|
PureBytes Links
Trading Reference Links
|
Attached are 6 - 5 year averages of SX closes ... 30 years of SX contracts
... reduced down from 240 days to the seasonal trade time frame (June to
August).
Only the highlighted red series matches the trade that we would all like to
trade. <G> ... i.e., the well chosen example
The Green is just plain ugly ... the pink and yellow are not much better <G>
The scale down the left side is the normalized values calculated over the
last 240 days of the contract.
To those who wrote ... in-cell formulas are always much much faster than VBA
code, however VBA allows you to automate the whole process. Total VBA time
was about 15 sec including all calculations, manipulations and charting.
Best regards
Walter
Attachment Converted: "f:\eudora\attach\SX Seasonal - 5 Year slices.gif"
|