7
$\begingroup$

How can the data of the directional movement index below be extracted from this chart? It seems to be embedded in some kind of dynamic module.

data = FinancialData["IBM", "OHLCV",
   {{2013, 12, 31}, {2014, 3, 31}}];
chart = TradingChart[data,
  {FinancialIndicator["AverageDirectionalMovementIndex", 7]},
  Appearance -> "Line"]

enter image description here

$\endgroup$
7
$\begingroup$

1. You can also use all FinancialIndicator[...] functions directly on data:

data = FinancialData["IBM", "OHLCV", {{2013, 12, 31}, {2014, 3, 31}}];
admi = FinancialIndicator["AverageDirectionalMovementIndex", 7][data]
(* {22.3186, 25.4227, 27.7113, 30.474, 34.1408, 38.1074, 41.6553, 44.6964, 47.9435, 
    51.9707, 55.5629, 55.1122, 52.5314, 45.1471, 38.9678, 37.5043, 37.1767, 34.0487,
    33.8211, 33.626, 35.1984, 36.5461, 38.589, 40.3401, 41.841, 44.0037, 46.6283, 
    49.0705, 47.2018, 49.0292, 51.285, 53.5837, 55.9859, 52.8501, 50.3013, 47.5135, 
    42.8011, 41.419, 35.6862, 33.3807, 29.597, 26.9006, 25.2456, 24.9361, 29.7563, 
    34.0085, 32.7614, 31.3429, 31.3501} *)

2. Or you can use Setting on your original chart and extract the parts you need using Cases[...] as in @Kuba's answer:

 Cases[Cases[Setting@chart, _Graphics, \[Infinity]][[3]], 
         Line[x_, ___] :> x, {0, \[Infinity]}][[-1]]
 (* {{14., 22.3186}, {15., 25.4227}, {16., 27.7113}, {17., 30.474},
     {18., 34.1408}, {19., 38.1074}, {20., 41.6553}, {21., 44.6964}, 
     {22., 47.9435}, {23., 51.9707}, {24., 55.5629}, {25., 55.1122},
     {26., 52.5314}, {27., 45.1471}, {28., 38.9678}, {29., 37.5043}, 
     {30., 37.1767}, {31., 34.0487}, {32., 33.8211}, {33., 33.626}, 
     {34., 35.1984}, {35., 36.5461}, {36., 38.589}, {37., 40.3401},
     {38., 41.841}, {39., 44.0037}, {40., 46.6283}, {41., 49.0705}, 
     {42., 47.2018}, {43., 49.0292}, {44., 51.285}, {45., 53.5837}, 
     {46., 55.9859}, {47., 52.8501}, {48., 50.3013}, {49., 47.5135}, 
     {50., 42.8011}, {51., 41.419}, {52., 35.6862}, {53., 33.3807},
     {54., 29.597}, {55., 26.9006}, {56., 25.2456}, {57., 24.9361}, 
     {58., 29.7563}, {59., 34.0085}, {60., 32.7614}, {61., 31.3429},
     {62.,  31.3501}} *)
$\endgroup$
8
$\begingroup$

You can suppress those functionalities with PerformanceGoal:

chart = TradingChart[data, {FinancialIndicator["AverageDirectionalMovementIndex", 7]}, 
         Appearance -> "Line", PerformanceGoal :> "Speed"]

and proceed further with Cases to extract what you need:

Cases[chart, _Graphics, ∞]

enter image description here

Cases[Cases[chart, _Graphics, ∞][[3]], Line[x_, ___] :> x, {0, ∞}][[-1]]

enter image description here

$\endgroup$
1
  • $\begingroup$ Aha! PerformanceGoal - Thanks $\endgroup$ – Chris Degnen Apr 22 '14 at 23:03

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.