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These sample files and code examples are provided by SAS Institute Inc. "as is" without warranty of any kind, either express or implied, including but not limited to the implied warranties of merchantability and fitness for a particular purpose. Recipients acknowledge and agree that SAS Institute shall not be liable for any damages whatsoever arising out of their use of this material. In addition, SAS Institute will provide no support for the materials contained herein.

proc sort data=sashelp.stocks out=stocks; 
   by date; 
run;

data splitIBM;
   length split $3;
   set stocks(where=(stock="IBM"));
   label volume='(millions)';
   volume=volume/1000000;
   if date < '01MAY97'd then do;
      open = open / 4;
      close = close/4;
      high=high / 4;
      low=low/4;
   end;
   else if date ='01MAY97'd then do;
      open = open / 4;
      close = close/2;   /*Anomaly in data	*/
      high=high / 4;
      low=low/2;         /*Anomaly in data	*/
      split="2/1";
      freq=1;
   end;
   else if date <'03MAY99'd then do;
      open = open / 2;
      close = close/2;
      high=high / 2;
      low=low/2;
   end;
   else if date ='03MAY99'd then do;
      open = open / 2;
*     close = close/2; /*Anomaly in data	*/
      high=high / 2;
*     low=low/2;       /*Anomaly in data	*/
      split="2/1";
      freq=1;
   end;
run;

/* proc print data=splitIBM; run; */

data moveavg(drop=move25index move50index);
   set splitIBM;
   retain closehigh prevvolume;
   array move25[25] _temporary_; 
   array move50[50] _temporary_;     
   array vmove25[25] _temporary_; 
   format close high low avg25 avg50 vavg dollar8.0;
   move25index=mod(_n_,25);	
   move50index=mod(_n_,50);
   vmove25index=mod(_n_,25);	
   move25index =ifn(move25index,move25index,25);
   move50index =ifn(move50index,move50index,50); 
   vmove25index =ifn(vmove25index,vmove25index,25);
   move25[move25index]=close; 
   move50[move50index]=close;
   vmove25[vmove25index]=volume; 
   if _n_ ge 25 then do;
      avg25=mean(of move25[*]);
      vavg=mean(of vmove25[*]);
      bolupper= avg25 + (2*std(of move25[*]));
      bollower= avg25 + (-2*std(of move25[*]));
   end;
   if _n_ ge 50 then avg50=mean(of move50[*]);  
   if _n_ gt 1 then do;
      if close gt closehigh then do;
         cindex = 1;
         closehigh = close;
      end;
      else do;
         cindex = 2;
         closehigh=closehigh;
      end;

      if volume gt prevvolume then vindex = 1;
      else vindex = 2;
      prevvolume=volume;
   end;
   else do;
      closehigh=close;
      prevvolume=volume;
      cindex=1;
      vindex=1;
   end;
run;
 
ods listing close;
ods html file='Stock.html' path='.' style=listing;                                                                                                                      
ods graphics / reset width=600px height=400px imagename="Stock" imagefmt=gif;

Title1 "Daily Stock Chart";
proc sgplot data=moveavg(where=(date>='01jan2000'd));
   yaxis grid label="Stock Value";
   band x=date upper=bolupper lower=bollower / 
        transparency=0.5 legendlabel="Bollinger Bands(25,2)" name="boll";
   vector x=date y=high / yorigin=low xorigin=date noarrowheads;
   scatter x=date y=close / markerattrs=(symbol=plus size=3);
   series x=date y=avg25 / lineattrs=GraphFit legendlabel="SMA(25)" name="d25";             
   series x=date y=avg50 / lineattrs=GraphFit2(pattern=solid) legendlabel="SMA(50)" name="d50";
   keylegend "boll" "d25" "d50" / across=3 noborder position=bottomRight location=inside;
run;

ods html close;
ods listing;

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These sample files and code examples are provided by SAS Institute Inc. "as is" without warranty of any kind, either express or implied, including but not limited to the implied warranties of merchantability and fitness for a particular purpose. Recipients acknowledge and agree that SAS Institute shall not be liable for any damages whatsoever arising out of their use of this material. In addition, SAS Institute will provide no support for the materials contained herein.

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