Time Warp Edit Distance

Part of my normal routine is to indulge in online research for use useful ideas, and I recently came across An Empirical Evaluation of Similarity Measures for Time Series Classification, and one standout from this paper is the Time Warp Edit Distance where, from the conclusion, "...the TWED measure originally proposed by Marteau (2009) seems to consistently outperform all the considered distances..."

Below is my Octave .oct function version of the above linked MATLAB code.

#include octave oct.h
#include octave dmatrix.h
#include limits> // for infinity
#include math.h  // for sqrt

DEFUN_DLD ( twed, args, nargout,
"-*- texinfo -*-\n\
@deftypefn {Function File} {} twed (@var{A , timeSA , B , timeSB , lambda, nu})\n\
Calculates the Time Warp Edit Distance between two univariate time series, A and B.\n\
timeSA and timeSB are the time stamps of the respective series, lambda is a penalty\n\
for a deletion operation and nu is an Elasticity parameter - nu >=0 needed for distance measure.\n\
@end deftypefn" )

{
octave_value_list retval_list ;
int nargin = args.length () ;

// check the input arguments
if ( nargin != 6 )
   {
   error ("Invalid number of arguments. See help twed.") ;
   return retval_list ;
   }

if ( args(0).length () < 2 )
   {
   error ("Invalid 1st argument length. Must be >= 2.") ;
   return retval_list ;
   }
   
if ( args(1).length () != args(0).length () )
   {
   error ("Arguments 1 and 2 must be vectors of the same length.") ;
   return retval_list ;
   }
   
if ( args(2).length () < 2 )
   {
   error ("Invalid 3rd argument length. Must be >= 2.") ;
   return retval_list ;
   }
   
if ( args(3).length () != args(2).length () )
   {
   error ("Arguments 3 and 4 must be vectors of the same length.") ;
   return retval_list ;
   }   
   
if ( args(4).length () > 1 )
   {
   error ("Argument 5 must a single value for lambda.") ;
   return retval_list ;
   }  
  
if ( args(5).length () > 1 )
   {
   error ("Argument 6 must a single value for nu >= 0.") ;
   return retval_list ;
   }   

if ( error_state )
   {
   error ("Invalid arguments. See help twed.") ;
   return retval_list ;
   }
// end of input checking  
  
Matrix A_input = args(0).matrix_value () ;
   if( A_input.rows() == 1 && A_input.cols() >= 2 ) // is a row matrix, so transpose 
   {
    A_input = A_input.transpose () ; 
   }
   
Matrix timeSA_input = args(1).matrix_value () ;
   if( timeSA_input.rows() == 1 && timeSA_input.cols() >= 2 ) // is a row matrix, so transpose 
   {
    timeSA_input = timeSA_input.transpose () ; 
   }
   
Matrix B_input = args(2).matrix_value () ;
   if( B_input.rows() == 1 && B_input.cols() >= 2 ) // is a row matrix, so transpose 
   {
    B_input = B_input.transpose () ; 
   }
   
Matrix timeSB_input = args(3).matrix_value () ;
   if( timeSB_input.rows() == 1 && timeSB_input.cols() >= 2 ) // is a row matrix, so transpose 
   {
    timeSB_input = timeSB_input.transpose () ; 
   }
   
double lambda = args(4).double_value () ;
double nu = args(5).double_value () ;
double inf = std::numeric_limits::infinity() ;
Matrix distance ( 1 , 1 ) ; distance.fill ( 0.0 ) ;
double cost ;
  
// Add padding of zero by using zero-filled distance matrix
Matrix A = distance.stack( A_input ) ;
Matrix timeSA = distance.stack( timeSA_input ) ;
Matrix B = distance.stack( B_input ) ;
Matrix timeSB = distance.stack( timeSB_input ) ;

Matrix DP ( A.rows() , B.rows() ) ; DP.fill ( inf ) ; DP( 0 , 0 ) = 0.0 ; 
int n = timeSA.rows () ;
int m = timeSB.rows () ;

