If a plot is sampled very densely, and one wants to add markers to the plot, this can be done by plotting two lines on top of each other. One being the smooth line, the other being a down-sampled version with the markers only (e.g. diamonds, squares)
Now, the above is fine as long as we don't need a plot legend, since the legend function will scan for all lines, and what we have is a combination.
This simple script is a work-around to the problem. There is also an example file included showing how to use the function.