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Seasonality charts


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Seasonality charts

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  #1 (permalink)
Charlotte NC
 
Experience: Advanced
Platform: Charts:Ninja Trader w/IB, execution:TOS
Broker: TOS
Trading: CL, ES, ZN, ZB, RUT.
 
Posts: 232 since Jul 2009
Thanks: 98 given, 122 received

This code will plot different years of price action in the same screen using EOD data. This is an approximation. f you find a way to make the data more accurate please post.


plot LastYear = close[252];
plot TwoYearsAgo = close [2 * 252];
plot ThreeYearsAgo = close [3 * 252];
plot FourYearsAgo = close [4 *252];
plot FiveYearsAgo = close [5 * 252];
plot CombinedAvg = (LastYear + TwoYearsAgo +ThreeYearsAgo + fourYearsAgo + fiveYearsAgo) / 5;
CombinedAvg.SetDefaultColor(color.LIME);

def today = GetLastDay() == GetDay();

AddChartBubble(today, LastYear, "LY", Color.white);
AddChartBubble(today, TwoYearsAgo, "2Ya", Color.white);
AddChartBubble(today, ThreeYearsAgo, "3Ya", Color.white);
AddChartBubble(today, FourYearsAgo, "4Ya", Color.white);
AddChartBubble(today, FiveYearsAgo, "5Ya", Color.white);



To make it easier to read I run same idea with a 5 day SMA instead of EOD prices. I hope it helps.



input AvgLength = 5;
plot ThisYear = Average(close, AvgLength);
ThisYear.SetDefaultColor(Color.WHITE);
plot LastYear = Average(close[252], AvgLength);
LastYear.SetDefaultColor(Color.CYAN);
plot TwoYearsAgo = Average(close[2 * 252], AvgLength);
TwoYearsAgo.SetDefaultColor(Color.PINK);
plot ThreeYearsAgo = Average(close[3 * 252], AvgLength);
ThreeYearsAgo.SetDefaultColor(Color.LIGHT_GRAY);
plot FourYearsAgo = Average(close[4 * 252], AvgLength);
FourYearsAgo.SetDefaultColor(Color.YELLOW);
plot FiveYearsAgo = Average(close[5 * 252], AvgLength);
TwoYearsAgo.SetDefaultColor(Color.RED);

plot CombinedAvg = ( LastYear + TwoYearsAgo +ThreeYearsAgo + fourYearsAgo + fiveYearsAgo) / 5;
CombinedAvg.SetDefaultColor(color.LIME);

def today = GetLastDay() == GetDay();

AddChartBubble(today, CombinedAvg, "Avg", Color.LIME);
AddChartBubble(today, LastYear, "LY", Color.white);
AddChartBubble(today, TwoYearsAgo, "2Ya", Color.white);
AddChartBubble(today, ThreeYearsAgo, "3Ya", Color.white);
AddChartBubble(today, FourYearsAgo, "4Ya", Color.white);
AddChartBubble(today, FiveYearsAgo, "5Ya", Color.white);

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