    // Compute minimal cost
    for ( octave_idx_type ii (1) ; ii < n ; ii++ )
    {
      
        for ( octave_idx_type jj (1) ; jj < m ; jj++ )
        {
          
        // Deletion in A
        DP( ii , jj ) = DP(ii-1,jj) +  sqrt( ( A(ii-1,0) - A(ii,0) ) * ( A(ii-1,0) - A(ii,0) ) ) + nu * ( timeSA(ii,0) - timeSA(ii-1,0) ) + lambda ;
    
        // Deletion in B
        cost = DP(ii,jj-1) + sqrt( ( B(jj-1,0) - B(jj,0) ) * ( B(jj-1,0) - B(jj,0) ) ) + nu * ( timeSB(jj,0) - timeSB(jj-1,0) ) + lambda ;
        DP( ii , jj ) = cost < DP( ii , jj ) ? cost : DP( ii , jj ) ;
    
        // Keep data points in both time series
        cost = DP(ii-1,jj-1) + sqrt( ( A(ii,0) - B(jj,0) ) * ( A(ii,0) - B(jj,0) ) ) + sqrt( ( A(ii-1,0) - B(jj-1,0) ) * ( A(ii-1,0) - B(jj-1,0) ) ) + nu * ( abs( timeSA(ii,0) - timeSB(jj,0) ) + abs( timeSA(ii-1,0) - timeSB(jj-1,0) ) ) ;
        DP( ii , jj ) = cost < DP( ii , jj ) ? cost : DP( ii , jj ) ;

        } // end of jj loop
        
      } // end of ii loop

distance( 0 , 0 ) = DP( n - 1 , m - 1 ) ;
      
retval_list(1) = DP ; 
retval_list(0) = distance ;

return retval_list ;

} // end of function

As a quick test I took the example problem from this Cross Validated thread, the applicability I hope being quite obvious to readers:

A = [1, 2, 3, 4, 5, 6, 7, 8, 9] ;
B1 = [1, 2, 3, 4, 5, 6, 7, 8, 12] ;
distance1 = twed( A , 1:9 , B1 , 1:9 , 1 , 0.001 )
distance1 =  3
B2 = [0, 3, 2, 5, 4, 7, 6, 9, 8] ;
distance2 = twed( A , 1:9 , B2 , 1:9 , 1 , 0.001 )
distance2 =  17
graphics_toolkit('fltk') ; plot(A,'k','linewidth',2,B1,'b','linewidth',2,B2,'r','linewidth',2);
legend( "A" , "B1" , "B2" ) ;

It can be seen that the twed algorithm correctly picks out B1 as being more like A than B2 (a lower twed distance, with default values for lambda and nu of 1 and 0.001 respectively, taken from the above survey paper) when compared with the simple squared error metric, which gives identical results for both B1 and B2.

More on this in due course.

candle.m Function Accepted

I have received an e-mail from the maintainer of the Octave Financial Package that my candlestick function will be rolled out with the next release of the financial package. For those readers who can't wait the final code, with revisions, is now available at the Octave-Forge here.

This represents a new milestone for me as this is my first, officially accepted contribution to any free and open source software (FOSS) project.

Candlestick Plotting Function Submitted for Inclusion in Octave Financial Package

I have today submitted an improved version of my basic candlestick plotting function, candle.m ( see previous post ) for inclusion in the Octave Financial package. As I am not sure when, or even if, it will be accepted, I provide a copy of it below.

## Copyright (C) 2017 dekalog
## 
## This program is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or
## (at your option) any later version.
## 
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
## 
## You should have received a copy of the GNU General Public License
## along with this program.  If not, see .

