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Adding a the signal qualifier below to your code, optimize and click the 3D
chart button, you can have a quick view of how seasonality effects your
system. This is just an example! Please modify it to analyze days of the
week and whatever else you think may have an effect on your system
performance.
Happy Coding,
Herman
m = Optimize("Month",0,1,12,1);
Qm = m == Month() OR m == 0;
y = Optimize("Year",0,2000,2004,1);
Qy = y == Year() OR m == 0;
Q = Qm AND Qy;
//// signal generator, NOT a practical system! /////
//// substitute your own system here /////
SetTradeDelays(0,0,0,0);
BuyPrice=SellPrice-ShortPrice=CoverPrice=Open;
Buy = Cross( MACD(), Signal() ) AND Q;
Sell = Cross( Signal(), MACD() ) AND Q;
Short = Sell;
Cover = Buy;
E=Equity(1);
Plot(E,"Equity",1,1);
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