Learn more about Financial Toolbox

Charting Financial Data

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Introduction High-Low-Close Chart Example Bollinger Chart Example

Introduction

The following toolbox financial charting functions plot financial data and produce presentation-quality figures quickly and easily.

bolling	Bollinger band chart
bollinger	Time series Bollinger band
candle	Candlestick chart
candle	Time series candle plot
pointfig	Point and figure chart
highlow	High, low, open, close chart
highlow	Time series High-Low plot
movavg	Leading and lagging moving averages chart

These functions work with standard MATLAB functions that draw axes, control appearance, and add labels and titles. The toolbox also provides a comprehensive set of charting functions that work with financial time series objects. For lists of these, see Financial Data Charts and Financial Time Series Indicator.

Here are two plotting examples: a high-low-close chart of sample IBM^® stock price data, and a Bollinger band chart of the same data. These examples load data from an external file (ibm.dat), then call the functions using subsets of the data. The MATLAB variable ibm , which is created by loading ibm.dat, is a six-column matrix where each row is a trading day's data and where columns 2, 3, and 4 contain the high, low, and closing prices, respectively.

Note   The data in ibm.dat is fictional and for illustrative use only.

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High-Low-Close Chart Example

First load the data and set up matrix dimensions. load and size are standard MATLAB functions.

load ibm.dat;
[ro, co] = size(ibm);

Open a figure window for the chart. Use the Financial Toolbox highlow function to plot high, low, and close prices for the last 50 trading days in the data file.

figure;
highlow(ibm(ro-50:ro,2),ibm(ro-50:ro,3),ibm(ro-50:ro,4),[],'b');

Add labels and title, and set axes with standard MATLAB functions. Use the Financial Toolbox dateaxis function to provide dates for the x-axis ticks.

xlabel('');
ylabel('Price ($)');
title('International Business Machines, 941231 - 950219');
axis([0 50 -inf inf]);
dateaxis('x',6,'31-Dec-1994')

MATLAB produces a figure like this. The plotted data and axes you see may differ. Viewed online, the high-low-close bars are blue.

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Bollinger Chart Example

The bolling function in Financial Toolbox software produces a Bollinger band chart using all the closing prices in the same IBM stock price matrix. A Bollinger band chart plots actual data along with three other bands of data. The upper band is two standard deviations above a moving average; the lower band is two standard deviations below that moving average; and the middle band is the moving average itself. This example uses a 15-day moving average.

Assuming the previous IBM data is still loaded, execute the function.

bolling(ibm(:,4), 15, 0);

Specify the axes, labels, and titles. Again, use dateaxis to add the x-axis dates.

axis([0 ro min(ibm(:,4)) max(ibm(:,4))]);
ylabel('Price ($)');
title(['International Business Machines']);
dateaxis('x', 6,'31-Dec-1994')

For help using MATLAB plotting functions, see Creating Plots in the MATLAB documentation. See the MATLAB documentation for details on the axis, title, xlabel, and ylabel functions.

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Formatting Currency

Analyzing and Computing Cash Flows

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