Stocks High Low Close Open Trace

 Tracking the daily price of stocks uses a "High/Low/Close/Open" graph, which shows all 4 daily prices on one day. See the attached image for an example graph.

This code snippet adds an "Append High Low close Open Trace" item to Igor's Graph menu, and also two submenus for controlling trace thickness and color. The submenus are warranted because the trace's color and thickness are controlled by multiple trace settings, and it makes it easier to ensure they're all set to the same values.

Igor 6.2's custom markers feature makes this trace possible: it draws the open and close markers as, essentially, half-markers, pointing to the left (for the opening price) or the right (for the closing price).

The snippet is not very sophisticated: it creates a wave in the current data folder that combines the high and low price waves into one trace.

Input data is a set of 5 equal length waves: {high price, low price, close price, open price} vs date

The output adds a 6th high/low wave graphed instead of the individual high price and low price wave.



#pragma rtGlobals=2		// Use modern global access method.
#pragma IgorVersion=6.2	// for markerHook

Menu "Graph", dynamic
	Submenu "High Low Close Open Trace"
		"Append High Low Close Open Trace", mAppendHighLowCloseOpen()
		Submenu "Line Sizes"
			HighLowCloseOpenLineSizesMenu(), /Q, DoHighLowCloseOpenLineSize()
		End
		Submenu "Color"
			HighLowCloseOpenColorMenu(),/Q, DoHighLowCloseOpenColor()
		End
	End
End

Function OpenCloseMarkerProc(s)
	STRUCT WMMarkerHookStruct &s
	
	if( s.marker > 3 )
		return 0
	endif

	Variable overhang= s.penThick/2
	Variable size= s.size - overhang
	if( s.marker == 0 )			// open
		DrawLine s.x-size, s.y, s.x+overhang , s.y
	elseif( s.marker == 1 )		// close
		DrawLine s.x-overhang, s.y, s.x+size, s.y
	endif
	return 1
End

Constant kOpenMarker =100
Constant kCloseMarker =101
StrConstant ksHighLowCloseOpenUserDataName="WMHighLowCloseOpenData"

static Function HaveHighLowCloseOpen(graphName)
	String graphName
	
	if( strlen(graphName) == 0 )
		return 0
	endif
	DoWindow $graphName
	if( V_Flag == 0 )
		return 0
	endif
	String traces= TraceNameList(graphName, ";", 1)
	Variable i, n= ItemsInList(traces)
	for(i=0; i<n; i+=1 )
		String traceName= StringFromList(i,traces)
		String userData= GetUserData(graphName, traceName, ksHighLowCloseOpenUserDataName)
		strswitch(userData)
			case "open":
			case "close":
			case "high/low":
				return 1	// have at least one open/close/high/low trace
				break
		endswitch
	endfor
	return 0
End

Function/S HighLowCloseOpenColorMenu()
	String colorMenu= "*COLORPOP*"
	if( !HaveHighLowCloseOpen(WinName(0,1)) )
		colorMenu=  "\M1:(:"+colorMenu
	endif
	return colorMenu 
End

Function/S HighLowCloseOpenLineSizesMenu()

	String sizes="0.5;1;2;3;4;5;6;7;8;9;"
	if( !HaveHighLowCloseOpen(WinName(0,1)) )
		Variable i, n= ItemsInList(sizes)
		String disabledSizes=""
		for(i=0; i<n; i+=1 )
			String size= StringFromList(i,sizes)
			disabledSizes +=  "\M1:(:"+size+";"
		endfor
		sizes= disabledSizes
	endif
	return sizes 
End

Function DoHighLowCloseOpenLineSize()
	GetLastUserMenuInfo
	Variable lineSize= str2num(S_Value)
	SetHighLowCloseOpenLineSize(lineSize)
End

Function DoHighLowCloseOpenColor()
	GetLastUserMenuInfo
	SetHighLowCloseOpenColor(V_Red, V_Green, V_Blue)
End

