35169 - Stock chart

Sample 35169: Stock chart

This sample uses the SGPLOT procedure to create bands and plot lines to create a stock chart.

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;

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.

Type:	Sample
Topic:	SAS Reference ==> Procedures ==> SGPLOT Query and Reporting ==> Creating Reports ==> Graphical ==> Financial Industry

Date Modified:	2009-03-20 15:14:24
Date Created:	2009-03-17 15:10:38

Product Family	Product	Host	SAS Release
Product Family	Product	Host	Starting	Ending
SAS System	SAS/GRAPH	z/OS	9.2 TS2M0
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.2 TS2M0
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.2 TS2M0
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.2 TS2M0
		Microsoft Windows XP 64-bit Edition	9.2 TS2M0
		Microsoft® Windows® for x64	9.2 TS2M0
		Microsoft Windows Server 2003 Datacenter Edition	9.2 TS2M0
		Microsoft Windows Server 2003 Enterprise Edition	9.2 TS2M0
		Microsoft Windows Server 2003 Standard Edition	9.2 TS2M0
		Microsoft Windows XP Professional	9.2 TS2M0
		Windows Vista	9.2 TS2M0
		64-bit Enabled AIX	9.2 TS2M0
		64-bit Enabled HP-UX	9.2 TS2M0
		64-bit Enabled Solaris	9.2 TS2M0
		HP-UX IPF	9.2 TS2M0
		Linux	9.2 TS2M0
		Linux for x64	9.2 TS2M0
		OpenVMS on HP Integrity	9.2 TS2M0
		Solaris for x64	9.2 TS2M0

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Sample 35169: Stock chart

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