Saturday, January 24, 2015

thinkscript included: sdi_seasonalStgy revision 1.3.0

this release of sdi_seasonalStgy includes two improvements to the statistics label. 

  • previously, the stats label omitted the first trade from the accounting when it coincided with the first bar on the chart. the reported win/loss ratio and average g/l were correct they just, sometimes, included one fewer data point than was available. 
  • the second improvement is a report of the standard deviation of the gains and losses. this is shown as a +/- number following the average g/l as you can see from the image below:

SPY with sdi_seasonalStgy rev 1.3.0 showing average g/l over last 15 years of a 10 trading-day hold.
this is probably why some pundits are suggesting not trading over the next two weeks.

1 comment:

  1. Long time no talk. Can you write a script to scan for stocks that show a positive or negative seasonal pattern using this code. It could be a private arrangement. Let me know. regards Gus


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