Function SetHighLowCloseOpenColor(red, green, blue)
	Variable red, green, blue
	
	// find all the traces related to high-low-open-close and change the line size or marker stroke size.
	String graphName= WinName(0,1)
	if( strlen(graphName) == 0 )
		Beep
		return 0
	endif
	String traces= TraceNameList(graphName, ";", 1)
	Variable i, n= ItemsInList(traces)
	for(i=0; i<n; i+=1 )
		String traceName= StringFromList(i,traces)
		String userData= GetUserData(graphName, traceName, ksHighLowCloseOpenUserDataName)
		strswitch(userData)
			case "open":
			case "close":
			case "high/low":
				ModifyGraph/W=$graphName rgb($traceName)=(red, green, blue)
				break
		endswitch
	endfor
End


Function SetHighLowCloseOpenLineSize(lineSize)
	Variable lineSize
	
	// find all the traces related to high-low-open-close and change the line size or marker stroke size.
	String graphName= WinName(0,1)
	if( strlen(graphName) == 0 )
		Beep
		return 0
	endif
	String traces= TraceNameList(graphName, ";", 1)
	Variable i, n= ItemsInList(traces)
	for(i=0; i<n; i+=1 )
		String traceName= StringFromList(i,traces)
		String userData= GetUserData(graphName, traceName, ksHighLowCloseOpenUserDataName)
		strswitch(userData)
			case "open":
			case "close":
				ModifyGraph/W=$graphName mrkThick($traceName)=lineSize, msize($traceName)=lineSize*3
				break
			case "high/low":
				ModifyGraph/W=$graphName lsize($traceName)=lineSize
				break
		endswitch
	endfor
End

Proc mAppendHighLowCloseOpen(wHigh, wLow, wClose, wOpen, wDays)
	String wHigh, wLow, wClose, wOpen, wDays
	Prompt wHigh, "High Prices", popup, WaveList("*",";","DIMS:1")	
	Prompt wLow, "Low Prices", popup, WaveList("*",";","DIMS:1")
	Prompt wClose, "Close Prices", popup, WaveList("*",";","DIMS:1")
	Prompt wOpen, "Open Prices", popup, WaveList("*",";","DIMS:1")	
	Prompt wDays, "Days", popup, WaveList("*",";","DIMS:1")+";_none_;"	// can be string or numeric wave or _none_

	AppendHighLowCloseOpen($wHigh, $wLow, $wClose, $wOpen, $wDays)
End

Function AppendHighLowCloseOpen(wHigh, wLow, wClose,  wOpen,wDays)
	Wave wHigh, wLow, wOpen, wClose
	Wave/Z wDays

	String graphName= WinName(0,1)
	if( strlen(graphName) == 0 )
		DoAlert 0, "Make a graph, first!"
		return 0
	endif
	
	String outName= CleanupName(NameOfWave(wHigh)[0,14]+"_"+NameOfWave(wLow)[0,14],1)

	if( !WaveExists(wDays) )
		Variable n= numpnts(wOpen)
		String daysName= CleanupName(outName[0,25]+"_days",1)
		Make/O/N=(n) $daysName= p+1	// 1-n
		WAVE wDays= $daysName
	endif

	SetWindow $graphName markerHook={OpenCloseMarkerProc,kOpenMarker,kCloseMarker}
	AppendToGraph/W=$graphName wOpen,wClose vs wDays
	String openTraceName= NameOfWave(wOpen)
	String closeTraceName= NameOfWave(wClose)
	ModifyGraph/W=$graphName mode($openTraceName)=3, mode($closeTraceName)=3
	ModifyGraph/W=$graphName marker($openTraceName)=kOpenMarker,marker($closeTraceName)=kCloseMarker
	ModifyGraph/W=$graphName mrkThick($openTraceName)=1,mrkThick($closeTraceName)=1

	//	Make this work: String userData= GetUserData(graphName, $openTraceName, ksHighLowCloseOpenUserDataName)
	ModifyGraph/W=$graphName userData($openTraceName)={$ksHighLowCloseOpenUserDataName, 0, "open"}
	ModifyGraph/W=$graphName userData($closeTraceName)={$ksHighLowCloseOpenUserDataName, 0, "close"}

