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[amibroker] Re: Seasonality



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Lesmond,

Nice catch, thanks for that.  I've actually got it right in my AB but
wrote it wrong here. Again, thanks.

Alex

--- In amibroker@xxxxxxxxxxxxxxx, "Lesmond V" <ebsn247lsm@xxx> wrote:
>
> 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@> 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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