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Presenting stock data in form of box plot

Hello Everybody,

the data describing stock price movements is created by open/close price and max/min price. Is there any way to create box plot (candlestick chart) in JMP having real body from open and close price and upper and lower shadow having values in max (high) and min (low) prices respectively, like in the picture attached or is there better way to do that? The traditional Box Plot element, however, shows outlier or quantile box plots and provides a compact view of a distribution of values. I attached an example data table in which several timestamps and price values (min, open, close and high) are provided. I would appreciate for hints and suggestions.

(source: Wikipedia)

 

Best regards

AnalyticsGraphicsScriptinginkRe: Presenting stock data in form of box plot

I think this is the best that JMP can do without scripting

But with a little bit of effort, one could easily write some JSL that would create the Candlestick plots. 

Re: Presenting stock data in form of box plot

Yes, as Jim points out, Graph Builder can do this easily.  As you get more data, though, you might want to consider IR (individual moving range charts) as these will provide insight into consistency/stability of the metrics over time.

Re: Presenting stock data in form of box plot

I had a little more time to look into this, and I think the easy solution below might be a workable solution for you.

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Stock Prices.jmp" );

dt:open << label;
dt:close << label;

gb = dt << Graph Builder(
 Size( 1289, 456 ),
 Show Control Panel( 0 ),
 Variables( X( :Date ), Y( :High ), Y( :Low, Position( 1 ) ) ),
 Elements( Bar( X, Y( 1 ), Y( 2 ), Legend( 10 ), Bar Style( "Interval" ) ) ),
 SendToReport(
  Dispatch(
   {},
   "Date",
   ScaleBox,
   { Interval( "Day" ), Inc( 1 ),
   Minor Ticks( 0 )}
  ),
  Dispatch(
   {},
   "400",
   ScaleBox,
   {Legend Model(
    10,
    Properties( 0, {Line Width( 2 )}, Item ID( "High..Low", 1 ) )
   )}
  )
 )
);

// Add the boxes to the chart
Report( gb )[framebox( 1 )] << add graphics script(
 halfDayincr = In Days( 1 ) / 2 * .8;
 days = (Col Max( :Date ) - Col Min( :Date )) / In Days( 1 );
 Pen Color( black );
 Pen Size( 2 );
 For( i = 1, i <= N Rows( dt ), i++,
  If( :Open[i] <= :close[i],
   Fill Color( light green );
  ,
   Fill Color( light red );
  );
  Rect( :date[i] - halfDayincr, Max( :open[i], :close[i] ), :date[i] + halfDayincr, Min( :open[i], :close[i] ), 1 );
  Rect( :date[i] - halfDayincr, Max( :open[i], :close[i] ), :date[i] + halfDayincr, Min( :open[i], :close[i] ), 0 );
 );
);