## -*- texinfo -*- 
## @deftypefn {Function File} {@var{retval} =} candle (@var{highprices}, @var{lowprices}, @var{closeprices}, @var{openprices})
## @deftypefnx {Function File} {@var{retval} =} candle (@var{highprices}, @var{lowprices}, @var{closeprices}, @var{openprices}, @var{color})
## @deftypefnx {Function File} {@var{retval} =} candle (@var{highprices}, @var{lowprices}, @var{closeprices}, @var{openprices}, @var{color}, @var{dates})
## @deftypefnx {Function File} {@var{retval} =} candle (@var{highprices}, @var{lowprices}, @var{closeprices}, @var{openprices}, @var{color}, @var{dates}, @var{dateform})
##
## Plot the @var{highprices}, @var{lowprices}, @var{closeprices} and @var{openprices} of a security as a candlestick chart.
##
## HighPrices - High prices for a security. A column vector.
##
## LowPrices - Low prices for a security. A column vector.
##
## ClosePrices - Close prices for a security. A column vector.
##
## OpenPrices - Open prices for a security. A column vector.
##
## Color - (optional) Candlestick color is specified as a case insensitive four 
## character row vector, e.g. "brwk". The characters that are accepted are 
## k, b, c, r, m, w, g and y for black, blue, cyan, red, magenta, white, green 
## and yellow respectively. Default colors are "brwk" applied in order to bars 
## where the closing price is greater than the opening price, bars where the 
## closing price is less than the opening price, the chart background color and
## the candlestick wicks. If fewer than four colors are specified, they are
## applied in turn in the above order with default colors for unspecified colors. 
## For example, user supplied colors "gm" will plot green upbars and magenta
## downbars with a default white background and black wicks. If the user 
## specified color for background is black, without specifying the wick color, 
## e.g. "gmk", the default wick color is white. All other choices for background 
## color will default to black for wicks. If all four colors are user specified,
## those colors will be used. Doji bars and single price bars, e.g. open = high 
## = low = close, are plotted with the color for wicks, with single price bars 
## being plotted as points/dots.
##
## Dates - (Optional) Dates for user specified x-axis tick labels. Dates can be 
## a serial date number column (see datenum), a datevec matrix (See datevec)
## or a character vector of dates. If specified as either a datenum or a datevec,
## the Dateform argument is required. If the Dates argument is supplied, the 
## Color argument must also be explicitly specified.
##
## Dateform - (Optional) Either a Date character string or a single integer code
## number used to format the x-axis tick labels (See datestr). Only required if 
## Dates is specified as a serial date number column (See datenum) or a datevec 
## matrix (See datevec). 
##
## @seealso{datenum, datestr, datevec, highlow, bolling, dateaxis, movavg, 
## pointfig}
## @end deftypefn

## Author: dekalog 
## Created: 2017-12-05

function candle ( varargin )  
  
if ( nargin < 4 || nargin > 7 )
  print_usage ();
elseif ( nargin == 4 )
  HighPrices = varargin{1}; LowPrices = varargin{2}; ClosePrices = varargin{3}; 
  OpenPrices = varargin{4}; color = "brwk";
elseif ( nargin == 5 )
  HighPrices = varargin{1}; LowPrices = varargin{2}; ClosePrices = varargin{3}; 
  OpenPrices = varargin{4}; color = varargin{5};
elseif ( nargin == 6 )
  HighPrices = varargin{1}; LowPrices = varargin{2}; ClosePrices = varargin{3}; 
  OpenPrices = varargin{4}; color = varargin{5}; dates = varargin{6};
elseif ( nargin == 7 )
  HighPrices = varargin{1}; LowPrices = varargin{2}; ClosePrices = varargin{3}; 
  OpenPrices = varargin{4}; color = varargin{5}; dates = varargin{6}; 
  dateform = varargin{7};
endif
   
if ( ! isnumeric ( HighPrices ) || ! isnumeric ( LowPrices ) || ...
  ! isnumeric ( ClosePrices ) || ! isnumeric ( OpenPrices ) ) # one of OHLC is not numeric
  error ("candle: The inputs for HighPrices, LowPrices, ClosePrices and OpenPrices must be numeric vectors.");  
endif

if ( size ( OpenPrices ) != size ( HighPrices ) )
  error ("candle: OpenPrices and HighPrices vectors are different lengths.");
endif

if ( size ( HighPrices ) != size ( LowPrices ) )
  error ("candle: HighPrices and LowPrices vectors are different lengths.");
endif 

if ( size ( LowPrices ) != size ( ClosePrices ) )
  error ("candle: LowPrices and ClosePrices vectors are different lengths.");
endif

if ( size ( ClosePrices, 1 ) == 1 && size ( ClosePrices, 2 ) > 1 ) # ohlc inputs are row vectors, so transpose them
  OpenPrices = OpenPrices'; HighPrices = HighPrices'; LowPrices = LowPrices'; 
  ClosePrices = ClosePrices';
  warning ("candle: The HighPrices, LowPrices, ClosePrices and OpenPrices should be column vectors. They have been transposed.");
endif
 
