D3 Stock Charts

A simple stock chart with multiple indicators/signals applied.

Goals:

Create a simple architecture for reusable d3 components, and apply it to a real-life example (stock charts).

Thoughts

Is it possible to create an algorithm that does not just aim to profit, but are able to take into account how each win will affect the future outcome, and aim to minimize it? One that takes into account game theory, and are able to tolerate losses to a certain degree to keep the game alive?

Components

• Base Chart (Done)
• Axis (Done)
• Axis annotations
• Crosshair (Done)
• Data Loader (Done)
• Candlestick
• Volume
• Percentage axis
• Zooming
• Indicator combinations
• Interactive trendlines
• Interactive support and resistance lines
• Trade arrows
• Legends
• Range datepicker

Indicators

• Bolinger Band
• Exponential Moving Average
• Exponential Moving Average Envelope
• Ichimoku Kinko hyo
• Parabolic
• Price Channel
• Simple Moving Average (Done)
• Accumulation/Distribution
• Average Directional Index
• Average True Range (ATR)
• ElderRay
• Elder Impulse
• Chaikin Money Flow
• Commodity Channel Index
• Elliot Wave Oscillator
• Force Index
• Guppy Multiple Moving Average
• Momentum
• Money Flow Index (Done)
• Moving Average Convergence/Divergence
• On Balance Volume
• Price Volume Trend
• Rate of Change
• Relative Strength Index (Done)
• Smoothed Relative Strength Index
• Smoothed Stochastic
• Stochastic
• Volume
• Williams' %R

Signals

• Average Directional Index Trading System
• Commodity Channel Index Trading System
• Moving Average Convergence/Divergence Trading System
• Moving Average Trading System
• Relative Strength Index Trading System

Trendlines

• Fibonacci Retracements

Chart types

• Scatter
• Area
• Bar
• Line (Done)
• Candlestick
• OHLC
• HeikenAshi
• Renko
• Kagi
• Point & Figure
• Indicators

TODO

• create reusable charts for different securities
• create modules for all technical indicators
• create modules for all technical overlays
• mobile/web/desktop app?
• write algorithms to identify chart patterns
• machine learning to identify chart patterns
• does ML helps to predict the stocks better with the technical indicators included, or is the raw data sufficient? (since the technical indicator values are derived from the raw data)