StockFetcher Forums · Filter Exchange · Here is my 1st shot at a seasonality Filter<< >>Post Follow-up
SAFeTRADE
548 posts
msg #146492
Ignore SAFeTRADE
modified
2/9/2019 10:32:12 PM

It can only go back 2 years or so. See any errors in code or strategy speak up. I sent this to
Stockfetcher folks for them to look at also. At 1st glance I don't see any obvious edge here.

Fetcher[/* Reference a specific date */
set{var1,DATE(20170101,close)}
set{var2,date(20170131,close)}
set{var3, var2 / var1}

set{var4,DATE(20170201,close)}
set{var5,date(20170228,close)}
set{var6, var5 / var4}

set{var7,DATE(20170301,close)}
set{var8,date(20170331,close)}
set{var9, var8 / var7}

set{var10,DATE(20170401,close)}
set{var11,date(20170430,close)}
set{var12, var11 / var10}

set{var13,DATE(20170401,close)}
set{var14,date(20170430,close)}
set{var15, var14 / var13}

set{var16,DATE(20170501,close)}
set{var17,date(20170531,close)}
set{var18, var17 / var16}

set{var19,DATE(20170601,close)}
set{var20,date(20170530,close)}
set{var21, var20 / var19}

set{var22,DATE(20170801,close)}
set{var23,date(20170830,close)}
set{var24, var23 / var22}

set{var25,DATE(20170901,close)}
set{var26,date(20170930,close)}
set{var27, var26 / var25}

set{var28,DATE(20171001,close)}
set{var29,date(20171031,close)}
set{var30, var29 / var28}

set{var31,DATE(20171101,close)}
set{var32,date(20171130,close)}
set{var33, var32 / var31}

set{var34,DATE(20171201,close)}
set{var35,date(20171231,close)}
set{var36, var35 / var34}

/* END 2017 */

set{var1a,DATE(20180101,close)}
set{var2a,date(20180131,close)}
set{var3a, var2a / var1a}

set{var4a,DATE(20180201,close)}
set{var5a,date(20180228,close)}
set{var6a, var5a / var4a}

set{var7a,DATE(20180301,close)}
set{var8a,date(20180331,close)}
set{var9a, var8a / var7a}

set{var10a,DATE(20180401,close)}
set{var11a,date(20180430,close)}
set{var12a, var11a / var10a}

set{var13a,DATE(20180401,close)}
set{var14a,date(20180430,close)}
set{var15a, var14a / var13a}

set{var16a,DATE(20180501,close)}
set{var17a,date(20180531,close)}
set{var18a, var17a / var16a}

set{var19a,DATE(20180601,close)}
set{var20a,date(20180530,close)}
set{var21a, var20a / var19a}

set{var22a,DATE(20180801,close)}
set{var23a,date(20180830,close)}
set{var24a, var23a / var22a}

set{var25a,DATE(20180901,close)}
set{var26a,date(20180930,close)}
set{var27a, var26a / var25a}

set{var28a,DATE(20181001,close)}
set{var29a,date(20181031,close)}
set{var30a, var29a / var28a}

set{var31a,DATE(20181101,close)}
set{var32a,date(20181130,close)}
set{var33a, var32a / var31a}

set{var34a,DATE(20181201,close)}
set{var35a,date(20181231,close)}
set{var36a, var35a / var34a}

set{var37a,DATE(20190101,close)}
set{var38a,date(20190131,close)}
set{var39a, var38a / var37a}

/* END 2018 */


dow 30



add column var3{jan_2017}
add column separator
add column var6{feb_2017}
add column var9{mar_2017}
add column var12{apr_2017}
add column var15{may_2017}
add column var18{jun_2017}
add column var21{jul_2017}
add column var24{aug_2017}
add column var27{sep_2017}
add column var30{oct_2017}
add column var33(nov_2017}
add column var36{dec_2017}


add column var3a{jan_2018}
add column separator
add column var6a{feb_2018}
add column var9a{mar_2018}
add column var12a{apr_2018}
add column var15a{may_2018}

/*add column var18a{jun_2018}
add column var21a{jul_2018}
add column var24a{aug_2018}
add column var27a{sep_2018}
add column var30a{oct_2018}
add column var33a(nov_2018}
add column var36a{dec_2018} */
add column separator
add column var39a{jan_2019}

chart-length 2 years
]



Cheese
397 posts
msg #146495
Ignore Cheese
2/9/2019 11:56:27 PM

Just a quick look' There was one typo. I could be wrong.
Also, why commented out the last part of 2018 when there was a correction.
I commented the first few months of 2017 instead just to see what happens.

