Universal Seasonal™ for TradersStudio® Turbo
10000 Left in Stock
Manufacturer: Murray Ruggiero
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Seasonal trading patterns exist not only for various commodities which you might expect like corn and soybeans, but they also exist for most futures markets. Believe it or not the stock indexes have some of the strongest seasonal patterns. In addition, individual large-cap stocks also show seasonal patterns on the S&P500 or Dow 30. Seasonal trading requires data series with long histories. It's best if you have as long historical data as possible. There are many web sites and services that sell seasonal information about various markets. The problem is that these sites' seasonal tests are mostly done 100% in hindsight from these sources. As such you may wind up with bad statistical correlations. To add insult to injury, these services also are not cheap. Some of these services cost $300-$400 a year with this hindsight flaw. My Universal Seasonal add-in for TradersStudio Turbo will calculate a walk-forward season on any data series to which it is applied. It also includes seasonal trading systems which generate 100% mechanical signals. You can apply these seasonal ideas to anything from real commodities to individual stocks, and this package will generate updated signals year after year as long as you have the data. The Universal Seasonal add-in has several different types of seasonal indicators and strategies, from classic seasonal calculations to the Ruggiero/Barna Seasonal index, which I discussed in my book, Cybernetic Trading Strategies. The Ruggiero/Barna Seasonal Index (included with this add-in) is calculated as follows:
- Develop your seasonal and update it as you walk forward in your data.
- For each trading day of year, record the “next n-day” returns and the percentage of time the market moved up (for positive returns) or down (for negative returns).
- Multiply this n-day return by the proper percentage.
- Scale the numbers calculated in step 3 between -1 and 1 over the trading year. This is the output value known as the "Ruggiero/ Barna Seasonal", whose type of walk forward calculation will give you the most realistic and reliable measure of a given seasonal pattern. This is so, as most seasonal patterns do not become obvious until several years after the bias begins to occur, thus it would be impossible to profit from earlier trades.
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