Ratio Filter
The Ratio filter performs a vector division of two Time Series, basically dividing series A by series B.
This is useful when you want to visualize the price of asset A in terms of asset B. In the example below, we plot Bitcoin, Litecoin and DogeCoin on a SciChartSurface. At the click of a button we apply the Ratio Filter to plot Doge/BTC.
Ratio Filter |
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// Assuming you have populated two data-series with Bitcoin and Dogecoin historical prices _btcDataSeries = new XyDataSeries<DateTime,double>() { SeriesName = "Bitcoin" }; _dogecoinDataSeries = new XyDataSeries<DateTime, double>() { SeriesName = "DogeCoin" }; // Create the Ratio Filter. SeriesA / SeriesB var ratioFilter = new RatioFilter<DateTime, double>(_dogecoinDataSeries, _btcDataSeries); ratioFilter.FilteredDataSeries.SeriesName = "DogeCoin/BTC"; // Visualize as a Line Series sciChart.RenderableSeries.Add(new FastLineRenderableSeries() { DataSeries = ratioFilter.FilteredDataSeries, Stroke = Colors.Lime, StrokeThickness = 2, }); |