Cheese
397 posts
msg #146496
Ignore Cheese
2/9/2019 11:58:15 PM

Fetcher[

CHART-TIME 24 MONTHS

/* Reference a specific date */
/*
set{var1,DATE(20170101,close)}
set{var2,date(20170131,close)}
set{var3, var2 / var1}

set{var4,DATE(20170201,close)}
set{var5,date(20170228,close)}
set{var6, var5 / var4}

set{var7,DATE(20170301,close)}
set{var8,date(20170331,close)}
set{var9, var8 / var7}

set{var10,DATE(20170401,close)}
set{var11,date(20170430,close)}
set{var12, var11 / var10}

set{var13,DATE(20170401,close)}
set{var14,date(20170430,close)}
set{var15, var14 / var13}

set{var16,DATE(20170501,close)}
set{var17,date(20170531,close)}
set{var18, var17 / var16}
*/

set{var19,DATE(20170601,close)}
set{var20,date(20170630,close)} /* 06 not 05 */
set{var21, var20 / var19}

set{var22,DATE(20170801,close)}
set{var23,date(20170830,close)}
set{var24, var23 / var22}

set{var25,DATE(20170901,close)}
set{var26,date(20170930,close)}
set{var27, var26 / var25}

set{var28,DATE(20171001,close)}
set{var29,date(20171031,close)}
set{var30, var29 / var28}

set{var31,DATE(20171101,close)}
set{var32,date(20171130,close)}
set{var33, var32 / var31}

set{var34,DATE(20171201,close)}
set{var35,date(20171231,close)}
set{var36, var35 / var34}

/* END 2017 */

set{var1a,DATE(20180101,close)}
set{var2a,date(20180131,close)}
set{var3a, var2a / var1a}

set{var4a,DATE(20180201,close)}
set{var5a,date(20180228,close)}
set{var6a, var5a / var4a}

set{var7a,DATE(20180301,close)}
set{var8a,date(20180331,close)}
set{var9a, var8a / var7a}

set{var10a,DATE(20180401,close)}
set{var11a,date(20180430,close)}
set{var12a, var11a / var10a}

set{var13a,DATE(20180401,close)}
set{var14a,date(20180430,close)}
set{var15a, var14a / var13a}

set{var16a,DATE(20180501,close)}
set{var17a,date(20180531,close)}
set{var18a, var17a / var16a}

set{var19a,DATE(20180601,close)}
set{var20a,date(20180530,close)}
set{var21a, var20a / var19a}

set{var22a,DATE(20180801,close)}
set{var23a,date(20180830,close)}
set{var24a, var23a / var22a}

set{var25a,DATE(20180901,close)}
set{var26a,date(20180930,close)}
set{var27a, var26a / var25a}

set{var28a,DATE(20181001,close)}
set{var29a,date(20181031,close)}
set{var30a, var29a / var28a}

set{var31a,DATE(20181101,close)}
set{var32a,date(20181130,close)}
set{var33a, var32a / var31a}

set{var34a,DATE(20181201,close)}
set{var35a,date(20181231,close)}
set{var36a, var35a / var34a}

set{var37a,DATE(20190101,close)}
set{var38a,date(20190131,close)}
set{var39a, var38a / var37a}

/* END 2018 */


dow 30



add column var3{jan_2017}
add column separator
add column var6{feb_2017}
add column var9{mar_2017}
add column var12{apr_2017}
add column var15{may_2017}
add column var18{jun_2017}
add column var21{jul_2017}
add column var24{aug_2017}
add column var27{sep_2017}
add column var30{oct_2017}
add column var33(nov_2017}
add column var36{dec_2017}


add column var3a{jan_2018}
add column separator
add column var6a{feb_2018}
add column var9a{mar_2018}
add column var12a{apr_2018}
add column var15a{may_2018}

add column var18a{jun_2018}
add column var21a{jul_2018}
add column var24a{aug_2018}
add column var27a{sep_2018}
add column var30a{oct_2018}
add column var33a(nov_2018}
add column var36a{dec_2018}
add column separator
add column var39a{jan_2019}

chart-length 2 years
]



Cheese
397 posts
msg #146497
Ignore Cheese
modified
2/10/2019 12:00:04 AM

Also, July 2017 and July 2018 are missing?

