need to pick up > > > the date of the Array_Tickers > > > mvag_tick += Array_Tickers.getItemAt(i-1).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-2).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-3).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-4).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-5).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-6).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-7).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-8).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-9).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-10).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-11).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-12).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-13).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-14).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-15).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-16).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-17).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-18).close.valueof(); > > > mvag_tick += Array_Tickers.getItemAt(i-19).close.valueof(); > > > var mavg:Int = (mavg_tick/20); > > > Array_BBands.addItem(mavg); > > > } > > > } > > > > > > } > > > > > > If that works ( and I have no idea if it will ) then I need to get the > > > Standard Deviation calcualted somehow. Because the Formula for what I > > > really > > > want as previously stated is The Bollinger Bands formular or (MA+K*sigma) > > > Moving Average (20 period) + or - depending if it's upper or lower (2 * > > > sigma) Sigma is the Standard Deviation, and I am fairly certain that > > > actionscript does not calculate the Standard Deviation, so I'll need to do > > > that somehow and I have no idea how to do that... > > > > > > This is a lot for me, and I don't expect you or others have the answers > > > but > > > I need to get the Std Deviation caclulated from the Mean Value above and > > > this is how to do that... > > > > > > http://en.wikipedia.org/wiki/Standard_Deviation > > > > > > I am not sure exactly the best way to proceed, but if anyone has a > > > suggestions... I guess I would take the difference of each number in the > > > series above form the mean, divide the sum of the numbers by the count > > > (20) > > > and take the square root. > > > > > > It's a brain teaser and I am working on it a piece at a time..... > > > > > > If anyone has a shortcut I'd take it. > > > > > > --- In flexcoders@yahoogroups.com <flexcoders%40yahoogroups.com>, > > > "jc_bad28" <jc_bad28@> wrote: > > > > > > > > How are you receiving your price data to plot? Price feed? Static file? > > > What you could do is create a function to loop through the array and > > > perform > > > the moving average calculation and add the result as an extra "column" in > > > the array. Are you plotting the full historic price data set? If so, your > > > MA > > > will begin at the nth bar where n is your MA period setting. eg.. a 20 day > > > MA won't start until the 20th day into the data set. > > > > > > > > If you're using a static dataset, you could do the calculation in Excel > > > and then save the entire datset as XML and just bring that into flex and > > > plot the MA from the existing values. > > > > > > > > --- In flexcoders@yahoogroups.com <flexcoders%40yahoogroups.com>, > > > "cjsteury2" <craigj@> wrote: > > > > > > > > > > Hi all, > > > > > > > > > > I am stumped. > > > > > > > > > > If I want to add an additional data series to a HLOC Chart that is a > > > line series of a simple 20 day moving average for the closing price > > > ("Close") value in an array collection (Array_Tickers)... how would I > > > perform that calculation in Flex? > > > > > > > > > > <mx:lineSeries id=mavg > > > > > dataprovider="Array_Tickers" > > > > > ySeries="Close" /> > > > > > > > > > > How would I calculate "Close" as {The SUM for the Value of "Close" for > > > the previous 20 days / divided by 20}... > > > > > > > > > > > > > > > > > > > > >
