Time Series High-Low Plot

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 __image\arrow5.gif Time Series__image\arrow5.gif High-Low Plot. The dialog shown below appears.

Data page

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In the Time Series High-Low Plot dialog, the Data page has the following options:

Data

Time Series Data

Subset Rows

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

Save As

Enter the name for the object in which to save the results of the analysis.

Plot page

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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

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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

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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.