Seasonality Trader - PerformanceThis indicator is best used with the companion Seasonality Trader and Seasonality Trader - Deviations .
Plots the daily seasonality average performance profile for any ticker. Each day of the year has a statistical performance. The average of that performance can be extracted using either a simple or exponential approach, which is what this indicator shows.
This indicator:
Operates for any ticker . This indicator will not work properly on anything except a day chart using candlesticks, bars, or Heikin Ashi candles.
Any look back period (in years) is possible, as long as there is data available. This indicator will only plot values while the selected look back length is greater than the total number of years available at a given location on the chart.
Supports multiple sources beyond just the ticker close. Any price source can be used from the chart.
Can be dragged onto the main chart area and merged with the same axis used by the companion Seasonality Trader .
Has logic for daylight savings time and leap years.
Please view the following two videos to understand more:
Introduction Part 1 - Seasonality Trader
Introduction Part 2 - Variance and Performance Scripts
Please PM me on Trading View or Telegram for access.
Seasontrades
Seasonality Trader - DeviationsThis indicator is best used with the companion Seasonality Trader .
Plots the daily seasonality standard deviation profile for any ticker. Each day of the year has a statistical performance. The average of that performance can be extracted, which can then be used to calculate the standard deviation for that particular day of the year.
This indicator:
Operates for any ticker . This indicator will not work properly on anything except a day chart using candlesticks, bars, or Heikin Ashi candles.
Any look back period (in years) is possible, as long as there is data available. This indicator will only plot values while the selected look back length is greater than the total number of years available at a given location on the chart.
Supports multiple sources beyond just the ticker close. Any price source can be used from the chart.
Can be dragged onto the main chart area and merged with the same axis used by the companion Seasonality Trader .
Has logic for daylight savings time and leap years.
Please view the following two videos to understand more:
Introduction Part 1 - Seasonality Trader
Introduction Part 2 - Variance and Performance Scripts
Please PM me on Trading View or Telegram for access.
Seasonality TraderPlots the daily seasonality profile for any ticker.
This indicator:
Operates for any ticker . This indicator will not work properly on anything except a day chart using candlesticks, bars, or Heikin Ashi candles.
Any look back period (in years) is possible, as long as there is data available. This indicator will only plot values while the selected look back length is greater than the total number of years available at a given location on the chart.
Plots the current performance of the instrument on top of the seasonal profile. This is useful to observe how the current year's performance is unfolding against the expected seasonality profile.
Has the option to plot the projected price values based on the seasonality profile. This is used to demonstrate how the instrument "should perform" with real prices instead of percentages. These are simulated prices using the seasonality profile.
Has the option to fit the performance to the seasonality profile for easier viewing. This is especially useful when the current performance is vastly different than the expected seasonality.
Can plot the current seasonality profile against the current performance AND the historical seasonality profiles against the respective historical performance. This is useful to observe the seasonality evolution in the past , as the profile changes once per year.
Has the option to plot all FOMC dates up to 30 years in into the past .
Has the option to plot the next FOMC date directly on the chart at the correct future bar location.
Has logic for daylight savings time and leap years.
Please view the following two videos to understand more:
Introduction Part 1 - Seasonality Trader
Introduction Part 2 - Variance and Performance Scripts
Please PM me on Trading View or Telegram for access.
