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Consider Seasonality (in addition to a buy signal)
This is a Feature Request with 4 votes

I would like to try to consider a stocks seasonality, in addition to a potential technical buy signal. The idea behind this is the realtive amount of months in which an instrument has closed positive from the first to the last trading day. Additionally there should be a possibility to define a lookup-period (5 years, 10 years, 20 years etc.). How can this be realize in Quantacula without too much effort or would this be a new feature request?


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Hi Merlin,

Thinking about this, it's possible but I don't think it's possible without quite a bit of coding effort as it stands. We have a working example of this implemented in Wealth-Lab that I should be able to convert over in the next couple of days.

Hi Merlin, Thinking about this, it's possible but I don't think it's possible without quite a bit of coding effort as it stands. We have a working example of this implemented in Wealth-Lab that I should be able to convert over in the next couple of days.

I'm thinking this could be best implemented as a new extension. You'd open the extension window and it would be like another way to view symbols data. Instead of the OHLC/V chart, you get the seasonality histogram, and it would respond to clicks on the symbols in a Universe just like the chart does, or you could enter your symbol manually. I will turn this into a Feature Request for voting, it opens up some new and interesting space for extension development.

I'm thinking this could be best implemented as a new extension. You'd open the extension window and it would be like another way to view symbols data. Instead of the OHLC/V chart, you get the seasonality histogram, and it would respond to clicks on the symbols in a Universe just like the chart does, or you could enter your symbol manually. I will turn this into a Feature Request for voting, it opens up some new and interesting space for extension development.

My idea was to be able to use the information for a single symbol in code to make some further trading decisions. In this case, a graphical chart is useless. I programmed a little prototype in SQL, just to get a list of stocks having a november bias over 80%, over the past 15 years

My idea was to be able to use the information for a single symbol in code to make some further trading decisions. In this case, a graphical chart is useless. I programmed a little prototype in SQL, just to get a list of stocks having a november bias over 80%, over the past 15 years

The extension could also expose a new indicator, something that would return the monthly bias based on a certain lookback. A whole "Seasonality" extension is starting to coalesce.

The extension could also expose a new indicator, something that would return the monthly bias based on a certain lookback. A whole "Seasonality" extension is starting to coalesce.

Excellent, this will be a very useful addition. Seasonality is not just on a month by month basis; allow flexibility on the date selection please. Thanks Merlin for yet another good suggestion, and Glitch for the followup.

Excellent, this will be a very useful addition. Seasonality is not just on a month by month basis; allow flexibility on the date selection please. Thanks Merlin for yet another good suggestion, and Glitch for the followup.

Yes that would be ok. I can also live with it if I have a "point in time" lookback period iso. a startDate Parameter.

Yes that would be ok. I can also live with it if I have a "point in time" lookback period iso. a startDate Parameter.
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