今回は、前回の「【Monaca】D3.jsを使用してドル円の日足チャートに単純移動平均線を表示する」のコードを流用して、指数平滑移動平均線を表示しようと思います。
指数平滑移動平均線の計算は、1日目の場合、
期間分の終値を加算して期間で割る。
2日目以降の場合、
前日の指数＋（２／（期間＋１）×（当日の終値－前日の指数）
となります。
OANDA Japan
のMetaTrader 5のチャートと比較します。
データを取得した業者が提示したレートと若干違いはありますが、ほぼ同じ形をしています。
※例として6/18の取得したデータは陽線、MT5は陰線。
index.html
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<!DOCTYPE HTML> <html> <head> <meta charset="utf-8"> <meta name="viewport" content="width=device-width, initial-scale=1, maximum-scale=1, user-scalable=no, viewport-fit=cover"> <meta http-equiv="Content-Security-Policy" content="default-src * data: gap: https://ssl.gstatic.com; style-src * 'unsafe-inline'; script-src * 'unsafe-inline' 'unsafe-eval'"> <script src="components/loader.js"></script> <script src="lib/onsenui/js/onsenui.min.js"></script> <script src="js/d3.min.js"></script> <script src="js/d3chart.js"></script> <script src="js/app.js"></script> <link rel="stylesheet" href="components/loader.css"> <link rel="stylesheet" href="lib/onsenui/css/onsenui.css"> <link rel="stylesheet" href="lib/onsenui/css/onsen-css-components.css"> <link rel="stylesheet" href="css/style.css"> </head> <body> <ons-page> <ons-toolbar> <div class="center">USDJPY 日足</div> </ons-toolbar> <div id="chart"></div> </ons-page> </body> </html> |
style.css
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#chart { width: 100%; height: 270px; } #d3-chart { background-color: #000; } .axis text { font-size: 10px; color: #fff; } .axis path, .axis line { fill: none; stroke: #ccc; stroke-width: 1px; } .tick line { opacity: 0.3; stroke-width: 1px; } /* candlestick */ .candlestick-yosen { fill: #f00; stroke: #f00; stroke-width: 1px; } .candlestick-insen { fill: #0ff; stroke: #0ff; stroke-width: 1px; } /* sma */ .sma-yellow { fill: none; stroke: #ff0; stroke-width: 2px; } .sma-lime { fill: none; stroke: #0f0; stroke-width: 2px; } /* ema */ .ema-orange { fill: none; stroke: #ffa500; stroke-width: 2px; } .ema-green { fill: none; stroke: #008000; stroke-width: 2px; } |
app.js
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"use strict"; var sma = function (data, index, period) { var avg = null; if ((index - period) >= 0) { for (var i = 0; i < period; i++) { avg += data[index - i][4]; } avg = Math.floor((avg / period) * 1000) / 1000; } return avg; }; var ema = function (data, index, period, ix) { var avg = null; if ((index - period) == 0) { for (var i = 0; i < period; i++) { avg += data[index - i][4]; } avg = Math.floor((avg / period) * 1000) / 1000; } else if ((index - period) > 0) { avg = Math.floor((data[index - 1][ix] + (2 / (period + 1)) * (data[index][4] - data[index - 1][ix])) * 1000) / 1000; } return avg; }; ons.ready(function () { var i = 0; var data = [ ["20200401", 107.534, 107.934, 106.920, 107.163], ["20200402", 107.119, 108.091, 107.011, 107.857], ["20200403", 107.800, 108.678, 107.781, 108.460], ["20200406", 108.388, 109.382, 108.388, 109.200], ["20200407", 109.188, 109.263, 108.670, 108.796], ["20200408", 108.775, 109.099, 108.500, 108.845], ["20200409", 108.809, 109.061, 108.206, 108.493], ["20200410", 108.430, 108.583, 108.321, 108.398], ["20200413", 108.395, 108.483, 107.499, 107.749], ["20200414", 107.712, 107.759, 106.982, 107.210], ["20200415", 107.148, 107.872, 106.922, 107.432], ["20200416", 107.346, 108.082, 107.161, 107.859], ["20200417", 107.862, 108.082, 107.300, 107.580], ["20200420", 107.507, 107.950, 107.453, 107.631], ["20200421", 107.564, 107.893, 107.280, 107.757], ["20200422", 107.735, 107.938, 