Services & Features

ProRealAI New Your coding copilot for ProRealTime™. From idea to ProBuilder code in seconds.

Library Free Free indicators, strategies, screeners & more

Marketplace Paid Premium paid tools for ProRealTime™

Forums Discuss, share, learn.

Groups Connect with traders

Snippets Hundreds of reusable trading codes & tools

ProRealQuant Strategies generator for ProRealTime™

Seasonality or just the ultimate curve fit?

Vonasi · 2021-03-07T16:03:24+00:00

I got to thinking about seasonality again and this got me thinking that I should test to see if there are any sections of a year that if you had been long or short in every year would have returned good results and a nice equity curve. So I coded two very simple strategies that count week numbers and and buy on one week number and sell on another week number. Optimise the two strategies with the variables startweek and endweek with values between 1 and 53 and it will tell you which blocks of weeks have given the best return during the historical data. Then I created a third strategy that you can enter the best returned values as startweeklong, endweeklong, startweekshort and endweekshort so as to see what the equity curve would have looked like had you been short during the best weeks and long during the best weeks. On my tests I found that the best long weeks rarely clashed with the best short weeks but if you find an instrument where they do then you can’t put those values in the ‘Both’ strategy. The strategies only work on the weekly chart. The question up for general discussion is….. is this seasonality or is it just the ultimate curve fit? I have attached images of Live Cattle and Soybeans. No spread was used in the tests. defparam cumulateorders = false if openyear <> openyear[1] then wn = 0 endif wn = wn + 1 if wn = startweek then buy 1 contract at market endif if onmarket and wn = endweek then sell at market endif defparam cumulateorders = false if openyear <> openyear[1] then wn = 0 endif wn = wn + 1 if wn = startweek then sellshort 1 contract at market endif if onmarket and wn = endweek then exitshort at market endif defparam cumulateorders = false startweekshort = 17 endweekshort = 39 startweeklong = 39 endweeklong = 17 if openyear <> openyear[1] then wn = 0 endif wn = wn + 1 if wn = startweeklong then buy 1 contract at market endif if onmarket and wn = endweeklong then sell at market endif if wn = startweekshort then sellshort 1 contract at market endif if onmarket and wn = endweekshort then exitshort at market endif

ProRealTime Forum
ProRealTime English Forum
General Trading: Market Analysis & Manual Trading
Seasonality or just the ultimate curve fit?

Viewing 3 posts - 16 through 18 (of 18 total)

← 1 2

Author

Posts
06/07/2021 at 9:00 AM #171302 quote

snucke
Participant

Veteran

The seasonality curve indicator is wonderful, thank you Vonasi

but it seems like its not working properly anymore, it only shows some months now and not all

and on some markets it only shows one month.

do you mind taking a look at it?

06/21/2021 at 10:29 PM #172110 quote

Vonasi
Moderator

Master

Sorry but I am taking some time away from coding things and concentrating on other projects so I can’t look into it for you right now.

06/22/2021 at 6:44 PM #172152 quote

snucke
Participant

Veteran

ok, thanks anyway for creating it Vonasi!

maybe nicolas or roberto can decode this and figure out why it is not working anymore?
Author

Posts

Viewing 3 posts - 16 through 18 (of 18 total)

← 1 2

You must be logged in to reply to this topic.

From idea to ProBuilder code in seconds.

Your coding copilot for ProRealTime™. Ask in plain English — get clean, ready-to-paste indicators, screeners and systems.

Available in 7 languages

Try ProRealAI

Seasonality or just the ultimate curve fit?

General Trading: Market Analysis & Manual Trading

New Reply

Author

Vonasi @vonasi Moderator

Summary

This topic contains 17 replies,
has 4 voices, and was last updated by snucke
5 years, 3 months ago.

Topic Details

Forum:	General Trading: Market Analysis & Manual Trading
Language:	English
Started:	03/07/2021
Status:	Active
Attachments:	19 files

Your ProRealCode Account

Or with Username or Email

I accept the Terms & Conditions

Remember me Forgot Password?

Not a Member yet? Sign up

About personal data collected

The information collected on this form is stored in a computer file by ProRealCode to create and access your ProRealCode profile. This data is kept in a secure database for the duration of the member's membership. They will be kept as long as you use our services and will be automatically deleted after 3 years of inactivity. Your personal data is used to create your private profile on ProRealCode. This data is maintained by SAS ProRealCode, 407 rue Freycinet, 59151 Arleux, France. If you subscribe to our newsletters, your email address is provided to our service provider "MailChimp" located in the United States, with whom we have signed a confidentiality agreement. This company is also compliant with the EU/Swiss Privacy Shield, and the GDPR. For any request for correction or deletion concerning your data, you can directly contact the ProRealCode team by email at privacy@prorealcode.com If you would like to lodge a complaint regarding the use of your personal data, you can contact your data protection supervisory authority.

Get Assistance

Assistance Type

Your Need

Proposed Solutions

Choose Assistance Type

Your choice will define the different steps of the wizard. If your demand is not listed, please contact us directly. Contact Page.

Public Assistance Your demand will be public and visible to all users. Or you might find the answer in our content.

Private Assistance Your demand will be private and visible only to you and the ProRealTime™ team (may include fees)

Your Need

Make a choice to define the next steps of the wizard.

I need programming help For all assistance about coding with ProRealTime™ I want to use available codes on my platform Quickly download and directly use codes on your platform
from trading strategies to indicators and screeners! I'd like to know more about trading For all assistance about trading with ProRealTime™ I want information about ProRealTime For all assistance about ProRealTime™

I need assistance with my ProRealTime account For all assistance about your ProRealTime account I need a programmer to help me code my idea (paid service) For all assistance about coding with ProRealTime™

Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealAI New Describe your idea in plain English and get ready-to-paste ProBuilder code in seconds.

Forums Ask your question in the forums and get help from the community.

Documentation Find all the documentation about the ProRealTime™ programming language.

Snippets Find code snippets available and shared by the community.

Learning Learn the ProRealTime™ programming language with our online courses.

Codes Library Find thousands of code examples available in the ProRealTime™ library.

Download Codes

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Library Find thousands of free codes examples available in the ProRealTime™ library.

ProRealCode Marketplace Hundreds of automated trading strategies, indicators and more proposed by professionals and the community.

Trading Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

Learning Find courses about trading in our online learning content.

Groups Join trading groups and get help from the community.

Videos Find videos about trading in our online learning content.

Tutorials Find tutorials about trading in our online learning content.

ProRealTime Information

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime™ Official Visit the official ProRealTime website for all information about the platform.

ProRealTime™ Help Page Visit the official ProRealTime help page for any help about the platform.

Account Assistance

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

ProRealTime Contact Page A team of financial experts, engineers, and customer support representatives at your service!

Paid Programming Help

Please find below the list of available solutions. If you don't find your solution, please contact us directly. Contact Page.

The ProRealCode Programming Services Get your own custom-made indicators, strategies, and more for ProRealTime™.
We can also help you with your own code.
Since 2015, we have been helping thousands of traders and developers with their ProRealTime™ projects!

Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)

About
Contact
Terms & Conditions
Privacy Policy
Moderation Rules

Seasonality or just the ultimate curve fit?

From idea to ProBuilder code in seconds.

Seasonality or just the ultimate curve fit? General Trading: Market Analysis & Manual Trading

Author

Summary

Topic Details

Seasonality or just the ultimate curve fit?

General Trading: Market Analysis & Manual Trading