This is a further development of my Seasonality Analysis Indicator that analyses historical data month by month to test for the seasonality of any market.
Apply only on Monthly charts.
In this version you can select a period to be tested as in sample and a period to be tested as out of sample. Comparison of the two allows more accurate analysis of the results.
You can set any number of years for each sample period but be aware that short data samples will not include much data. For example there are only five of each month in a five year sample.
You must set the current month before each test. 1 = Jan and 12 = Dec.
If you set fifteen years for the in sample and ten years for the out of sample then the analysis will start twenty five years back from today. The in sample will be tested on the first fifteen years and and the out of sample on the last ten.
The results you are interested in are the last ones under the current months candle and I suggest making the indicator window full size to make it easier to read.
The result categories are as follows:
Return: The average pips return in that month over the period tested. If you had opened a long bet at the beginning of that month and closed it at the end of that month every year then this is how much you would have gained or lost on average each month.
Rank%: The best performing monthly average return and the worst performing monthly average return are ranked at 100% and -100%. All months in between are given a ranking% relative to these. This is useful if you want to alter position sizing in a strategy month by month based on seasonality. You might want to place position size of 100% of your maximum bet size in months rated at 100% and only 33% in months rated 33% for example.
Reliability%: The number of up months and number of down months are totalled up and a reliability percentage calculated. For example if you test over 10 years and have ten tests of January and January’s results favour long positions then if 7 of those months see a gain and 3 a loss then the reliability is 70%. You may wish to only go long in months with a Reliability% of over 70% for example. This reliability% helps you decide the probability of future results matching historical results.
Rating Score: The in sample and out of sample Rank% and Reliability% are combined and converted into this score. Twice as much weight is given to the more recent out of sample data. A very low score indicates a very good month to enter short trades and a very high score a very good month to enter long trades. The rating can also be used to decide on position size and preferred trade direction for trades month by month. This rating system is unproven and will obviously vary depending on the length of sample periods chosen – so use at your discretion.
If this indicator is used alongside my other two indicators Seasonality Analysis and Seasonality Analysis Graph then any trader should be easily be able to make good decisions on when is a good time to trade long or short and whether to increase or decrease position size month by month for any market where sufficient data is available.
I advise downloading and importing the .itf file to ensure that you get full functionality.