Last but not least, thanks for giving seasonality a try.

SAFeTRADE
548 posts
msg #146503
Ignore SAFeTRADE
2/10/2019 9:11:48 AM

Play with to yor hearts content. I don't think the whole 2 years will fit. Too many columns for Stockfetcher
to show. I am trying to show most current months. Such as Jan,Feb for 2017,2018,2019. That is my
intent not to hide any info. Could do it this way

Fetcher[/* Reference a specific date */
set{var1,DATE(20170101,close)}
set{var2,date(20170131,close)}
set{var3, var2 / var1}

set{var4,DATE(20170201,close)}
set{var5,date(20170228,close)}
set{var6, var5 / var4}

set{var7,DATE(20170301,close)}
set{var8,date(20170331,close)}
set{var9, var8 / var7}

set{var10,DATE(20170401,close)}
set{var11,date(20170430,close)}
set{var12, var11 / var10}

set{var13,DATE(20170401,close)}
set{var14,date(20170430,close)}
set{var15, var14 / var13}

set{var16,DATE(20170501,close)}
set{var17,date(20170531,close)}
set{var18, var17 / var16}

set{var19,DATE(20170601,close)}
set{var20,date(20170530,close)}
set{var21, var20 / var19}

set{var22,DATE(20170801,close)}
set{var23,date(20170830,close)}
set{var24, var23 / var22}

set{var25,DATE(20170901,close)}
set{var26,date(20170930,close)}
set{var27, var26 / var25}

set{var28,DATE(20171001,close)}
set{var29,date(20171031,close)}
set{var30, var29 / var28}

set{var31,DATE(20171101,close)}
set{var32,date(20171130,close)}
set{var33, var32 / var31}

set{var34,DATE(20171201,close)}
set{var35,date(20171231,close)}
set{var36, var35 / var34}

/* END 2017 */

set{var1a,DATE(20180101,close)}
set{var2a,date(20180131,close)}
set{var3a, var2a / var1a}

set{var4a,DATE(20180201,close)}
set{var5a,date(20180228,close)}
set{var6a, var5a / var4a}

set{var7a,DATE(20180301,close)}
set{var8a,date(20180331,close)}
set{var9a, var8a / var7a}

set{var10a,DATE(20180401,close)}
set{var11a,date(20180430,close)}
set{var12a, var11a / var10a}

set{var13a,DATE(20180401,close)}
set{var14a,date(20180430,close)}
set{var15a, var14a / var13a}

set{var16a,DATE(20180501,close)}
set{var17a,date(20180531,close)}
set{var18a, var17a / var16a}

set{var19a,DATE(20180601,close)}
set{var20a,date(20180530,close)}
set{var21a, var20a / var19a}

set{var22a,DATE(20180801,close)}
set{var23a,date(20180830,close)}
set{var24a, var23a / var22a}

set{var25a,DATE(20180901,close)}
set{var26a,date(20180930,close)}
set{var27a, var26a / var25a}

set{var28a,DATE(20181001,close)}
set{var29a,date(20181031,close)}
set{var30a, var29a / var28a}

set{var31a,DATE(20181101,close)}
set{var32a,date(20181130,close)}
set{var33a, var32a / var31a}

set{var34a,DATE(20181201,close)}
set{var35a,date(20181231,close)}
set{var36a, var35a / var34a}

set{var37a,DATE(20190101,close)}
set{var38a,date(20190131,close)}
set{var39a, var38a / var37a}

/* END 2018 */


dow 30



add column var3{jan_2017}

add column var6{feb_2017}
add column var9{mar_2017}
add column separator
/*add column var12{apr_2017}
add column var15{may_2017}
add column var18{jun_2017}
add column var21{jul_2017}
add column var24{aug_2017}
add column var27{sep_2017}
add column var30{oct_2017}
add column var33(nov_2017}
add column var36{dec_2017}*/


add column var3a{jan_2018}
add column var6a{feb_2018}
add column var9a{mar_2018}
add column separator
/*add column var12a{apr_2018}
add column var15a{may_2018}

add column var18a{jun_2018}
add column var21a{jul_2018}
add column var24a{aug_2018}
add column var27a{sep_2018}
add column var30a{oct_2018}
add column var33a(nov_2018}
add column var36a{dec_2018} */
add column separator
add column var39a{jan_2019}

chart-length 2 years
]



Use look back to first of Feb to catch 1 st week of Feb 2019.

