Enhanced Seasonality Trade Backtest

4 ביוני

Enhanced Seasonality Trade Backtest
Overview
A comprehensive Pine Script indicator that backtests seasonal trading strategies by analyzing historical price performance during specific date ranges. The tool provides detailed statistics, visual markers, and election cycle filtering to identify profitable seasonal patterns.
Key Features
📊 Backtesting Engine

Tests up to 50 years of historical data
Configurable entry/exit dates (day/month)
Automatic holiday/weekend date adjustment
Separate analysis for long and short positions

🗳️ Election Cycle Filter

All Years: Test every year in the lookback period
Election Years: US presidential election years only (2024, 2020, 2016...)
Pre-Election Years: Years before elections (2023, 2019, 2015...)
Post-Election Years: Years after elections (2021, 2017, 2013...)

📈 Comprehensive Statistics

Win rate percentage
Total and average returns
Best/worst performing years
Detailed trade-by-trade breakdown
Years tested vs. years filtered

🎯 Visual Indicators

Entry/exit lines for all historical trades
Future trade date projections
Background highlighting during trade periods
Color-coded performance labels

⚙️ Customization Options

Toggle between long/short analysis
Show/hide price and date details
Adjustable table position
Future trade date visualization

Use Cases

Seasonal Trading: Identify recurring profitable periods (e.g., "Sell in May")
Election Cycle Analysis: Test how political cycles affect market performance
Strategy Validation: Backtest specific date-range strategies
Risk Assessment: Analyze worst-case scenarios and drawdowns

Perfect For

Swing traders looking for seasonal edges
Portfolio managers timing market entries/exits
Researchers studying market cyclicality
Anyone wanting to quantify seasonal market behavior

ONLY WORKS IN 1D TIME FRAME

4 ביוני

הערות שחרור

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