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[amibroker] Re: Seasonality



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Very interesting, Axle. I found a little bug in your code from message #93568:

ref(C, -252*-2) should be: ref(C, -252*2)

So here is the code again:

/**************************/
dp_y = 252; // days per year
ac5y = (Ref(C,-dp_y*5)+Ref(C,-dp_y*4)+Ref(C,-dp_y*3)+Ref(C,-dp_y*2)+Ref(C,-dp_y))/5; // day's avg 5yr Close

Plot(ac5y, "", colorViolet, styleOwnScale);
/**************************/

Lesmond

--- In amibroker@xxxxxxxxxxxxxxx, "axle_d" <axle_d@xxx> wrote:
>
> Mike,
> 
> I have something you may be looking for.  Note that I use 252 as the
> numebr of trading days not a 365 day year lookback.
> 
> Do a search on message #93568
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike Mann" <mikemann@> wrote:
> >
> > Has anyone built a seasonality tracker that compares the performance
> > of a ticker in the same day,week,month in previous years to determine
> > seasonal pattern?
> >
> > Thanks,  Mike
> >
>







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