Technical indicators over trading curves

[Uwe]

Keeping in mind that my data doesn't have a start or a real end, and weeks are just another time frame, What areas in particular would you like feedback for?

QwtDateScaleEngine is a collection of several algorithms for the various units of date/time ( milliseconds -> years ). It has to decide which unit to align to for a date/time range and to find reasonable positions for the ticks. For Qt::LocalTime you have additional problems like DST or locale depending issues like the first day of a week: this all sums up to a quite complex class, that hasn't been used - or even tested - much so far.

When you have a plot where you know the date/time axis you can build your scales manually, but as soon as you need autoscaling or use some sort of navigation ( zooming, panning ... ) QwtDateScaleEngine is the only way to have reasonable scales !

Uwe

PS: QwtDateScaleEngine is not for scales that show elapsed time ( f.e. seconds since starting something ). Unfortunately I was too late for such a scale engine, but it is planned to come with Qwt 6.2.

[Seamus]

QwtDateScaleEngine is the only way to have reasonable scales !

I added in QwtDateScaleEngine, but I haven't quite got the scaling right yet so I don't have any useful comments, I think it will come in handy for the trading analytics portion the my program that I've just started with, or for any aggregate data I suppose. I am using the other Qwt date classes, they have tidied my weekly chart up nicely.

As am using the pseudo date axis (index based), I've re-implemented all the drawing tools in my program (except markers) to use QwtPlotShapeItem, now I'm adding support to them to rescale themselves when the charts time frame changes. So far I've got rectangle behaving correctly with draw implemented as

void PlotShapeItem::draw(
        QPainter *p, const QwtScaleMap &xMap, const QwtScaleMap &yMap, const QRectF &rect) const
{
    const QPointF topLeft =
            QPointF(xMap.transform(m_leftIndex), yMap.transform(boundingRect().topLeft().y()));
    const QPointF bottomRight =
            QPointF(xMap.transform(m_rightIndex), yMap.transform(boundingRect().bottomRight().y()));
 
//    QTransform t;
    p->save();
//    p->setTransform(t);
    p->fillRect(QRectF(topLeft, bottomRight), brush());
//    p->drawPath(shape());
    p->restore();
}

void PlotShapeItem::draw(
        QPainter *p, const QwtScaleMap &xMap, const QwtScaleMap &yMap, const QRectF &rect) const
{
    const QPointF topLeft =
            QPointF(xMap.transform(m_leftIndex), yMap.transform(boundingRect().topLeft().y()));
    const QPointF bottomRight =
            QPointF(xMap.transform(m_rightIndex), yMap.transform(boundingRect().bottomRight().y()));

//    QTransform t;
    p->save();
//    p->setTransform(t);
    p->fillRect(QRectF(topLeft, bottomRight), brush());
//    p->drawPath(shape());
    p->restore();
}

To copy to clipboard, switch view to plain text mode 

m_leftIndex, and m_rightIndex are values I calculate when the time frame changes, they should match up with x values. I want to add support for transforming the shape(), or QPainterPaths. Is QTransform the way to go hear?, I've tried QTransform::scale() but couldn't get anything accurate;

[Seamus]

Is QTransform the way to go hear?

I think I will just use a factory class, and recreate the shape at the desired size (outside of draw()) instead of QTransforming the the current shape().

[Uwe]

What exactly do you want to do with the coordinates of the painter path of your shape items ?

Uwe

[Seamus]

What exactly do you want to do with the coordinates of the painter path of your shape items ?

Horizontal scaling of the shape.

For instance, a 15 minute chart has a rectangle drawn at 10:15 to 10:45 (spanning 2 bars), when the time frame is changed to a 1 hour chart the rectangle is drawn only on one bar. I have already implemented axis/index<->date conversion calculations, and they are working good with a subclass of QwtPlotMarker, just had to add a invalidateCache() that re-index the markers, and a custom setValue() was enough.

Shapes (and QwtPlotShapeItem) don't have setters for left/right/x. I looked into QTransform and got the m11 scaling right, but couldn't get the translation to accurately place the item, I stopped looking at QTransform as it requires a QPainter (probably?) and re-applying the QTransform in a custom draw() is probably a bit heavy.

I may have to iterate over all elements in the shape and scale their x manually. The most elegant solution is probably to subclass QwtScaleMap.