	WAVE  wHighLow= fMakeHighLowWave(wHigh, wLow, outName)
	String dayOutName= CleanupName(NameOfWave(wDays)[0,14]+"_4HiLo",1)
	WAVE wHiLoDays= fMakeHighLowDays(wDays, dayOutName)
	
	AppendToGraph/W=$graphName wHighLow vs wHiLoDays
	ModifyGraph/W=$graphName mode($outName)=0
	ModifyGraph/W=$graphName userData($outName)={$ksHighLowCloseOpenUserDataName, 0, "high/low"}
End

Function/WAVE fMakeHighLowWave(wHigh, wLow, outName)
	Wave wHigh, wLow
	String outName
	
	Duplicate/O wHigh, $outName/WAVE=wout
	Variable n=numpnts(wHigh)
	Redimension/N=(3*numpnts(wHigh)) wout
	wout[0;3] = wHigh[p/3]		// interleave high first
	wout[1;3] = wLow[(p-1)/3]	// then low
	wout[2;3] = NaN				// then gap

	return wout
End

Function/WAVE fMakeHighLowDays(wDay, dayOutName)
	Wave wDay	// can be text or numeric wave
	String dayOutName

	Duplicate/O wDay, $dayOutName/WAVE=wout
	Variable n=numpnts(wDay)
	Redimension/N=(3*n) wout
	wout= wDay[trunc(p/3)]
	
	return wout
End

Window OpenCloseHighLowStyle() : GraphStyle
	PauseUpdate; Silent 1		// modifying window...
	ModifyGraph/Z mode[0]=3,mode[1]=3
	ModifyGraph/Z marker[0]=100,marker[1]=101
	ModifyGraph/Z lSize[2]=3
	ModifyGraph/Z rgb[0]=(1,16019,65535),rgb[1]=(1,16019,65535),rgb[2]=(1,16019,65535)
	ModifyGraph/Z msize[0]=9,msize[1]=9
	ModifyGraph/Z mrkThick[0]=3,mrkThick[1]=3
	ModifyGraph/Z grid(bottom)=1
	ModifyGraph/Z nticks(bottom)=10
	ModifyGraph/Z axOffset(bottom)=-1.66667
	ModifyGraph/Z tkLblRot(bottom)=90
	ModifyGraph/Z manTick(bottom)={3450384000,1,0,0,day},manMinor(bottom)={0,50}
	ModifyGraph/Z dateInfo(bottom)={0,0,0}
	Label/Z bottom " "
	SetWindow kwTopWin,markerHook={OpenCloseMarkerProc,100,101}
EndMacro
	
Macro MakeHighLowCloseOpenDemoData()

	Variable n=20
	Make/O/D/N=(n) day
	// start at midnight+1 second
	String todaysDate= Secs2Date(datetime, -2, ";")
	Variable year= str2num(StringFromList(0,todaysDate))
	Variable month= str2num(StringFromList(1,todaysDate))
	Variable today= str2num(StringFromList(2,todaysDate))
	today= date2secs(year, month, today)
	
	day= today+p*60*60*24	
	SetScale d, 0,0,"dat", day
	Make/O/N=(n) openPrice, highPrice, lowPrice, closePrice
	closePrice = 100+gnoise(4)
	openPrice[1,]= closePrice[p-1]
	openPrice[0] = closePrice[0]-gnoise(2)
	lowprice= (openPrice+closePrice)/2 + gnoise(max(1,abs(openPrice-closePrice)))
	lowPrice= min(lowPrice, min(openPrice,closePrice))
	highprice= (openPrice+closePrice)/2 + gnoise(max(1,abs(openPrice-closePrice)))
	highPrice= max(highPrice, max(openPrice,closePrice))
	Edit day, openPrice, lowPrice, highPrice, closePrice
	ModifyTable format(day)=6
	Display
	DoAlert 0, "Choose \"Append High Low Close Open Trace\" from the Graph's \"High Low Close Open Trace\" menu."
End
HighLowCloseOpen.ipf (8.02 KB)

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