(Compare):
For example: If you want trades to be opened only when the price is above the 200 day moving average, tick the box "Price is higher then SMA 200" and tick "Entry" in the same line.
This option enables a weighted annual calculation of seasonal patterns. Older data (price movements) are multiplied by a value smaller than 1 and receive a lower significance in the overall calculation. This makes it easier to identify seasonal trends that have weakened in recent years.
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All values from the last 2.5 years: * 1.5
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All values older than 2.5 years: * 1.35
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All values older than 5 years: * 1.25
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All values older than 7.5 years: * 1
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All values older than 10 years: * 0.8
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All values older than 12.5 years: * 0.65
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All values older than 15 years: * 0.45
The weighted annual calculation does not have any effect on the price list or the profit and loss trades.
This instrument is for subscribers only.
As a subscriber you get access to all instruments.
Furthermore, as a subscriber you have full access to our powerful Screener and Seasonality Comparison Tool.
The combination of the tools makes recurring patterns (seasonality) so valuable.
As a subscriber you will regularly receive selected trading and investment opportunities.
Hundreds of very good entry and exit points are stored in our database.
Use our screener to take full advantage of the potential of recurring patterns.
Quickly define time periods: Two clicks on the seasonal chart define the time span of the analysis.
The first click defines the beginning. The second click defines the end of the analysis period.
Once you have defined the time span, you must click on the 'Create analyses' button to run the analysis.
The image shows the three steps:
Annual Seasonality Chart: Seasonal chart: The seasonal chart of the analysis shows the selected period (full color) and the annual seasonal performance in one chart.
Selected time period: The table shows the selected time span. The selection can be configured with the "Time span", "Days per month" and "Week days" sliders. The last two options can be found under the "Time Options" button.
First symbol - Result Key figures:
Summarized profit: Profit of the selected period of all calculated years.
Average yearly profit: Average profit of the selected period of all calculated years.
Max drawdown: Maximum loss period in the summarized profit.
Winning trades: Percentage number of positive trades.
Count trades: Number of trades.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Symbol (Compare) - Result Key figures:
Summarized profit: Profit of the selected period of all calculated years.
Average yearly profit: Average profit of the selected period of all calculated years.
Max drawdown: Maximum loss period in the summarized profit.
Winning trades: Percentage number of positive trades.
Count trades: Number of trades.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Backtest: Selected Time Period Trade Simulation
Backtest: Selected Time Period Trade Simulation: The next two charts show the result of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
In the bottom table of the analysis you can find a list of individual trades with further details.
Backtest: Selected Time Period Trade Simulation: The next two charts show the result of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
In the bottom table of the analysis you can find a list of individual trades with further details.
Simulated trades: Summarised profit: The performance chart shows all trades in a performance curve. The chart simulate the result if every trade on the instrument would have been bought at the beginning of the selected period and sold at the end of the period.
Simulated trades: Profit & losses: This bar chart shows the gains or losses of each trade if the instrument had been bought at the beginning of the selected period and sold at the end of the period.
Trade simulation of the selected time period (Trade List)
Trade simulation of the selected time period (Trade List): The table show the list of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
Trade simulation of the selected time period (Trade List): The table show the list of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
| Symbol | Startdate | Startpprice | Enddate | Endprice | Change | Change % | Maxrise % | Maxdrop % |
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Seasonal statistics
Seasonal statistics: The next four charts show the seasonal evaluation for each year, month, day of the month and day of the week.
Seasonal statistics: The next four charts show the seasonal evaluation for each year, month, day of the month and day of the week.
Seasonality: Yearly: The chart shows the annual seasonal pattern of the selected time period. This seasonal data is important for a detailed analysis. With this chart you can see which year offers opportunities or risks.
Seasonality: Monthly: The chart shows the annual seasonal pattern of the selected time period. This seasonal data is important for a detailed analysis. With this chart you can see which month offers opportunities or risks.
Seasonality: Weekly: The chart shows the annual seasonal pattern of the selected time period. This seasonal data is important for a detailed analysis. With this chart you can see which week offers opportunities or risks.
Seasonality: Monthly: The chart shows the annual seasonal pattern of the selected time period. This seasonal data is important for a detailed analysis. With this chart you can see which day of month offers opportunities or risks.
Seasonality: Monthly: The chart shows the annual seasonal pattern of the selected time period. This seasonal data is important for a detailed analysis. With this chart you can see which weekday offers opportunities or risks.
Monthly Statitic: The statistics show the average monthly performance and the percentage win rate whether the month had a positive or negative final result. Furthermore, the best and worst months are displayed including the years in which they occurred.
| Jan. | Feb. | Mar. | Apr. | May. | June | July | Aug. | Sep. | Oct. | Nov. | Dec. |
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| Jan. | Feb. | Mar. | Apr. | May. | June | July | Aug. | Sep. | Oct. | Nov. | Dec. |
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| Jan. | Feb. | Mar. | Apr. | May. | June | July | Aug. | Sep. | Oct. | Nov. | Dec. |
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Intraday Seasonality Chart: Intraday data of the last days. The result of the intraday data can be limited by the "Day per Month" and "Week day" analysis and by the "Exclude month" and "Exclude week days" specifications.