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//Seasonality Analysis In Sample and Out of Sample with Rating //Created by Vonasi //In Sample calculations StartMonthIn = ThisMonth StartYearIn = CurrentYear - (InSampleYears + OutofSampleYears) YearInEnd = CurrentYear - OutOfSampleYears IF OpenYear >= StartYearIn and OpenYear < YearInEnd THEN YearFlag = 1 ELSE YearFlag = 0 ENDIF IF OpenMonth = StartMonthIn and OPenYear = StartYearIn THEN MonthFlag = 1 ENDIF IF YearFlag = 1 and MonthFlag = 1 THEN IF OpenMonth = 1 THEN JanTotal = JanTotal + (close - open) JanCount = JanCount + 1 IF close > open THEN JanUp = JanUp + 1 ENDIF ENDIF IF OpenMonth = 2 THEN FebTotal = FebTotal + (close - open) FebCount = FebCount + 1 IF close > open THEN FebUp = FebUp + 1 ENDIF ENDIF IF OpenMonth = 3 THEN MarTotal = MarTotal + (close - open) MarCount = MarCount + 1 IF close > open THEN MarUp = MarUp + 1 ENDIF ENDIF IF OpenMonth = 4 THEN AprTotal = AprTotal + (close - open) AprCount = AprCount + 1 IF close > open THEN AprUp = AprUp + 1 ENDIF ENDIF IF OpenMonth = 5 THEN MayTotal = MayTotal + (close - open) MayCount = MayCount + 1 IF close > open THEN MayUp = MayUp + 1 ENDIF ENDIF IF OpenMonth = 6 THEN JunTotal = JunTotal + (close - open) JunCount = JunCount + 1 IF close > open THEN JunUp = JunUp + 1 ENDIF ENDIF IF OpenMonth = 7 THEN JulTotal = JulTotal + (close - open) JulCount = JulCount + 1 IF close > open THEN JulUp = JulUp + 1 ENDIF ENDIF IF OpenMonth = 8 THEN AugTotal = AugTotal + (close - open) AugCount = AugCount + 1 IF close > open THEN AugUp = AugUp + 1 ENDIF ENDIF IF OpenMonth = 9 THEN SepTotal = SepTotal + (close - open) SepCount = SepCount + 1 IF close > open THEN SepUp = SepUp + 1 ENDIF ENDIF IF OpenMonth = 10 THEN OctTotal = OctTotal + (close - open) OctCount = OctCount + 1 IF close > open THEN OctUp = OctUp + 1 ENDIF ENDIF IF OpenMonth = 11 THEN NovTotal = NovTotal + (close - open) NovCount = NovCount + 1 IF close > open THEN NovUp = NovUp + 1 ENDIF ENDIF IF OpenMonth = 12 THEN DecTotal = DecTotal + (close - open) DecCount = DecCount + 1 IF close > open THEN DecUp = DecUp + 1 ENDIF ENDIF ENDIF Jan = Round(JanTotal/JanCount) Feb = Round(FebTotal/FebCount) Mar = Round(MarTotal/MarCount) Apr = Round(AprTotal/AprCount) May = Round(MayTotal/MayCount) Jun = Round(JunTotal/JunCount) Jul = Round(JulTotal/JulCount) Aug = Round(AugTotal/AugCount) Sep = Round(SepTotal/SepCount) Oct = Round(OctTotal/OctCount) Nov = Round(NovTotal/NovCount) Dec = Round(DecTotal/DecCount) IF Jan > 0 THEN JanR = 0 JanG = 128 JanRel = Round((JanUp/JanCount)*100) JanRelScore = JanRel ELSE JanR = 128 JanG = 0 JanRel = Round(((JanCount - JanUp)/JanCount)*100) JanRelScore = (0 - JanRel) ENDIF IF Feb > 0 THEN FebR = 0 FebG = 128 FebRel = Round((FebUp/FebCount)*100) FebRelScore = FebRel ELSE FebR = 128 FebG = 0 FebRel = Round(((FebCount - FebUp)/FebCount)*100) FebRelScore = (0 - FebRel) ENDIF IF Mar > 0 THEN MarR = 0 MarG = 128 MarRel = Round((MarUp/MarCount)*100) MarRelScore = MarRel ELSE MarR = 128 MarG = 0 MarRel = Round(((MarCount - MarUp)/MarCount)*100) MarRelScore = (0 - MarRel) ENDIF IF Apr > 0 THEN AprR = 0 AprG = 128 AprRel = Round((AprUp/AprCount)*100) AprRelScore = AprRel ELSE AprR = 128 AprG = 0 AprRel = Round(((AprCount - AprUp)/AprCount)*100) AprRelScore = (0 - AprRel) ENDIF IF May > 0 THEN MayR = 0 MayG = 128 MayRel = Round((MayUp/MayCount)*100) MayRelScore = MayRel ELSE MayR = 128 MayG = 0 MayRel = Round(((MayCount - MayUp)/MayCount)*100) MayRelScore = (0 - MayRel) ENDIF IF Jun > 0 THEN JunR = 0 JunG = 128 JunRel = Round((JunUp/JunCount)*100) JunRelScore = JunRel ELSE JunR = 128 JunG = 0 JunRel = Round(((JunCount - JunUp)/JunCount)*100) JunRelScore = (0 - JunRel) ENDIF IF Jul > 0 THEN JulR = 0 JulG = 128 JulRel = Round((JulUp/JulCount)*100) JulRelScore = JulRel ELSE JulR = 128 JulG = 0 JulRel = Round(((JulCount - JulUp)/JulCount)*100) JulRelScore = (0 - JulRel) ENDIF IF Aug > 0 THEN AugR = 0 AugG = 128 AugRel = Round((AugUp/AugCount)*100) AugRelScore = AugRel ELSE AugR = 128 AugG = 0 AugRel = Round(((AugCount - AugUp)/AugCount)*100) AugRelScore = (0 - AugRel) ENDIF IF Sep > 0 THEN SepR = 0 SepG = 128 SepRel = Round((SepUp/SepCount)*100) SepRelScore = SepRel ELSE SepR = 128 SepG = 0 SepRel = Round(((SepCount - SepUp)/SepCount)*100) SepRelScore = (0 - SepRel) ENDIF IF Oct > 0 THEN OctR = 0 OctG = 128 OctRel = Round((OctUp/OctCount)*100) OctRelScore = OctRel ELSE OctR = 128 OctG = 0 OctRel = Round(((OctCount - OctUp)/OctCount)*100) OctRelScore = (0 - OctRel) ENDIF IF Nov > 0 THEN NovR = 0 NovG = 128 NovRel = Round((NovUp/NovCount)*100) NovRelScore = NovRel ELSE NovR = 128 NovG = 0 NovRel = Round(((NovCount - NovUp)/NovCount)*100) NovRelScore = (0 - NovRel) ENDIF IF Dec > 0 THEN DecR = 0 DecG = 128 DecRel = Round((DecUp/DecCount)*100) DecRelScore = DecRel ELSE DecR = 128 DecG = 0 DecRel = Round(((DecCount - DecUp)/DecCount)*100) DecRelScore = (0 - DecRel) ENDIF Avg = Round((Jan + Feb + Mar + Apr + May + Jun + Jul + Aug + Sep + Oct + Nov + Dec)/12) AvgCount = (JanCount + FebCount + MarCount + AprCount + MayCount + JunCount + JulCount + AugCount + SepCount + OctCount + NovCount + DecCount) AvgUp = (JanUp + FebUp + MarUp + AprUp + MayUp + JunUp + JulUp + AugUp + SepUp + OctUp + NovUp + DecUp) IF Avg > 0 THEN AvgR = 0 AvgG = 128 AvgRel = Round((AvgUp/AvgCount)*100) ELSE AvgR = 128 AvgG = 0 AvgRel = Round(((AvgCount - AvgUp)/AvgCount)*100) ENDIF Bottom = Min(Dec,Min(Nov,Min(Oct,Min(Sep,Min(Aug,Min(Jul,Min(Jun,Min(May,Min(Apr,Min(Mar,MIN(Feb,Jan))))))))))) Top = Max(Dec,Max(Nov,Max(Oct,Max(Sep,Max(Aug,Max(Jul,Max(Jun,Max(May,Max(Apr,Max(Mar,Max(Feb,Jan))))))))))) IF Jan > 0 THEN JanPerc = Round((Jan/Top)*100) ELSE JanPerc = 0 - Round((ABS(Jan)/ABS(Bottom))*100) ENDIF IF Feb > 0 THEN FebPerc = Round((Feb/Top)*100) ELSE FebPerc = 0 - Round((ABS(Feb)/ABS(Bottom))*100) ENDIF IF Mar > 0 THEN MarPerc = Round((Mar/Top)*100) ELSE MarPerc = 0 - Round((ABS(Mar)/ABS(Bottom))*100) ENDIF IF Apr > 0 THEN AprPerc = Round((Apr/Top)*100) ELSE AprPerc = 0 - Round((ABS(Apr)/ABS(Bottom))*100) ENDIF IF May > 0 THEN MayPerc = Round((May/Top)*100) ELSE MayPerc = 0 - Round((ABS(May)/ABS(Bottom))*100) ENDIF IF Jun > 0 THEN JunPerc = Round((Jun/Top)*100) ELSE JunPerc = 0 - Round((ABS(Jun)/ABS(Bottom))*100) ENDIF IF Jul > 0 THEN JulPerc = Round((Jul/Top)*100) ELSE JulPerc = 0 - Round((ABS(Jul)/ABS(Bottom))*100) ENDIF IF Aug > 0 THEN AugPerc = Round((Aug/Top)*100) ELSE AugPerc = 0 - Round((ABS(Aug)/ABS(Bottom))*100) ENDIF IF Sep > 0 THEN SepPerc = Round((Sep/Top)*100) ELSE SepPerc = 0 - Round((ABS(Sep)/ABS(Bottom))*100) ENDIF IF Oct > 0 THEN OctPerc = Round((Oct/Top)*100) ELSE OctPerc = 0 - Round((ABS(Oct)/ABS(Bottom))*100) ENDIF IF Nov > 0 THEN NovPerc = Round((Nov/Top)*100) ELSE NovPerc = 0 - Round((ABS(Nov)/ABS(Bottom))*100) ENDIF IF Dec > 0 THEN DecPerc = Round((Dec/Top)*100) ELSE DecPerc = 0 - Round((ABS(Dec)/ABS(Bottom))*100) ENDIF IF Avg > 0 THEN AvgPerc = Round((Avg/Top)*100) ELSE AvgPerc = 0 - Round((ABS(Avg)/ABS(Bottom))*100) ENDIF //Out of Sample Calculations StartMonthOut = ThisMonth StartYearOut = CurrentYear - OutOfSampleYears IF OpenYear = StartYearOut and OpenMonth = StartMonthOut THEN OutFlag = 1 ENDIF IF OutFlag = 1 THEN IF OpenMonth = 1 THEN JanOutTotal = JanOutTotal + (close - open) JanOutCount = JanOutCount + 1 IF close > open THEN JanOutUp = JanOutUp + 1 ENDIF ENDIF IF OpenMonth = 2 THEN FebOutTotal = FebOutTotal + (close - open) FebOutCount = FebOutCount + 1 IF close > open THEN FebOutUp = FebOutUp + 1 ENDIF ENDIF IF OpenMonth = 3 THEN MarOutTotal = MarOutTotal + (close - open) MarOutCount = MarOutCount + 1 IF close > open THEN MarOutUp = MarOutUp + 1 ENDIF ENDIF IF OpenMonth = 4 THEN AprOutTotal = AprOutTotal + (close - open) AprOutCount = AprOutCount + 1 IF close > open THEN AprOutUp = AprOutUp + 1 ENDIF ENDIF IF OpenMonth = 5 THEN MayOutTotal = MayOutTotal + (close - open) MayOutCount = MayOutCount + 1 IF close > open THEN MayOutUp = MayOutUp + 1 ENDIF ENDIF IF OpenMonth = 6 THEN JunOutTotal = JunOutTotal + (close - open) JunOutCount = JunOutCount + 1 IF close > open THEN JunOutUp = JunOutUp + 1 ENDIF ENDIF IF OpenMonth = 7 THEN JulOutTotal = JulOutTotal + (close - open) JulOutCount = JulOutCount + 1 IF close > open THEN JulOutUp = JulOutUp + 1 ENDIF ENDIF IF OpenMonth = 8 THEN AugOutTotal = AugOutTotal + (close - open) AugOutCount = AugOutCount + 1 IF close > open THEN AugOutUp = AugOutUp + 1 ENDIF ENDIF IF OpenMonth = 9 THEN SepOutTotal = SepOutTotal + (close - open) SepOutCount = SepOutCount + 1 IF close > open THEN SepOutUp = SepOutUp + 1 ENDIF ENDIF IF OpenMonth = 10 THEN OctOutTotal = OctOutTotal + (close - open) OctOutCount = OctOutCount + 1 IF close > open THEN OctOutUp = OctOutUp + 1 ENDIF ENDIF IF OpenMonth = 11 THEN NovOutTotal = NovOutTotal + (close - open) NovOutCount = NovOutCount + 1 IF close > open THEN NovOutUp = NovOutUp + 1 ENDIF ENDIF IF OpenMonth = 12 THEN DecOutTotal = DecOutTotal + (close - open) DecOutCount = DecOutCount + 1 IF close > open THEN DecOutUp = DecOutUp + 1 ENDIF ENDIF ENDIF JanOut = Round(JanOutTotal/JanOutCount) FebOut = Round(FebOutTotal/FebOutCount) MarOut = Round(MarOutTotal/MarOutCount) AprOut = Round(AprOutTotal/AprOutCount) MayOut = Round(MayOutTotal/MayOutCount) JunOut = Round(JunOutTotal/JunOutCount) JulOut = Round(JulOutTotal/JulOutCount) AugOut = Round(AugOutTotal/AugOutCount) SepOut = Round(SepOutTotal/SepOutCount) OctOut = Round(OctOutTotal/OctOutCount) NovOut = Round(NovOutTotal/NovOutCount) DecOut = Round(DecOutTotal/DecOutCount) IF JanOut > 0 THEN JanOutR = 0 JanOutG = 128 JanOutRel = Round((JanOutUp/JanOutCount)*100) JanOutRelScore = JanOutRel ELSE JanOutR = 128 JanOutG = 0 JanOutRel = Round(((JanOutCount - JanOutUp)/JanOutCount)*100) JanOutRelScore = (0 - JanOutRel) ENDIF IF FebOut > 0 THEN FebOutR = 0 FebOutG = 128 FebOutRel = Round((FebOutUp/FebOutCount)*100) FebOutRelScore = FebOutRel ELSE FebOutR = 128 FebOutG = 0 FebOutRel = Round(((FebOutCount - FebOutUp)/FebOutCount)*100) FebOutRelScore = (0 - FebOutRel) ENDIF IF MarOut > 0 THEN MarOutR = 0 MarOutG = 128 MarOutRel = Round((MarOutUp/MarOutCount)*100) MarOutRelScore = MarOutRel ELSE MarOutR = 128 MarOutG = 0 MarOutRel = Round(((MarOutCount - MarOutUp)/MarOutCount)*100) MarOutRelScore = (0 - MarOutRel) ENDIF IF AprOut > 0 THEN AprOutR = 0 AprOutG = 128 AprOutRel = Round((AprOutUp/AprOutCount)*100) AprOutRelScore = AprOutRel ELSE AprOutR = 128 AprOutG = 0 AprOutRel = Round(((AprOutCount - AprOutUp)/AprOutCount)*100) AprOutRelScore = (0 - AprOutRel) ENDIF IF MayOut > 0 THEN MayOutR = 0 MayOutG = 128 MayOutRel = Round((MayOutUp/MayOutCount)*100) MayOutRelScore = MayOutRel ELSE MayOutR = 128 MayOutG = 0 MayOutRel = Round(((MayOutCount - MayOutUp)/MayOutCount)*100) MayOutRelScore = (0 - MayOutRel) ENDIF IF JunOut > 0 THEN JunOutR = 0 JunOutG = 128 JunOutRel = Round((JunOutUp/JunOutCount)*100) JunOutRelScore = JunOutRel ELSE JunOutR = 128 JunOutG = 0 JunOutRel = Round(((JunOutCount - JunOutUp)/JunOutCount)*100) JunOutRelScore = (0 - JunOutRel) ENDIF IF JulOut > 0 THEN JulOutR = 0 JulOutG = 128 JulOutRel = Round((JulOutUp/JulOutCount)*100) JulOutRelScore = JulOutRel ELSE JulOutR = 128 JulOutG = 0 JulOutRel = Round(((JulOutCount - JulOutUp)/JulOutCount)*100) JulOutRelScore = (0 - JulOutRel) ENDIF IF AugOut > 0 THEN AugOutR = 0 AugOutG = 128 AugOutRel = Round((AugOutUp/AugOutCount)*100) AugOutRelScore = AugOutRel ELSE AugOutR = 128 AugOutG = 0 AugOutRel = Round(((AugOutCount - AugOutUp)/AugOutCount)*100) AugOutRelScore = (0 - AugOutRel) ENDIF IF SepOut > 0 THEN SepOutR = 0 SepOutG = 128 SepOutRel = Round((SepOutUp/SepOutCount)*100) SepOutRelScore = SepOutRel ELSE SepOutR = 128 SepOutG = 0 SepOutRel = Round(((SepOutCount - SepOutUp)/SepOutCount)*100) SepOutRelScore = (0 - SepOutRel) ENDIF IF OctOut > 0 THEN OctOutR = 0 OctOutG = 128 OctOutRel = Round((OctOutUp/OctOutCount)*100) OctOutRelScore = OctOutRel ELSE OctOutR = 128 OctOutG = 0 OctOutRel = Round(((OctOutCount - OctOutUp)/OctOutCount)*100) OctOutRelScore = (0 - OctOutRel) ENDIF IF NovOut > 0 THEN NovOutR = 0 NovOutG = 128 NovOutRel = Round((NovOutUp/NovOutCount)*100) NovOutRelScore = NovOutRel ELSE NovOutR = 128 NovOutG = 0 NovOutRel = Round(((NovOutCount - NovOutUp)/NovOutCount)*100) NovOutRelScore = (0 - NovOutRel) ENDIF IF DecOut > 0 THEN DecOutR = 0 DecOutG = 128 DecOutRel = Round((DecOutUp/DecOutCount)*100) DecOutRelScore = DecOutRel ELSE DecOutR = 128 DecOutG = 0 DecOutRel = Round(((DecOutCount - DecOutUp)/DecOutCount)*100) DecOutRelScore = (0 - DecOutRel) ENDIF AvgOut = Round((JanOut + FebOut + MarOut + AprOut + MayOut + JunOut + JulOut + AugOut + SepOut + OctOut + NovOut + DecOut)/12) AvgOutCount = (JanOutCount + FebOutCount + MarOutCount + AprOutCount + MayOutCount + JunOutCount + JulOutCount + AugOutCount + SepOutCount + OctOutCount + NovOutCount + DecOutCount) AvgOutUp = (JanOutUp + FebOutUp + MarOutUp + AprOutUp + MayOutUp + JunOutUp + JulOutUp + AugOutUp + SepOutUp + OctOutUp + NovOutUp + DecOutUp) IF AvgOut > 0 THEN AvgOutR = 0 AvgOutG = 128 AvgOutRel = Round((AvgOutUp/AvgOutCount)*100) ELSE AvgOutR = 128 AvgOutG = 0 AvgOutRel = Round(((AvgOutCount - AvgOutUp)/AvgOutCount)*100) ENDIF BottomOut = Min(DecOut,Min(NovOut,Min(OctOut,Min(SepOut,Min(AugOut,Min(JulOut,Min(JunOut,Min(MayOut,Min(AprOut,Min(MarOut,MIN(FebOut,JanOut))))))))))) TopOut = Max(DecOut,Max(NovOut,Max(OctOut,Max(SepOut,Max(AugOut,Max(JulOut,Max(JunOut,Max(MayOut,Max(AprOut,Max(MarOut,Max(FebOut,JanOut))))))))))) IF JanOut > 0 THEN JanOutPerc = Round((JanOut/TopOut)*100) ELSE JanOutPerc = 0 - Round((ABS(JanOut)/ABS(BottomOut))*100) ENDIF IF FebOut > 0 THEN FebOutPerc = Round((FebOut/TopOut)*100) ELSE FebOutPerc = 0 - Round((ABS(FebOut)/ABS(BottomOut))*100) ENDIF IF MarOut > 0 THEN MarOutPerc = Round((MarOut/TopOut)*100) ELSE MarOutPerc = 0 - Round((ABS(MarOut)/ABS(BottomOut))*100) ENDIF IF AprOut > 0 THEN AprOutPerc = Round((AprOut/TopOut)*100) ELSE AprOutPerc = 0 - Round((ABS(AprOut)/ABS(BottomOut))*100) ENDIF IF MayOut > 0 THEN MayOutPerc = Round((MayOut/TopOut)*100) ELSE MayOutPerc = 0 - Round((ABS(MayOut)/ABS(BottomOut))*100) ENDIF IF JunOut > 0 THEN JunOutPerc = Round((JunOut/TopOut)*100) ELSE JunOutPerc = 0 - Round((ABS(JunOut)/ABS(BottomOut))*100) ENDIF IF JulOut > 0 THEN JulOutPerc = Round((JulOut/TopOut)*100) ELSE JulOutPerc = 0 - Round((ABS(JulOut)/ABS(BottomOut))*100) ENDIF IF AugOut > 0 THEN