Basically I would like to set the equivalent of boundingRect().left() and boundingRect().right() on the shape.
--
For those interested the m11 calculation that was working for me (I think) was

double m11 = m_rightIndex - m_leftIndex / shape().controlPointRect().right() - shape().controlPointRect().left()

double m11 = m_rightIndex - m_leftIndex / shape().controlPointRect().right() - shape().controlPointRect().left()

To copy to clipboard, switch view to plain text mode 

[Uwe]

The points of the painter path of a shape item are always in plot coordinates. If you don't want this QwtPlotShapeItem is probably the wrong type of item. Maybe a marker/curve with QwtSymbol::Path symbols ( or QwtSymbol::Graphic when you need symbols with different colors ) is what you are looking for ?

Uwe

[Seamus]

Maybe a marker/curve with QwtSymbol::Path symbols ( or QwtSymbol::Graphic when you need symbols with different colors ) is what you are looking for ?

I got QwtPlotShapeItem to do what I required after looking at the QwtSymbol::setPath() example. I only had to add this:

void PlotShapeItem::invalidateCache()
{
    if(! m_xScaleDraw)
        return;
 
    m_leftIndex = m_xScaleDraw->indexOf(m_leftDate, true);
    m_rightIndex = m_xScaleDraw->indexOf(m_rightDate, true);
 
    QPainterPath pp = m_path.translated(0, 0);
 
    // Scale transform
    double w = m_rightIndex - m_leftIndex;
    double m11;
    if (w > 0)
        m11 = w / (int)(m_path.controlPointRect().width() + 0.5);
    else
        m11 = 0;
 
    QTransform t(m11, 0, 0, 1.0, 0, 0);
    pp = t.map(pp);
 
    // Translate transform
    double dx = m_leftIndex - (int)(pp.controlPointRect().left() + 0.5);
    QTransform ts(1, 0, 0, 1, dx, 0);
    pp = ts.map(pp);
 
    setShape(pp);
}

void PlotShapeItem::invalidateCache()
{
    if(! m_xScaleDraw)
        return;

    m_leftIndex = m_xScaleDraw->indexOf(m_leftDate, true);
    m_rightIndex = m_xScaleDraw->indexOf(m_rightDate, true);

    QPainterPath pp = m_path.translated(0, 0);

    // Scale transform
    double w = m_rightIndex - m_leftIndex;
    double m11;
    if (w > 0)
        m11 = w / (int)(m_path.controlPointRect().width() + 0.5);
    else
        m11 = 0;

    QTransform t(m11, 0, 0, 1.0, 0, 0);
    pp = t.map(pp);

    // Translate transform
    double dx = m_leftIndex - (int)(pp.controlPointRect().left() + 0.5);
    QTransform ts(1, 0, 0, 1, dx, 0);
    pp = ts.map(pp);

    setShape(pp);
}

To copy to clipboard, switch view to plain text mode 

This is called only when the charts/samples time frame changes, I chose to use QwtPlotShapeItem as it didn't require modification to my plot item editor. It also automatically shifts the shape as new candles come in from the server.
Results look like this (note - these are shapes not rectangles):
5m.jpg1m.jpg

I will take a closer look at QwtGraphic and QwtPlotSvgItem, as I would like the user to be able to load custom analysis/shapes.

[Seamus]

Issue with QwtSymbol::setPinPoint()?
I create a QPainterPath and add it to a QwtSymbol, then to a QwtPlotMarker. The path draws Fibonacci retracement and extension levels, the extension levels also go beyond the area selected by a user with a QwtPicker, so I have used QwtSymbol::setPinPoint(). Here are the results:
fib-pin-point.jpg
The fib control lines are the angled black lines, they were drawn from the upper blue line to the lower blue line. When setPinPoint() is used a portion of the left side is cut off, the extent of the cut off area gets larger as you get closer to y-axis (yRight), the text also gets cut. It also looks like if you draw a line connecting the black lines tops that the cut-off area increases smoothly.

When I don't use setPinPoint(), the path is drawn properly (except its position).

Has anybody out-there experienced this?

[Uwe]

Please upload a small demo showing the effects.

Uwe

[Seamus]

Please upload a small demo showing the effects.

markerPinPointDemo.jpg
Effect most evident in the rightmost numbers 50.00 and 90.00, but the most important part for me is the missing line start.

void TechnicalAnalysisPlot::markerPinPointDemo(const QPointF &topLeft, const QPointF &bottomRight)
{
    const QwtScaleMap xMap = axisScaleDraw(xBottom)->scaleMap();
    const QwtScaleMap yMap = axisScaleDraw(yRight)->scaleMap();
 
    const QPointF topLeft0 = QwtScaleMap::transform(xMap, yMap, topLeft);
    const QPointF bottomRight0 = QwtScaleMap::transform(xMap, yMap, bottomRight);
 
