This overlay is built on the idea of seasonal charts.
It is constructed by taking the percentage change from each close and recording that change for every trading day of any year that is within the sample. We then take the average for each day of all the years.
These averages are then cumulated to create the chart as per traditional seasonal chart...
The Seasonality Widget tool allows users to easily visualize seasonal trends from various data sources.
Users can select different levels of granularity as well as different statistics to express seasonal trends.
🔶 USAGE
Seasonality allows us to observe general trends occurring at regular intervals. These intervals can be user-selected from the...
The end of month effect is a well known trading strategy in the stock market. Quite simply, most stocks go up at the end of the month. What's even better is that this effect spills over to the next phew days of the next month.
In this script we backtest this theory which should work especially well on SP500 pair.
By default the strategy buys 2 days before the...
This script is used to analyze the seasonality of any asset (commodities, stocks, indices).
To use the script select a timeframe D or W and select the months you are interested in the script settings. You will see all the candles that are part of those months highlighted in the chart.
You can use this script to understand if assets have a cyclical behavior in...
The Seasonality Chart script displays seasonal variations of price changes that are best used on the daily timeframe. Users have the option to select the calculation lookback (in years) as well as show the cumulative sum of the seasonal indexes.
🔶 SETTINGS
Lookback (Years): Number of years to use for the calculation of the seasonality chart.
Cumulative...
Use this indicator on Daily Timeframe
This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the month (Day 1..31).
User can change the start of the year and month for analysis from the inputs.
Year is represented in rows and Day of the month (Day) is represented in cols.
This indicator uses...
Use this script on Daily Timeframe.
This script calculates Daily Moves ( Intraday / Close basis ) and buckets them into 1% / 2% / 3% moves
Also calculates MAX DD for the financial year from Peak to Trough
Helps in identifying volatility of the instrument and high drawdowns due to volatility
Table of monthly % changes in Average Price over the last 10 years (or the 10 yrs prior to input year).
Useful for gauging seasonal tendencies of an asset; backtesting monthly volatility and bullish/bearish tendency.
~~User Inputs~~
Choose measure of average: sma(close), sma(ohlc4), vwap(close), vwma(close).
Show last 10yrs, with 10yr average % change, or to just...
![BTCUSD: Seasonality Widget [LuxAlgo]](https://s3.tradingview.com/w/W9cxDfDa_mid.png "Seasonality Widget [LuxAlgo]")
![SPX: Turn of the Month Strategy [Honestcowboy]](https://s3.tradingview.com/n/NXejRbFv_mid.png "Turn of the Month Strategy [Honestcowboy]")
![SPX: Seasonality Chart [LuxAlgo]](https://s3.tradingview.com/m/M3V8NCvv_mid.png "Seasonality Chart [LuxAlgo]")