## check the user input Color argument, if it's character row vector
if ( ( nargin >= 5 && ischar ( color ) ) && size ( color, 1 ) == 1 )
  
  if ( size ( color, 2 ) == 1 )                      # only one color has been user specified
    color = [ tolower( color ) "rwk" ];              # so add default colors for down bars, background and wicks
  
  elseif ( size ( color, 2 ) == 2 )                  # two colors have been user specified
    color = [ tolower( color ) "wk" ];               # so add default colors for background and wicks
  
  elseif ( size ( color, 2 ) == 3 )                  # three colors have been user specified
  
    if ( color ( 3 ) == "k" || color ( 3 ) == "K" )  # if user selected background is black
     color = [ tolower( color ) "w" ];               # set wicks to default white
 
    else
     color = [ tolower( color ) "k" ];               # else default black wicks
 
    endif
  
  elseif ( size ( color, 2 ) >= 4 )                  # all four colors have been user specified, extra character inputs ignored  
  color = tolower( color );                          # correct in case user input contains upper case e.g. "BRWK" 
  
  endif 

elseif ( nargin >= 5 && ! ischar ( color ) )          # the user input for color is not a charcter vector

warning ("candle: The fifth input argument, Color, should be a character row vector for Color.\nThe chart has been plotted with default colors.");
color = "brwk"; 

elseif ( ischar ( color ) && size ( color, 1 ) != 1 ) # user input is more than one row of characters - a date character array by mistake?

warning ("candle: Color is not a single row character vector. Possibly a column Dates character vector?\nThe chart has been plotted with default colors.");
color = "brwk";

endif                                                 # end of nargin >= 5 && ischar ( color ) ) && size ( color, 1 ) == 1 if statement
  
wicks = HighPrices .- LowPrices;
body = ClosePrices .- OpenPrices;
up_down = sign ( body );
body_width = 20;
wick_width = 1;
doji_size = 10;
one_price_size = 15;

hold on;

## first, plot the chart background color
plot ( HighPrices, color( 3 ), LowPrices, color( 3 ) );
fill ( [ min( xlim ) max( xlim ) max( xlim ) min( xlim ) ], ...
       [ min( ylim ) min( ylim ) max( ylim ) max( ylim ) ], color( 3 ) );

## plot the wicks
x = ( 1 : length ( ClosePrices ) );                                           # the x-axis
idx = x;
high_nan = nan ( size ( HighPrices ) ); high_nan( idx ) = HighPrices;         # highs
low_nan = nan ( size ( LowPrices ) ); low_nan( idx ) = LowPrices;             # lows
x = reshape ( [ x; x; nan( size ( x ) ) ], [], 1 );
y = reshape ( [ high_nan(:)'; low_nan(:)'; nan( 1 , length ( HighPrices ) ) ], ...
              [] , 1 );
plot ( x, y, color( 4 ), "linewidth", wick_width );                           # plot wicks

## plot the up bar bodies 
x = ( 1 : length ( ClosePrices ) );                                           # the x-axis
idx = ( up_down == 1 ); idx = find ( idx );                                   # index by condition close > open
high_nan = nan ( size ( HighPrices ) ); high_nan( idx ) = ClosePrices( idx ); # body highs
low_nan = nan ( size ( LowPrices ) ); low_nan( idx ) = OpenPrices( idx );     # body lows
x = reshape ( [ x; x; nan( size ( x ) ) ], [], 1 );
y = reshape ( [ high_nan(:)'; low_nan(:)'; nan( 1, length ( HighPrices ) ) ], ...
              [], 1 );
plot ( x, y, color( 1 ), "linewidth", body_width );                           # plot bodies for up bars
  
