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Next: Trading-Systems Up: GeniusTrader Manual Previous: Installing GeniusTrader Contents

Subsections

Generating Charts

As introduction to the possiblities of GeniusTrader we`ll create some graphics. The program graphic.pl in the Scripts-subfolder is capable of creating (nearly) all those nifty charts you know from commercial packages. Even if the chart-generation is not the main purpose of GeniusTrader we start with this topic because it is more intuitive to understand an indicator or a system when you can draw it on a chart. In all the examples, we use the example-data provided by the GeniusTrader-Website, so make sure, you copied those files and added the right DB::text::directory-variable to your options-file. The command

./graphic.pl 13000 > test.png

produces a chart of the 13000-stock using the default-parameters. The output is a png-file, which is redirected to test.png. This should look similar to the graphic in fig. 3.1.

**Figure 3.1:** A simple graph using the default parameters of `graphic.pl`
$\begin{figure} \begin{center} \epsfxsize =0.8\textwidth\epsffile{simplegraph.eps} \end{center} \end{figure}$

The graphic can be view by one of the various image viewers. You can use ee, xv or display. I have some good experiences in using the display-Program because you can easily scroll larger graphics or I start a GIMP-session and use gimp-remote to view the images (see man gimp-remote for further explanations).

Formatting the Chart

The program provides several commandline-options:

 ./graphic.pl [ --timeframe=day|week|month ] [ --nb-item=120 ] \
              [ --start=1999-02-01 ] [ --end=2001-03-23 ] \
              [ --type=candle|barchart|line|none ] [ --volume ]
              [ --volume-height=150 ] [ --title="Daily Chart" ] \
              [ --width=200 ] [ --height=230 ] [ --logarithmic ] \
              [ additionnal graphical elements ] \
              [ --file=conf ]
              <code>

All of these options can be written in a file - one parameter per line. If the program is called with the file-parameter and the filename, the options out of the file are loaded. Each line in this file corresponds to a command line parameter. Lines starting with # are ignored. As an example, place these lines in a file sma.conf:

 # A sample configuration-file
 --title=Stock of %c
 --add=Switch-Zone(0)
 --add=Curve(Indicators::SMA 200, [255,0,0])
 --add=Curve(Indicators::SMA 38, [0,0,255])

Be aware that you have to omit the quotation marks that you use normally to tell the bash not to care about the arguments. If you call now the program with the configuration-file as parameter, the coresponding modifications take place:

./graphic.pl --file=sma.conf 13000 > test.png

To understand what these parameters do, see below.

Adjusting the timeframe

Using the timeframe-parameter, the timeframe can be adjusted. To create a chart on a weekly basis you can use the following command:

./graphic.pl --timeframe=week 13000 > test.png

The start and the end of the displayed period can be defined by the parameters start and end. By default the program displays the last 120 days. You can change this behaviour by using either the two parameters mentioned above or the nb-item-parameter. The following command produces a chart of the last 30 days.

./graphic.pl --nb-item=30 13000 > test.png

To produce a chart of year 2001 you have to use the following command:

./graphic.pl --start=2001-01-01 --end=2001-12-31 13000 > test.png

Changing the look of the chart

To change the look of the chart you can use the ~/.gt/options-file and several commandline-options. In the configuration-file you can specify the default colors as in the following example:

Graphic::Histogram::Color lightblue
Graphic::BackgroundColor black
Graphic::ForegroundColor white

This produces the histograms by default in a lightblue and uses white as foreground and black as background color. By looking at the sources of the GT::Graphics-folder you'll find an option for nearly all colors used in a chart. The following graphical options are available:

Graphic::BackgroundColor: Color of the background
Graphic::BarChart::DownColor: Color of the Bars where the stock moves down
Graphic::BarChart::UpColor: Color of the Bar where the stock moves up
Graphic::BarChart::Width: Widht of one Bar
Graphic::BuySellArrows::BuyColor: Color of the ``Buy''-BuysellArrow
Graphic::BuySellArrows::Distance: Distance between Candle and arrow
Graphic::BuySellArrows::SellColor: Color of the ``Sell''-BuysellArrow
Graphic::Candle::DownColor: Color of the Candles where the close is lower that the open
Graphic::Candle::Height:
Graphic::Candle::UpColor: Color of the Candles where the close is higher that the open
Graphic::Candle::Width: Width of onw Candle
Graphic::ForegroundColor: Default foreground-color
Graphic::Grid::Color: Color of the grid
Graphic::Histogram::Color: Color of the Histogram (e.g. the volume)
Graphic::Marks::Color: Color of the Marks
Graphic::Marks::Width: Width of the Marks
Graphic::Mountain::Color: Color of the Mountain
Graphic::PointAndFigure::DownColor: Color of the P&F-Circles
Graphic::PointAndFigure::UpColor: Color of the P&F Crosses
Graphic::PricesColor::Down:
Graphic::PricesColor::Equal:
Graphic::PricesColor::Up:
Graphic::Text::Color: Color of the Text
Graphic::VotingLine::BuyColor: Color of the Voting-Line for a long-position
Graphic::VotingLine::Height: Height of the Voring-Line
Graphic::VotingLine::SellColor: Color of the Voting-Line for a short-position
Graphic::VotingLine::Width:

Changing title and type of display

By using the commandline-parameter title, you can change the title. If the string contains a %c, this part is replaced by the code of the stock. The type of the chart can be changed by the parameter type. The possibilities are candlestick (candle) which is the default, barchart (bar), linechart (line) or no chart (none). To disable the display of the volume-chart use the parameter --novolume. The height of the volume-chart is adjusted by the volume-height-parameter. The width and height of the hole chart is normally automatically adjusted (Hint: if the chart is getting very large, the display-program from the ImageMagick-toolkit is very useful because it allows to select in a panel the part of the image to be displayed. If you want to edit th chart you should start GIMP and open the charts using the command gimp-remote). To specify the width and height manually, you have to use the width- and height-parameter:

 ./graphic.pl --title="Graph of %c" --start=2001-12-01 \
      --end=2001-12-31 \--width=600 13000 > test.png

The parameter logarithmic creates a logarithmic axis for the stock value.