107.515, 107.718], ["20200423", 107.761, 108.043, 107.346, 107.620], ["20200424", 107.580, 107.759, 107.370, 107.452], ["20200427", 107.498, 107.621, 106.992, 107.257], ["20200428", 107.209, 107.337, 106.560, 106.861], ["20200429", 106.820, 106.892, 106.350, 106.581], ["20200430", 106.587, 107.495, 106.406, 107.155], ["20200501", 107.125, 107.404, 106.604, 106.930], ["20200504", 106.760, 107.069, 106.634, 106.721], ["20200505", 106.698, 106.895, 106.416, 106.531], ["20200506", 106.483, 106.574, 105.988, 106.088], ["20200507", 106.015, 106.655, 105.986, 106.266], ["20200508", 106.244, 106.743, 106.220, 106.735], ["20200511", 106.604, 107.768, 106.558, 107.627], ["20200512", 107.612, 107.689, 107.120, 107.146], ["20200513", 107.085, 107.276, 106.738, 107.031], ["20200514", 106.969, 107.364, 106.775, 107.235], ["20200515", 107.217, 107.434, 106.855, 107.170], ["20200518", 107.070, 107.506, 107.056, 107.301], ["20200519", 107.277, 108.087, 107.222, 107.711], ["20200520", 107.637, 107.984, 107.337, 107.544], ["20200521", 107.513, 107.849, 107.501, 107.598], ["20200522", 107.602, 107.760, 107.323, 107.608], ["20200525", 107.526, 107.781, 107.524, 107.708], ["20200526", 107.666, 107.924, 107.401, 107.548], ["20200527", 107.511, 107.946, 107.365, 107.715], ["20200528", 107.674, 107.901, 107.570, 107.615], ["20200529", 107.605, 107.894, 107.078, 107.875], ["20200601", 107.666, 107.857, 107.374, 107.580], ["20200602", 107.535, 108.771, 107.515, 108.681], ["20200603", 108.621, 108.984, 108.421, 108.925], ["20200604", 108.844, 109.197, 108.614, 109.165], ["20200605", 109.104, 109.850, 109.044, 109.616], ["20200608", 109.568, 109.686, 108.233, 108.440], ["20200609", 108.394, 108.541, 107.621, 107.743], ["20200610", 107.706, 107.874, 106.991, 107.146], ["20200611", 107.067, 107.235, 106.570, 106.862], ["20200612", 106.795, 107.553, 106.584, 107.407], ["20200615", 107.336, 107.555, 107.000, 107.353], ["20200616", 107.363, 107.638, 107.211, 107.291], ["20200617", 107.278, 107.442, 106.951, 106.999], ["20200618", 106.939, 107.129, 106.667, 106.973], ["20200619", 106.951, 107.059, 106.767, 106.845], ["20200622", 106.748, 107.010, 106.725, 106.863], ["20200623", 106.844, 107.222, 106.073, 106.529], ["20200624", 106.435, 107.068, 106.384, 107.058], ["20200625", 107.003, 107.452, 106.953, 107.174], ["20200626", 107.173, 107.357, 106.798, 107.199], ["20200629", 107.081, 107.885, 107.041, 107.580], ["20200630", 107.510, 107.983, 107.505, 107.932] ]; for (i = 0; i < data.length; i++) { data[i].push(sma(data, i, 5)); data[i].push(sma(data, i, 20)); data[i].push(ema(data, i, 5, 7)); data[i].push(ema(data, i, 20, 8)); } var month = data.filter(function (value) { return (value[0].substr(0, 6) == "202006"); }); window.fn.chart.createChart("chart", month); }); |
d3chart.js
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"use strict"; //************************************************************ // module: d3chart.js // author: otak-lab // use: d3.min.js //************************************************************ if (!window.hasOwnProperty("fn")) { window.fn = {}; } window.fn.chart = {}; //************************************************************ // create candlestick chart //************************************************************ window.fn.chart.createChart = function (id, data) { var elem = document.getElementById(id); if (!elem) return; if (data.length == 0) return; // margin var margin = { top: 15, right: 45, bottom: 25, left: 10 }; // width, height var w = elem.clientWidth - (margin.left + margin.right); var h = elem.clientHeight - (margin.top + margin.bottom); // min, max var min = Math.min.apply(null, data.map(function (d) { return Math.min(d[2], d[3]); })); var max = Math.max.apply(null, data.map(function (d) { return Math.max(d[2], d[3]); })); // y var y = d3.scaleLinear() .domain([min, max]) .nice() .range([h, 0]); // x var x = d3.scaleBand() .domain(data.map(function (d) { return d[0]; })) .range([0, w]); // adjust line x positon var pos = (x(data[1][0]) - x(data[0][0])) / 2; // axis var yAxis = d3.axisRight(y) .tickSizeInner(-w) .tickSizeOuter(0) .tickPadding(4) .tickFormat(function (d) { return d3.format(".3f")(d); }) .ticks(7); var yRange = yAxis.scale().domain(); var xAxis = d3.axisBottom(x) .tickValues(x.domain()) .tickSizeInner(-h) .tickSizeOuter(0) .tickPadding(8) .tickFormat(function (d, i) { var result = Number(d.substr(6, 2)).toString(); if (i == 0) result = Number(d.substr(4, 2)).toString() + "/" + result; return result; }); var xRange = xAxis.scale().domain(); // remove chart d3.select("#d3-chart").remove(); // create svg var svg = d3.select(elem) .append("svg") .attr("id", "d3-chart") .attr("width", elem.clientWidth.toString()) .attr("height", elem.clientHeight.toString()) .append("g") .attr("transform", "translate(" + margin.left.toString() + ", " + margin.top.toString() + ")"); // create x svg.append("g") .attr("class", "axis") .attr("transform", "translate(0, " + h.toString() + ")") .call(xAxis); // create y svg.append("g") .attr("class", "axis") .attr("transform", "translate(" + w.toString() + ", 0)") .call(yAxis); // candlestick body var cbw = Math.abs(x(xRange[1]) - x(xRange[0])) - 3; var cb = svg.selectAll("rect.b") .data(data) .enter() .append("rect"); cb.attr("class", function (d) { var cl = "candlestick-yosen"; if (d[1] > d[4]) { cl = "candlestick-insen"; } return cl; }) .attr("x", function (d) { return (x(d[0]) + pos - (cbw / 2)); }) .attr("y", function (d) { return y((d[1] > d[4]) ? d[1] : d[4]); }) .attr("width", cbw) .attr("height", function (d) { var top = (d[1] > d[4]) ? d[1] : d[4]; var bottom = (d[1] > d[4]) ? d[4] : d[1]; return Math.abs(y(top) - y(bottom)); }); // candlestick shadow var csw = 1; var cs = svg.selectAll("rect.s") .data(data) .enter() .append("rect"); cs.attr("class", function (d) { var cl = "candlestick-yosen"; if (d[1] > d[4]) { cl = "candlestick-insen"; } return cl; }) .attr("x", function (d) { return (x(d[0]) + pos - (csw / 2)); }) .attr("y", function (d) { return y(d[2]); }) .attr("width", csw) .attr("height", function (d) { return Math.abs(y(d[2]) - y(d[3])); }); // sma var sma5 = d3.line() .x(function (d) { return (x(d[0]) + pos); }) .y(function (d) { return y(d[5]); }) .curve(d3.curveCardinal); var sma20 = d3.line() .x(function (d) { return (x(d[0]) + pos); }) .y(function (d) { return y(d[6]); }) .curve(d3.curveCardinal); // 5sma svg.append("path") .attr("class", "sma-yellow") .attr("d", sma5(data)); // 20sma svg.append("path") .attr("class", "sma-lime") .attr("d", sma20(data)); // ema var ema5 = d3.line() .x(function (d) { return (x(d[0]) + pos); }) .y(function (d) { return y(d[7]); }) .curve(d3.curveCardinal); var ema20 = d3.line() .x(function (d) { return (x(d[0]) + pos); }) .y(function (d) { return y(d[8]); }) .curve(d3.curveCardinal); // 5ema svg.append("path") .attr("class", "ema-orange") .attr("d", ema5(data)); // 20ema svg.append("path") .attr("class", "ema-green") .attr("d", ema20(data)); }; |