AugOutPerc = Round((AugOut/TopOut)*100) ELSE AugOutPerc = 0 - Round((ABS(AugOut)/ABS(BottomOut))*100) ENDIF IF SepOut > 0 THEN SepOutPerc = Round((SepOut/TopOut)*100) ELSE SepOutPerc = 0 - Round((ABS(SepOut)/ABS(BottomOut))*100) ENDIF IF OctOut > 0 THEN OctOutPerc = Round((OctOut/TopOut)*100) ELSE OctOutPerc = 0 - Round((ABS(OctOut)/ABS(BottomOut))*100) ENDIF IF NovOut > 0 THEN NovOutPerc = Round((NovOut/TopOut)*100) ELSE NovOutPerc = 0 - Round((ABS(NovOut)/ABS(BottomOut))*100) ENDIF IF DecOut > 0 THEN DecOutPerc = Round((DecOut/TopOut)*100) ELSE DecOutPerc = 0 - Round((ABS(DecOut)/ABS(BottomOut))*100) ENDIF IF AvgOut > 0 THEN AvgOutPerc = Round((AvgOut/TopOut)*100) ELSE AvgOutPerc = 0 - Round((ABS(AvgOut)/ABS(BottomOut))*100) ENDIF //Rating Calculations JanScore = Round((((((JanPerc/2) + JanOutPerc)/2) + (((JanRelScore/2) + JanOutRelScore)/2))/20)*10)/10 FebScore = Round((((((FebPerc/2) + FebOutPerc)/2) + (((FebRelScore/2) + FebOutRelScore)/2))/20)*10)/10 MarScore = Round((((((MarPerc/2) + MarOutPerc)/2) + (((MarRelScore/2) + MarOutRelScore)/2))/20)*10)/10 AprScore = Round((((((AprPerc/2) + AprOutPerc)/2) + (((AprRelScore/2) + AprOutRelScore)/2))/20)*10)/10 MayScore = Round((((((MayPerc/2) + MayOutPerc)/2) + (((MayRelScore/2) + MayOutRelScore)/2))/20)*10)/10 JunScore = Round((((((JunPerc/2) + JunOutPerc)/2) + (((JunRelScore/2) + JunOutRelScore)/2))/20)*10)/10 JulScore = Round((((((JulPerc/2) + JulOutPerc)/2) + (((JulRelScore/2) + JulOutRelScore)/2))/20)*10)/10 AugScore = Round((((((AugPerc/2) + AugOutPerc)/2) + (((AugRelScore/2) + AugOutRelScore)/2))/20)*10)/10 SepScore = Round((((((SepPerc/2) + SepOutPerc)/2) + (((SepRelScore/2) + SepOutRelScore)/2))/20)*10)/10 OctScore = Round((((((OctPerc/2) + OctOutPerc)/2) + (((OctRelScore/2) + OctOutRelScore)/2))/20)*10)/10 NovScore = Round((((((NovPerc/2) + NovOutPerc)/2) + (((NovRelScore/2) + NovOutRelScore)/2))/20)*10)/10 DecScore = Round((((((DecPerc/2) + DecOutPerc)/2) + (((DecRelScore/2) + DecOutRelScore)/2))/20)*10)/10 IF JanScore > 0 THEN JanScoreR = 0 JanScoreG = 128 ELSE JanScoreR = 128 JanScoreG = 0 ENDIF IF FebScore > 0 THEN FebScoreR = 0 FebScoreG = 128 ELSE FebScoreR = 128 FebScoreG = 0 ENDIF IF MarScore > 0 THEN MarScoreR = 0 MarScoreG = 128 ELSE MarScoreR = 128 MarScoreG = 0 ENDIF IF AprScore > 0 THEN AprScoreR = 0 AprScoreG = 128 ELSE AprScoreR = 128 AprScoreG = 0 ENDIF IF MayScore > 0 THEN MayScoreR = 0 MayScoreG = 128 ELSE MayScoreR = 128 MayScoreG = 0 ENDIF IF JunScore > 0 THEN JunScoreR = 0 JunScoreG = 128 ELSE JunScoreR = 128 JunScoreG = 0 ENDIF IF JulScore > 0 THEN JulScoreR = 0 JulScoreG = 128 ELSE JulScoreR = 128 JulScoreG = 0 ENDIF IF AugScore > 0 THEN AugScoreR = 0 AugScoreG = 128 ELSE AugScoreR = 128 AugScoreG = 0 ENDIF IF SepScore > 0 THEN SepScoreR = 0 SepScoreG = 128 ELSE SepScoreR = 128 SepScoreG = 0 ENDIF IF OctScore > 0 THEN OctScoreR = 0 OctScoreG = 128 ELSE OctScoreR = 128 OctScoreG = 0 ENDIF IF NovScore > 0 THEN NovScoreR = 0 NovScoreG = 128 ELSE NovScoreR = 128 NovScoreG = 0 ENDIF IF DecScore > 0 THEN DecScoreR = 0 DecScoreG = 128 ELSE DecScoreR = 128 DecScoreG = 0 ENDIF //Text IF StartMonthIn = 1 THEN DrawText(" From Jan #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 2 THEN DrawText(" From Feb #StartYearIn#" ,barindex,15.5,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 3 THEN DrawText(" From Mar #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 4 THEN DrawText(" From Apr #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 5 THEN DrawText(" From May #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 6 THEN DrawText(" From Jun #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 7 THEN DrawText(" From Jul #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 8 THEN DrawText(" From Aug #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 9 THEN DrawText(" From Sep #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 10 THEN DrawText(" From Oct #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 11 THEN DrawText(" From Nov #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF IF StartMonthIn = 12 THEN DrawText(" From Dec #StartYearIn#",barindex,55,SansSerif,Standard,10)coloured(0,0,0) ENDIF DrawText(" Return Rank% Reliability%",barindex,52,SansSerif,Standard,10)coloured(0,0,0) DrawText("Jan IS #Jan# #JanPerc# #JanRel#",barindex,48,SansSerif,Standard,10)coloured(JanR,JanG,0) DrawText("Feb IS #Feb# #FebPerc# #FebRel#",barindex,44,SansSerif,Standard,10)coloured(FebR,FebG,0) DrawText("Mar IS #Mar# #MarPerc# #MarRel#",barindex,40,SansSerif,Standard,10)coloured(MarR,MarG,0) DrawText("Apr IS #Apr# #AprPerc# #AprRel#",barindex,36,SansSerif,Standard,10)coloured(AprR,AprG,0) DrawText("May IS #May# #MayPerc# #MayRel#",barindex,32,SansSerif,Standard,10)coloured(MayR,MayG,0) DrawText("Jun IS #Jun# #JunPerc# #JunRel#",barindex,28,SansSerif,Standard,10)coloured(JunR,JunG,0) DrawText("Jul IS #Jul# #JulPerc# #JulRel#",barindex,24,SansSerif,Standard,10)coloured(JulR,JulG,0) DrawText("Aug IS #Aug# #AugPerc# #AugRel#",barindex,20,SansSerif,Standard,10)coloured(AugR,AugG,0) DrawText("Sep IS #Sep# #SepPerc# #SepRel#",barindex,16,SansSerif,Standard,10)coloured(SepR,SepG,0) DrawText("Oct IS #Oct# #OctPerc# #OctRel#",barindex,12,SansSerif,Standard,10)coloured(OctR,OctG,0) DrawText("Nov IS #Nov# #NovPerc# #NovRel#",barindex,8,SansSerif,Standard,10)coloured(NovR,NovG,0) DrawText("Dec IS #Dec# #DecPerc# #DecRel#",barindex,4,SansSerif,Standard,10)coloured(DecR,DecG,0) DrawText("Avg IS #Avg# #AvgPerc# #AvgRel#",barindex,-2,SansSerif,Standard,10)coloured(AvgR,AvgG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,50,SansSerif,Standard,10)coloured(128,128,128) DrawText("Jan OS #JanOut# #JanOutPerc# #JanOutRel#",barindex,46,SansSerif,Standard,10)coloured(JanOutR,JanOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,46,SansSerif,Standard,10)coloured(128,128,128) DrawText("Feb OS #FebOut# #FebOutPerc# #FebOutRel#",barindex,42,SansSerif,Standard,10)coloured(FebOutR,FebOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,42,SansSerif,Standard,10)coloured(128,128,128) DrawText("Mar OS #MarOut# #MarOutPerc# #MarOutRel#",barindex,38,SansSerif,Standard,10)coloured(MarOutR,MarOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,38,SansSerif,Standard,10)coloured(128,128,128) DrawText("Apr OS #AprOut# #AprOutPerc# #AprOutRel#",barindex,34,SansSerif,Standard,10)coloured(AprOutR,AprOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,34,SansSerif,Standard,10)coloured(128,128,128) DrawText("May OS #MayOut# #MayOutPerc# #MayOutRel#",barindex,30,SansSerif,Standard,10)coloured(MayOutR,MayOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,30,SansSerif,Standard,10)coloured(128,128,128) DrawText("Jun OS #JunOut# #JunOutPerc# #JunOutRel#",barindex,26,SansSerif,Standard,10)coloured(JunOutR,JunOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,26,SansSerif,Standard,10)coloured(128,128,128) DrawText("Jul OS #JulOut# #JulOutPerc# #JulOutRel#",barindex,22,SansSerif,Standard,10)coloured(JulOutR,JulOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,22,SansSerif,Standard,10)coloured(128,128,128) DrawText("Aug