Algorithm Reference

Charting

Introduction

We provide a powerful charting API which can be build many chart types. At its simplest it can be used with a single line of code:

Plot("Series Name", value);
self.Plot("Series Name", value)

With this code a line-graph is added underneath your Strategy Equity chart and your requested values are displayed over time. To create a new chart (new tab) you should also specify the chart name in your request:

private MovingAverageConvergenceDivergence _macd
// In Initialize()
_macd = MACD("SPY", 12, 26,9, MovingAverageType.Exponential, Resolution.Daily)
// In OnData()
Plot("My Indicators", "MACD Signal", _macd.Signal);
# In Initialize(self)
self.macd = MACD("SPY", 12, 26,9, MovingAverageType.Exponential, Resolution.Daily)
# In OnData(self, data)
self.Plot("My Indicators", "MACD Signal", self.macd.Signal)

Behind the scenes these methods create a new Chart object and add it to your algorithm, and then add a new Series object to that chart. A chart is made from many series. You can also initialize your charts manually to get more control over their look and feel.

Manually Creating Charts

In your initialize method you can use the AddChart(Chart obj) method to insert a new chart. Each chart object has an internal collection of Series objects.

In creating Series objects you must specify the name of the series, the SeriesType and the index the series operates on. The series index refers to its position in the chart - for example; if all the series are index 0, they will lay on top of each other. If each series has its own index, it will be have several mini-charts stack next to each other.

The picture below shows an EMA cross chart with both EMA series set to the same index: Using different indexes the chart looks as follows:

// In your initialize method:

// Chart - Master Container for the Chart:
var stockPlot = new Chart("Trade Plot");
// On the Trade Plotter Chart we want 3 series: trades and price:
var buyOrders = new Series("Buy", SeriesType.Scatter, 0);
var sellOrders = new Series("Sell", SeriesType.Scatter, 0);
var assetPrice = new Series("Price", SeriesType.Line, 0);
// Or Using Custom Chart
// Import the necessary module before using Custom color
using System.Drawing;
var buyOrders = new Series("Buy", SeriesType.Scatter, "$", Color.Red, ScatterMarkerSymbol.Triangle);
var sellOrders = new Series("Sell", SeriesType.Scatter, "$", Color.Blue, ScatterMarkerSymbol.TriangleDown);
var assetPrice = new Series("Price", SeriesType.Line, "$", Color.Green);
stockPlot.AddSeries(buyOrders);
stockPlot.AddSeries(sellOrders);
stockPlot.AddSeries(assetPrice);
AddChart(stockPlot);

// Later in your OnData(Slice data):
Plot("Trade Plot", "Price", data.Bars["SPY"].Close);
# In your initialize method:
# Note - use single quotation marks: ' instead of double "
# Chart - Master Container for the Chart:
stockPlot = Chart('Trade Plot')
# On the Trade Plotter Chart we want 3 series: trades and price:
stockPlot.AddSeries(Series('Buy', SeriesType.Scatter, 0))
stockPlot.AddSeries(Series('Sell', SeriesType.Scatter, 0))
stockPlot.AddSeries(Series('Price', SeriesType.Line, 0))
# Or using custom chart
# Import the necessary module before using Custom color
from System.Drawing import Color
stockPlot.AddSeries(Series('Price', SeriesType.Line, '$', Color.Green))
stockPlot.AddSeries(Series('Buy', SeriesType.Scatter, '$', Color.Red, ScatterMarkerSymbol.Triangle))
stockPlot.AddSeries(Series('Sell', SeriesType.Scatter, '$', Color.Blue, ScatterMarkerSymbol.TriangleDown))
self.AddChart(stockPlot)

# Later in your OnData(self, data):
self.Plot('Trade Plot', 'Price', self.lastPrice)

Supported Series Types

The charting API supports the follow series types. Nothing special is required to use these series, simply specify them for your series when creating your chart.

   SeriesType.Line
             .Scatter
             .Candle
             .Bar
             .Flag

Custom Colors and Scatter Symbols

You can customize the chart color and the scatter symbol when creating the series. In your customizing chart, instead of specifying index, you need to specify the label name of the y axis using a string like '$', '%' or an empty string ''. The chart color can be changed by specifying the parameter "Color.ColorName".

You could also change the marker symbol of the scatter plot. The charting API supports the following scatter marker symbol types.

   ScatterMarkerSymbol.Circle
                      .Diamond
                      .Square
                      .Triangle
                      .TriangleDown

Charting Limitations

Intensive charting generates hundreds of megabytes (200MB) of data which is far too much to stream online or display in a web browser. Because of this we limit the number of points a chart can have to 4000. If you see an error Exceeded maximum points per chart, data skipped you have hit this limit and should reduce your sampling frequency.

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