Additionnal graphical elements

The possibility to place additional graphical elements in the chart is the most important feature of the graphical frontend. In GeniusTrader the chart is composed of zones. The fist zone (no. 0) is the main zone, 1 is the volume zone if it exists. To create a new zone you have to use the command

  New-Zone(height, [left, right, top, bottom])

After applying this command, a new zone with the height height is created and using the parameters above, below, right or left you can specify the border of the graphic. While adding more graphical elements, you can switch the zone using the command

  Switch-Zone(zoneid)

This changes the current display zone, which is particular useful if you want to add indicators (like moving averages) to the main-zone. All the commands described later are applied for the current display zone.

Formatting the zone

Not only the main zone, but every zone can be formated using the corresponding add-commands: Set-Scale(min,max,[logarithmic]) or Set-scale(auto,[logarithmic]) This defines the scale for the currently selected zone (by default the last zone created or the main zone if no zone has been created). Set-Special-Scale(min,max,[log]) or Set-Special-Scale(auto,[log]) The last created object will be displayed with its own scale (and not the default one of the zone). The scale may be given or it may be calculated to fit the full zone. Set-Axis(tick1,tick2,tick3...) Define the ticks for the main axis of the current zone. set-title-{left,right,top,bottom}(title,font\_size) This adds a title to the currently selected zone. The title will be displayed in the given size (size can be tiny, small, medium, large and giant). If the title contains a %c, this is replaced by the code-number.

Adding Graphical Elemnts

Using the --add=""-parameters, you can insert additional graphical elements in your charts. Using the command

  Text(text, x, y, [halign, valign, font_size, color, font_face])

you can add Text to your graph. The given coordinate are expressed in percent of the width/height of the zone. halign can be one of left, center orright. valign can be one of top,bottom orcenter. font_size can be one oftiny,small, medium,large orgiant. font_face can be one ofarial,times orfixed. The command

  ./graphic.pl --add="New-Zone(100)" \
     --add="Text("MACD", 50, 50, center, center, giant, [200,200,200])" \
     --add="Curve(Indicators::MACD, [0,0,255])" 13000 > test.png

creates a new zone and inserts a kind of background text before it displays the indicator. This is IMO a nice alternative for the ``normal'' titles. More important than all the formatting is the question how to insert indicators, buy/sell-arrows, etc. First you have to chose how to display the data. GeniusTrader provides four different possibilities to display data:

Histogram(<datasource>, [color])
Curve(<datasource>, [color])
Marks(<datasource>, [color])
Mountain(<datasource>, [color])

Histogram displays a histogram as you mabe know it from the MACD-Difference. It is identical to the volume histogram. The Curve is a simple line - the most usable form. Using the Marks you can place a line of crosses and by using the Mountain it is possible to add a area. Using these commands, one can add a new graphical object in the current zone. The datasource explains what data has to be displayed. The color is an array of the R, G and B value ([0,0,0] is black, [255,0,0] red and so one...).

Indicators

If the datasource is an indicator, it is important to know how to provide parameters to the datasource. The parameters of an indicator are separated by blanks. So you can for example add three moving averages to the main zone by the following command:

  ./graphic.pl --add="Switch-Zone(0)" \
  --add="Curve(Indicators::SMA  38, [0,0,255])" \
  --add="Curve(Indicators::SMA 100, [0,255,0])" \
  --add="Curve(Indicators::SMA 200, [255,0,0])" 13000 > test.png

Some indicators like Bollinger Bands create multiple data rows. these rows can be accessed using a slash after the indicator-name:

  ./graphic.pl --add="Switch-Zone(0)" \
  --add="Switch-Zone(0)" \
  --add="Curve(Indicators::BOL/2 25 3, [0,0,255])" \
  --add="Curve(Indicators::BOL/3 25 3, [0,0,255])" 13000 > test.png

This command would create a graph with the upper and lower Bollinger Band included. More informations about indicators you find in chapter 5.

Buy-/Sell-Arrows and VotingLine

By adding BuySellArrows or a VotingLine you can show the buy- and sell-decisions of a system in a chart. The following command would create two moving averages and display a buy or a sell arrow where the short one crosses the log one.

  ./graphic.pl --add="Curve(Indicators::EMA 5,[255,0,0])" \
               --add="Curve(Indicators::EMA 20,[0,0,255])"\
  --add="BuySellArrows(Systems::Generic Signals::Generic::CrossOverUp \
      {I:EMA 5} {I:EMA 20}  Signals::Generic::CrossOverUp {I:EMA 5} \
      {I:EMA 20} )"  13000 > test.png

If you us the Voting-Line as in OmniTrader it is nearly the same:

  ./graphic.pl --add="Curve(Indicators::EMA 5,[255,0,0])" \
               --add="Curve(Indicators::EMA 20,[0,0,255])"\
  --add="VotingLine(Systems::Generic Signals::Generic::CrossOverUp \
      {I:EMA 5} {I:EMA 20}  Signals::Generic::CrossOverUp {I:EMA 5} \
      {I:EMA 20},5.5)"  13000 > test.png

You can indicate the y at which the line should be displayed. In this example the line is displayed in the height of 5.5.

The objects PortfolioEvaluation(<portfolio>) and BackTestPortfolio(<systemname>, [directory]) should be described ...