## plot the down bar bodies
x = ( 1 : length ( ClosePrices ) );                                           # the x-axis
idx = ( up_down == -1 ); idx = find ( idx );                                  # index by condition close < open
high_nan = nan ( size ( HighPrices ) ); high_nan( idx ) = OpenPrices( idx );  # body highs
low_nan = nan ( size ( LowPrices ) ); low_nan( idx ) = ClosePrices( idx );    # body lows
x = reshape ( [ x; x; nan( size ( x ) ) ], [], 1 );
y = reshape ( [ high_nan(:)'; low_nan(:)'; nan( 1, length ( HighPrices ) ) ], ...
              [], 1 );
plot ( x, y, color( 2 ), "linewidth", body_width );                           # plot bodies for down bars

## plot special cases
## doji bars
doji_bar = ( HighPrices > LowPrices ) .* ( ClosePrices == OpenPrices ); ...
             doji_ix = find ( doji_bar ); 
             
if ( length ( doji_ix ) >= 1 )
  x = ( 1 : length ( ClosePrices ) );                                         # the x-axis  
  plot ( x( doji_ix ), ClosePrices( doji_ix ), [ "+" char ( color( 4 ) ) ], ...
        "markersize", doji_size );                                            # plot the open/close as horizontal dash  
endif

## OpenPrices == HighPrices == LowPrices == ClosePrices
one_price = ( HighPrices == LowPrices ) .* ( ClosePrices == OpenPrices ) .* ...
            ( OpenPrices == HighPrices ); one_price_ix = find ( one_price ); 
            
if ( length ( one_price_ix ) >= 1 )
  x = ( 1 : length ( ClosePrices ) );                                         # the x-axis  
  plot ( x( one_price_ix ), ClosePrices( one_price_ix ), ...
          [ "." char ( color( 4 ) ) ], "markersize", one_price_size );        # plot as a point/dot  
endif  
  
hold off;

## now add the x-axis tick labels, if the user has supplied the correct arguments

if ( nargin == 6 && isnumeric ( dates ) ) 
  error ("candle: If the sixth input argument, Dates, is a serial date number column (See datenum) or a datevec matrix (See datevec), Dateform input is required.\nThe chart has been plotted without x-axis dates.");
endif

if ( nargin == 6 && ischar ( dates ) )                                        # user has given a character vector of dates for dates
  
if ( size ( dates, 1 ) != size ( ClosePrices, 1 ) )
  error ("candle: The sixth input argument, Dates, and the OHLC prices vectors are different lengths.\nThe chart has been plotted without x-axis dates.");
else

ticks = cellstr ( dates ) ;
ax = "x" ;
xticks = 1 : length ( ClosePrices );
h = gca ();
set ( h, "xtick", xticks );
set ( h, [ ax "ticklabel" ], ticks );

endif
  
endif  
  
if ( nargin == 7 && isnumeric ( dates ) )                              # input arguments 6 and 7 assumed to be a dates vector and dateform respectively
  
if ( size ( dates, 1 ) != size ( ClosePrices, 1 ) )
  error ("candle: The sixth input argument, Dates, and the OHLC prices vectors are different lengths.\nThe chart has been plotted without x-axis dates.");
endif

if ( size ( dates, 2 ) == 1 )                                          # user has given a possible serial date number column for dates
 
is_monotonically_increasing = sum ( dates == cummax ( dates ) ) / size ( dates, 1 );

if ( is_monotonically_increasing != 1 )  
  error ("candle: Dates does not appear to be a serial date number column as it is not monotonically increasing.\nThe chart has been plotted without x-axis dates.");  
endif

if ( isnumeric ( dateform ) && ( dateform < 0 || dateform > 31 ) )     
  error ("candle: Dateform integer code number is out of bounds (See datestr).\nThe chart has been plotted without x-axis dates."); 
endif

