# 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

pause   -1 "Click OK to start the Finance Demo"

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

pause -1 "Turn on the grid"

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

pause -1 "Semi-log scaling"

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

pause -1 "Finance bars"

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

pause -1 "Bollinger Bands"

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

pause -1 "Overlay an indicator on a seperate scale"

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

pause -1 "Add some boiler plate"

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

pause -1 "Add volume in a seperate clip"

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

pause -1 "Add average volume"

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

pause -1 "Add date labels to the x axis"

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

pause -1 "Add labels for each clip"

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

pause -1 "Add a title"

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

pause -1 " Change to Candlesticks"

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

pause -1 "Change to Bollinger Boxes"

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

pause -1 "all done!"

reset