topic Re: Candle Stick Chart for Stock Data in Graphics Programming

Candle Stick Chart for Stock Data

k_shide — Sat, 29 Feb 2020 15:22:34 GMT

Hi Team,

Do you know any sample sgprot codes draw candle stick charts with volume information?
I found some only for prices in candle stick but don't see codes including volume information at the bottom of the chart.

sashelp.stocks as the example.

Thank you,

Re: Candle Stick Chart for Stock Data

Reeza — Sat, 29 Feb 2020 20:01:52 GMT

Rough idea is here:

/*--Extract one stock, set group and add caps based on Open > Close--*/
data stock;
  length Gain $4 lowcap highcap $12;
  set sashelp.stocks(where=(stock='IBM' and date > '01Jan2003'd));
  
  if open < close then do;
    gain='Up';
    v1=open; v2=close;
    lowcap='';
    highcap='FilledArrow';
  end; 
  else do; 
    gain='Down'; 
    v1=close; v2=open;
    lowcap='FilledArrow';
    highcap='';
  end;
run;

proc template;
    define statgraph needleVolume;
        begingraph / collation=binary;
        EntryTitle "Monthly Stock Price" /;
        layout gridded / columns=1 rows=2 rowgutter=5 columngutter=5;
        layout overlay / xaxisopts=(display=(ticks tickvalues line) type=time) 
            y2axisopts=(labelFitPolicy=Split) yaxisopts=(Label="Price" 
            labelFitPolicy=Split type=linear griddisplay=on) 
            y2axisopts=(labelFitPolicy=Split);
        HighLowPlot X=Date High=High Low=Low / primary=true LegendLabel="HighLow" 
            NAME="HIGHLOW";
        HighLowPlot X=Date High=v2 Low=v1 / type=bar Group=COLOR_GAIN 
            OutLineAttrs=(Color=CX000000) LegendLabel="HighLow" NAME="a";
        DiscreteLegend "a" / Location=Inside valign=bottom;
        endlayout;
        layout overlay / yaxisopts=(labelFitPolicy=Split) 
            y2axisopts=(labelFitPolicy=Split);
        NeedlePlot X=Date Y=Volume / primary=true LegendLabel="Volume" NAME="NEEDLE";
        endlayout;
        endlayout;
        endgraph;
    end;
run;

proc sgrender template=needleVolume data=stock;
run;

@k_shide wrote:

Hi Team,

Do you know any sample sgprot codes draw candle stick charts with volume information?
I found some only for prices in candle stick but don't see codes including volume information at the bottom of the chart.

sashelp.stocks as the example.

Thank you,

Here's the reference to the SGTEMPLATE documentation

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.5&docsetId=grstatug&docsetTarget=titlepage.htm&locale=en

Re: Candle Stick Chart for Stock Data

k_shide — Sun, 01 Mar 2020 00:35:33 GMT

Thank you very much. I understand the idea.

Actually R provides quite powerful charting procedure as attached pdf file and if SAS also could do that's great but seems to require more complicated template creation right?

Re: Candle Stick Chart for Stock Data

Jay54 — Sun, 01 Mar 2020 00:44:00 GMT

You can create a Candle Stick chart using the HighLow statement in SGPLOT
procedure. Some data step processing may be needed to create the
appropriate columns. I will try to build an example.

Re: Candle Stick Chart for Stock Data

Reeza — Sun, 01 Mar 2020 21:44:58 GMT

ggplot2 is pretty powerful but I'm not sure I'd say the template creation is more complicated. It's defining your own template and then the automation is pretty straightforward but I didn't attempt to make it pretty or anything, I'll leave that to you.

Re: Candle Stick Chart for Stock Data

ballardw — Mon, 02 Mar 2020 17:30:22 GMT

There is an example here: http://support.sas.com/kb/35/040.html

that starts with the SASHELP.STOCKS data set that may get you started.

You don't explain in your PDF what the difference may be between the red and green elements so can't make any suggestions.

Re: Candle Stick Chart for Stock Data

k_shide — Mon, 02 Mar 2020 22:13:13 GMT

Thank you this is what I want. Didn't make it clear but volume and price must be perfectly aligned so that I can compare them.