# 10 May 2005 # # Though gnuplot is primarily a scientific plotting program, it can do a great # job of plotting finance charts as well. The primary challenge is the irregular # nature of financial time series. Stocks don't trade every day, so when you set # the x-axis to time gaps appear for non-trading days. Investors and traders # generally prefer that these gaps be omitted. Another challenge is that finance # charts are best presented in semi-log form (log y-axis, linear x-axis), # but gnuplot wants to span decades in its log scaling, something that stocks # rarely do. These and other challenges are met in finance.dem, a short # demonstration script that proves that gnuplot can really shine in this area. # # gnuplot plays a central role in our work. Almost all the graphs in "Bollinger # on Bollinger Bands" were plotted by gnuplot, many gnuplot visuals have # appeared on CNBC, our in-house analytics use gnuplot for visual display and # The Capital Growth Letter relies heavily on gnuplot for its charts. # # Finally, gnuplot is yet another successful demonstration of a powerful idea, # open source programming. Thanks to all who made gnuplot possible from the # earliest days to the present and to all those who will contribute in the # future. (Special thanks to Hans-Bernhard Broeker whose patience helped me to # climb the grade and to Ethan Merritt whose recent contributions have been # invaluable to our work.) # # John Bollinger # www.BollingerBands.com # a demonstration of gnuplot finance plot styles # by John Bollinger, CFA, CMT # www.BollingerBands.com # BBands@BollingerBands.com # data and indicators in finance.dat # data file layout: # date, open, high, low, close, volume, # 50-day moving average volume, Intraday Intensity, # 20-day moving average close, # upper Bollinger Band, lower Bollinger Band # last update: 8 May 2005 reset # set label 1 "Demo of plotting financial data" at screen 0.5, screen 0.95 center set title "Demo of plotting financial data" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 plot 'finance.dat' using 0:5 notitle with lines |
reset set title "Turn on grid" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid plot 'finance.dat' using 0:5 notitle with lines |
reset set title "Semi-log scaling" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid set logscale y plot 'finance.dat' using 0:5 notitle with lines |
reset set title "Finance bars" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid set logscale y plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8 |
reset set title "Bollinger Bands" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid set logscale y plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2 |
reset set title "Overlay an indicator on a separate scale" set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid set logscale y plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 |
reset set title "Add some boiler plate" set label "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label " www.BollingerBands.com" at graph 0.01, 0.03 set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set lmargin 9 set rmargin 2 set grid set logscale y plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 |
reset set label "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set size 1, 0.7 set origin 0, 0.3 set bmargin 0 set title "Add volume in a separate clip" plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3 unset multiplot |
reset set label "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Add average volume" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset set label "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Add date labels to the x axis" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 set xtics ("6/03" 66, "7/03" 87, "8/03" 109, "9/03" 130, "10/03" 151, "11/03" 174, "12/03" 193, "1/04" 215, "2/04" 235) plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset set label "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Add labels for each clip" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 set ylabel "price" offset 1 plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 set xtics ("6/03" 66, "7/03" 87, "8/03" 109, "9/03" 130, "10/03" 151, "11/03" 174, "12/03" 193, "1/04" 215, "2/04" 235) set ylabel "volume (0000)" offset 1 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset set label 1 "Acme Widgets" at graph 0.5, graph 0.9 center front set label 2 "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label 3 " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Add a title" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 set ylabel "price" offset 1 plot 'finance.dat' using 0:2:3:4:5 notitle with financebars lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset label 3 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 set xtics ("6/03" 66, "7/03" 87, "8/03" 109, "9/03" 130, "10/03" 151, "11/03" 174, "12/03" 193, "1/04" 215, "2/04" 235) set ylabel "volume (0000)" offset 1 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset set label 1 "Acme Widgets" at graph 0.5, graph 0.9 center front set label 2 "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label 3 " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Change to candlesticks" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 set ylabel "price" offset 1 plot 'finance.dat' using 0:2:3:4:5 notitle with candlesticks lt 8, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset label 3 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 set xtics ("6/03" 66, "7/03" 87, "8/03" 109, "9/03" 130, "10/03" 151, "11/03" 174, "12/03" 193, "1/04" 215, "2/04" 235) set ylabel "volume (0000)" offset 1 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset set label 1 "Acme Widgets" at graph 0.5, graph 0.9 center front set label 2 "Courtesy of Bollinger Capital" at graph 0.01, 0.07 set label 3 " www.BollingerBands.com" at graph 0.01, 0.03 set logscale y set yrange [75:105] set ytics (105, 100, 95, 90, 85, 80) set xrange [50:253] set grid set lmargin 9 set rmargin 2 set format x "" set xtics (66, 87, 109, 130, 151, 174, 193, 215, 235) set multiplot set title "Change to Bollinger Boxes" set size 1, 0.7 set origin 0, 0.3 set bmargin 0 set ylabel "price" offset 1 plot 'finance.dat' using 0:3:3:($2>$5?$2:$5):($2>$5?$2:$5) notitle with candlesticks lt 3, \ 'finance.dat' using 0:($2<$5?$5:1/0):($2<$5?$5:1/0):($2<$5?$2:1/0):($2<$5?$2:1/0) notitle with candlesticks lt 2, \ 'finance.dat' using 0:($2>$5?$2:1/0):($2>$5?$2:1/0):($2>$5?$5:1/0):($2>$5?$5:1/0) notitle with candlesticks lt 1, \ 'finance.dat' using 0:($2<$5?$2:$5):($2<$5?$2:$5):4:4 notitle with candlesticks lt 3, \ 'finance.dat' using 0:9 notitle with lines lt 3, \ 'finance.dat' using 0:10 notitle with lines lt 1, \ 'finance.dat' using 0:11 notitle with lines lt 2, \ 'finance.dat' using 0:8 axes x1y2 notitle with lines lt 4 unset label 1 unset label 2 unset label 3 unset title set bmargin set format x set size 1.0, 0.3 set origin 0.0, 0.0 set tmargin 0 unset logscale y set autoscale y set format y "%1.0f" set ytics 500 set xtics ("6/03" 66, "7/03" 87, "8/03" 109, "9/03" 130, "10/03" 151, "11/03" 174, "12/03" 193, "1/04" 215, "2/04" 235) set ylabel "volume (0000)" offset 1 plot 'finance.dat' using 0:($6/10000) notitle with impulses lt 3, \ 'finance.dat' using 0:($7/10000) notitle with lines lt 1 unset multiplot |
reset |