OS #AugOut# #AugOutPerc# #AugOutRel#",barindex,18,SansSerif,Standard,10)coloured(AugOutR,AugOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,18,SansSerif,Standard,10)coloured(128,128,128) DrawText("Sep OS #SepOut# #SepOutPerc# #SepOutRel#",barindex,14,SansSerif,Standard,10)coloured(SepOutR,SepOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,14,SansSerif,Standard,10)coloured(128,128,128) DrawText("Oct OS #OctOut# #OctOutPerc# #OctOutRel#",barindex,10,SansSerif,Standard,10)coloured(OctOutR,OctOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,10,SansSerif,Standard,10)coloured(128,128,128) DrawText("Nov OS #NovOut# #NovOutPerc# #NovOutRel#",barindex,6,SansSerif,Standard,10)coloured(NovOutR,NovOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,6,SansSerif,Standard,10)coloured(128,128,128) DrawText("Dec OS #DecOut# #DecOutPerc# #DecOutRel#",barindex,2,SansSerif,Standard,10)coloured(DecOutR,DecOutG,0) DrawText("_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _",barindex,2,SansSerif,Standard,10)coloured(128,128,128) DrawText("Avg OS #AvgOut# #AvgOutPerc# #AvgOutRel#",barindex,-4,SansSerif,Standard,10)coloured(AvgOutR,AvgOutG,0) DrawText("Rating Score",barindex,-8,SansSerif,Standard,10)coloured(0,0,0) DrawText("Jan #JanScore#",barindex,-12,SansSerif,Standard,10)coloured(JanScoreR,JanScoreG,0) DrawText("Feb #FebScore#",barindex,-14,SansSerif,Standard,10)coloured(FebScoreR,FebScoreG,0) DrawText("Mar #MarScore#",barindex,-16,SansSerif,Standard,10)coloured(MarScoreR,MarScoreG,0) DrawText("Apr #AprScore#",barindex,-18,SansSerif,Standard,10)coloured(AprScoreR,AprScoreG,0) DrawText("May #MayScore#",barindex,-20,SansSerif,Standard,10)coloured(MayScoreR,MayScoreG,0) DrawText("Jun #JunScore#",barindex,-22,SansSerif,Standard,10)coloured(JunScoreR,JunScoreG,0) DrawText("Jul #JulScore#",barindex,-24,SansSerif,Standard,10)coloured(JulScoreR,JulScoreG,0) DrawText("Aug #AugScore#",barindex,-26,SansSerif,Standard,10)coloured(AugScoreR,AugScoreG,0) DrawText("Sep #SepScore#",barindex,-28,SansSerif,Standard,10)coloured(SepScoreR,SepScoreG,0) DrawText("Oct #OctScore#",barindex,-30,SansSerif,Standard,10)coloured(OctScoreR,OctScoreG,0) DrawText("Nov #NovScore#",barindex,-32,SansSerif,Standard,10)coloured(NovScoreR,NovScoreG,0) DrawText("Dec #DecScore#",barindex,-34,SansSerif,Standard,10)coloured(DecScoreR,DecScoreG,0) Hi = 57 Mid = 50 Mid2 = 0 Lo = -6 Lo1 = -10 Lo2 = -36 Return Hi as "Line1", Mid as "Line2", Mid2 as "Line3", Lo as "Line4", Lo1 as "Line5", Lo2 as "Line6" |
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Hello Vonasi, In the same spirit as this table would you have something similar to analyze on daily data. In order to determine in the long run if a Monday is rather hauled or lowered, Tuesday, Wednesday etc .
Sorry but I don’t have anything like that at the moment. This thread might be of interest to you though https://www.prorealcode.com/topic/investor-behavior/page/2/ . I have put on there a strategy that can be run to analyse buying at each hour of each day and then selling after a preset length of time. You can use this to work out which days and which hours have been historically better times to trade long.
Too bad for my question … 😉 And thank you for the link!
Very Very Good!
Thanks for the compliments ALE. If you use any results from it in a strategy then please share as you usually do!
this is Awesome tool. thanks Vonasi
….and thank you for the compliment CKW.