    QPainterPath path;
    path.moveTo(topLeft0);
    path.lineTo(bottomRight0);
 
    const QPointF pinPoint0 = path.pointAtPercent(0.50);
 
    const QVector<double> levels = QVector<double>() << 0.1 << 0.5 << 0.9 << 1.2 << 1.4;
 
    const double left = topLeft0.x();
    const double right = bottomRight0.x();
    const double top = topLeft0.y();
    const double height = bottomRight0.y() - topLeft0.y();
 
    QFont font;
    font.setPointSize(24);
 
    foreach(const double f, levels)
    {
        const double level = top + (height * f);
        path.moveTo(left, level);
        path.lineTo(right, level);
        path.addText(left, level, font, QString::number(f * 100, 'f', 2));
    }
 
    QwtSymbol *symbol = new QwtSymbol(QwtSymbol::Path);
    symbol->setPath(path);
    symbol->setPen(QPen(Qt::red));
    symbol->setPinPoint(pinPoint0);
 
    // Center of picked area
    const QPointF center = topLeft + ((bottomRight - topLeft) * 0.5);
 
    QwtPlotMarker *marker = new QwtPlotMarker;
    marker->setAxes(xBottom, yRight);
    marker->setValue(center);
    marker->setSymbol(symbol);
    marker->attach(this);
 
    autoRefresh();
}

void TechnicalAnalysisPlot::markerPinPointDemo(const QPointF &topLeft, const QPointF &bottomRight)
{
    const QwtScaleMap xMap = axisScaleDraw(xBottom)->scaleMap();
    const QwtScaleMap yMap = axisScaleDraw(yRight)->scaleMap();

    const QPointF topLeft0 = QwtScaleMap::transform(xMap, yMap, topLeft);
    const QPointF bottomRight0 = QwtScaleMap::transform(xMap, yMap, bottomRight);

    QPainterPath path;
    path.moveTo(topLeft0);
    path.lineTo(bottomRight0);

    const QPointF pinPoint0 = path.pointAtPercent(0.50);

    const QVector<double> levels = QVector<double>() << 0.1 << 0.5 << 0.9 << 1.2 << 1.4;

    const double left = topLeft0.x();
    const double right = bottomRight0.x();
    const double top = topLeft0.y();
    const double height = bottomRight0.y() - topLeft0.y();

    QFont font;
    font.setPointSize(24);

    foreach(const double f, levels)
    {
        const double level = top + (height * f);
        path.moveTo(left, level);
        path.lineTo(right, level);
        path.addText(left, level, font, QString::number(f * 100, 'f', 2));
    }

    QwtSymbol *symbol = new QwtSymbol(QwtSymbol::Path);
    symbol->setPath(path);
    symbol->setPen(QPen(Qt::red));
    symbol->setPinPoint(pinPoint0);

    // Center of picked area
    const QPointF center = topLeft + ((bottomRight - topLeft) * 0.5);

    QwtPlotMarker *marker = new QwtPlotMarker;
    marker->setAxes(xBottom, yRight);
    marker->setValue(center);
    marker->setSymbol(symbol);
    marker->attach(this);

    autoRefresh();
}

To copy to clipboard, switch view to plain text mode 

[Uwe]

Please attach a compilable project - not only a code snippet.

Uwe

PS: what happens when you set QwtSymbol::NoCache ?

[Seamus]

PS: what happens when you set QwtSymbol::NoCache ?

QwtSymbol::NoCache rectified the issue.

Please attach a compilable project - not only a code snippet.

I suppose you don't need this anymore.

Spotted this though:

void QwtPlotShapeItem::setShape( const QPainterPath &shape )
{
    if ( shape != d_data->shape )
    {
        d_data->shape = shape;
        if ( shape.isEmpty() )
        {
            d_data->boundingRect == QwtPlotItem::boundingRect();
                              // ^ Comparison not assignment 
        }
        else
        {
            d_data->boundingRect = shape.boundingRect();
        }
 
        itemChanged();
    }
}

void QwtPlotShapeItem::setShape( const QPainterPath &shape )
{
    if ( shape != d_data->shape )
    {
        d_data->shape = shape;
        if ( shape.isEmpty() )
        {
            d_data->boundingRect == QwtPlotItem::boundingRect();
                              // ^ Comparison not assignment 
        }
        else
        {
            d_data->boundingRect = shape.boundingRect();
        }

        itemChanged();
    }
}

To copy to clipboard, switch view to plain text mode 

[Uwe]

QwtSymbol::NoCache rectified the issue.

What probably means, that the result of QwtSymbol::boundingRect() is wrong. To be honest I never tried painter paths with texts inside, so there might be something wrong in general with them.

That's why I'm still interested in understanding the effect - even if you have a workaround for your situation.

Uwe