if ( isnumeric ( dateform ) && rem ( dateform, 1 ) > 0 )
  error ("candle: Dateform code number should be an integer 0 - 31 (See datestr).\nThe chart has been plotted without x-axis dates.");
endif      

ticks = datestr ( dates, dateform );
ticks = mat2cell ( ticks, ones ( size ( ticks, 1 ), 1 ), size ( ticks, 2 ) );  
ax = "x";
xticks = 1 : length ( ClosePrices );
h = gca ();
set ( h, "xtick", xticks );
set ( h, [ ax "ticklabel" ], ticks );

elseif ( size ( dates, 2 ) == 6 )                                      # user has given a possible datevec matrix for dates

if ( isnumeric ( dateform ) && ( dateform < 0 || dateform > 31 ) )     
  error ("candle: Dateform integer code number is out of bounds (See datestr).\nThe chart has been plotted without x-axis dates."); 
endif

if ( isnumeric ( dateform ) && rem ( dateform, 1 ) > 0 )
  error ("candle: Dateform code number should be an integer 0 - 31 (See datestr).\nThe chart has been plotted without x-axis dates.");
endif 

ticks = datestr ( dates, dateform );
ticks = mat2cell ( ticks, ones ( size ( ticks, 1 ), 1 ), size ( ticks, 2 ) );
ax = "x";
xticks = 1 : length ( ClosePrices );
h = gca ();
set ( h, "xtick", xticks );
set ( h, [ ax "ticklabel" ], ticks );

else 
  error ("candle: The numerical Dates input is neither a single column serial date number nor a six column datevec format.\nThe chart has been plotted without x-axis dates."); 
  
endif

endif # end of ( nargin == 7 && isnumeric ( dates ) ) if statement 

endfunction

%!demo 1
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open );
%! title("default plot.");

%!demo 2
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brk' );
%! title("default plot with user selected black background");

%!demo 3
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brkg' );
%! title("default color candlestick bodies and user selected background and wick colors");

%!demo 4
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'gmby' );
%! title("all four colors being user selected");

%!demo 5
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! datenum_vec = [ 7.3702e+05; 7.3702e+05 ;7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; ...
%! 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brwk', datenum_vec, "yyyy-mm-dd HH:MM" );
%! title("default plot with datenum dates and character dateform arguments");

%!demo 6
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! datenum_vec = [ 7.3702e+05; 7.3702e+05 ;7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; ...
%! 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05 ];
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brk', datenum_vec, 31 );
%! title("default plot with user selected black background with datenum dates and integer dateform arguments");

%!demo 7
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! datenum_vec = [ 7.3702e+05; 7.3702e+05 ;7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05; ...
%! 7.3702e+05; 7.3702e+05; 7.3702e+05; 7.3702e+05 ];
%! datevec_vec = datevec( datenum_vec );
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brwk', datevec_vec, 21 );
%! title("default plot with datevec dates and integer dateform arguments");

%!demo 8
%! Open = [ 1292.4; 1291.7; 1291.8; 1292.2; 1291.5; 1291.0; 1291.0; 1291.5; 1291.7; 1291.5; 1290.7 ];
%! High = [ 1292.6; 1292.1; 1292.5; 1292.3; 1292.2; 1292.2; 1292.7; 1292.4; 1292.3; 1292.1; 1292.9 ];
%! Low = [ 1291.3; 1291.3; 1291.7; 1291.1; 1290.7; 1290.2; 1290.3; 1291.1; 1291.2; 1290.5; 1290.4 ];
%! Close = [ 1291.8; 1291.7; 1292.2; 1291.5; 1291.0; 1291.1; 1291.5; 1291.7; 1291.6; 1290.8; 1292.8 ];
%! character_dates = char ( [] );
%! for i = 1 : 11
%! character_dates = [ character_dates ; "a date" ] ;
%! endfor
%! graphics_toolkit('fltk'); candle( High, Low, Close, Open, 'brk', character_dates );
%! title("default plot with user selected black background with character dates argument");

I hope readers who are Octave users find this useful.