High-low plots typically display the daily, monthly, or yearly high and low values of a series, together with average or closing values, and perhaps the opening values. Meaningful high-low plots can thus include from three to five columns of data. The first column selected, containing the x data, is used to label the x-axis. Select the high and low data as the z- and w- columns. To create a high-low-open-close plot, select the open and/or close data as the y-column.
To generate a time series high-low plot
Choose Graph Time Series
High-Low Plot. The dialog shown below appears.
Data page
In the Time Series High-Low Plot dialog, the Data page has the following options:
Data
Time Series Data
Enter an S-PLUS expression that identifies the rows to use in the analysis. To use all the rows in the data set, leave this field blank.
Variables
High
Select the column containing the "high" values. This is required for all plots.
Low
Select the column containing the "low" values. This is required for all plots.
Open
Select the column containing the "open" values. This is required for candlestick plots.
Close
Select the column containing the "close" values. This is required for candlestick plots.
Volume Barplot
Include Barplot
Check this to include a panel on the plot which is a barplot of "volume" values.
Volume Variable
Select the column containing the "volume" values to use in the barplot.
Save Graph Information
Enter the name for the object in which to save the results of the analysis.
Plot page
In the Time Series High-Low Plot dialog, the Plot page has the following options:
Plot Type
Type
Select type of "Line" for a traditional high-low plot, or type of "Candlestick" for a candlestick plot.
Moving Averages
Days in Average
Select the period of moving averages to display. One moving average line will be added for each value. Moving averages are based upon the "close" values.
Specified Number
Specify one or more periods at which to compute the moving averages. If multiple values are specified, separate them with commas.
Indicator
Line Color
Specify the line color to use for the indicator.
Line Style
Specify the line style to use for the indicator.
Line Width
Specify the line width to use for the indicator.
Box/Ticks Width
Specify with of the candlestick box or the open-close ticks.
Titles page
In the Time Series High-Low Plot dialog, the Titles page has the following options:
Titles
Main Title
Specify a main title to add on the top of the page.
Labels
Y Axis Label
Specify a label for the y-axis.
Axes page
In the Time Series High-Low Plot dialog, the Axes page has the following options:
Scale
Y Scale
The scale to use for placing tick marks on the y-axis.
Grid
Include Reference Grid
Check this to include a reference grid on the plot.
Tick Marks
Include Tick Marks on Top Axis
Check this to include tick marks on the top axis.
Include Tick Marks on Right Axis
Check this to include tick marks on the right axis.