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Just an observation, having written one myself is that you are just
referncing the data 252 bars ago. Over time you may find the reference
is not to the first bar of the year as there is never a consistent
number of trading days per year
True seasonality compares the 1st day with the 1st day, 2nd with 2nd
etc of each year.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 2/24/06, axle_d <axle_d@xxxxxxxxx> wrote:
> 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
> > > >
> > >
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
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