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Now the next step is to get your original question answered:
how to plot seasonality line 15 days into the future (as all the data is already known)?
Anyone interested in seasonality issue who doesn't have continuous futures data can check out the following code with US symbol XAU (Amex). Min 5 years of eod data is needed:
/**************************/
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(C, "", colorDarkYellow, styleCandle); // plot main candles
Plot(ac5y, "", colorViolet, styleOwnScale); // plot seasonality overlay
SetChartOptions(0, chartShowDates);
/**************************/
Lesmond
--- In amibroker@xxxxxxxxxxxxxxx, "axle_d" <axle_d@xxx> 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@> 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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