SAFeTRADE
548 posts
msg #146504
Ignore SAFeTRADE
modified
2/10/2019 9:15:56 AM

Here is one with Sectors.

Fetcher[/* Reference a specific date */
set{var1,DATE(20170101,close)}
set{var2,date(20170131,close)}
set{var3, var2 / var1}

set{var4,DATE(20170201,close)}
set{var5,date(20170228,close)}
set{var6, var5 / var4}

set{var7,DATE(20170301,close)}
set{var8,date(20170331,close)}
set{var9, var8 / var7}

set{var10,DATE(20170401,close)}
set{var11,date(20170430,close)}
set{var12, var11 / var10}

set{var13,DATE(20170401,close)}
set{var14,date(20170430,close)}
set{var15, var14 / var13}

set{var16,DATE(20170501,close)}
set{var17,date(20170531,close)}
set{var18, var17 / var16}

set{var19,DATE(20170601,close)}
set{var20,date(20170530,close)}
set{var21, var20 / var19}

set{var22,DATE(20170801,close)}
set{var23,date(20170830,close)}
set{var24, var23 / var22}

set{var25,DATE(20170901,close)}
set{var26,date(20170930,close)}
set{var27, var26 / var25}

set{var28,DATE(20171001,close)}
set{var29,date(20171031,close)}
set{var30, var29 / var28}

set{var31,DATE(20171101,close)}
set{var32,date(20171130,close)}
set{var33, var32 / var31}

set{var34,DATE(20171201,close)}
set{var35,date(20171231,close)}
set{var36, var35 / var34}

/* END 2017 */

set{var1a,DATE(20180101,close)}
set{var2a,date(20180131,close)}
set{var3a, var2a / var1a}

set{var4a,DATE(20180201,close)}
set{var5a,date(20180228,close)}
set{var6a, var5a / var4a}

set{var7a,DATE(20180301,close)}
set{var8a,date(20180331,close)}
set{var9a, var8a / var7a}

set{var10a,DATE(20180401,close)}
set{var11a,date(20180430,close)}
set{var12a, var11a / var10a}

set{var13a,DATE(20180401,close)}
set{var14a,date(20180430,close)}
set{var15a, var14a / var13a}

set{var16a,DATE(20180501,close)}
set{var17a,date(20180531,close)}
set{var18a, var17a / var16a}

set{var19a,DATE(20180601,close)}
set{var20a,date(20180530,close)}
set{var21a, var20a / var19a}

set{var22a,DATE(20180801,close)}
set{var23a,date(20180830,close)}
set{var24a, var23a / var22a}

set{var25a,DATE(20180901,close)}
set{var26a,date(20180930,close)}
set{var27a, var26a / var25a}

set{var28a,DATE(20181001,close)}
set{var29a,date(20181031,close)}
set{var30a, var29a / var28a}

set{var31a,DATE(20181101,close)}
set{var32a,date(20181130,close)}
set{var33a, var32a / var31a}

set{var34a,DATE(20181201,close)}
set{var35a,date(20181231,close)}
set{var36a, var35a / var34a}

set{var37a,DATE(20190101,close)}
set{var38a,date(20190131,close)}
set{var39a, var38a / var37a}

/* END 2018 */


symlist(xlb,xle,xlf,xli,xlk,xlp,xlt,xlu,xlv,xly,spy,gld)



add column var3{jan_2017}

add column var6{feb_2017}
add column var9{mar_2017}
add column separator
/*add column var12{apr_2017}
add column var15{may_2017}
add column var18{jun_2017}
add column var21{jul_2017}
add column var24{aug_2017}
add column var27{sep_2017}
add column var30{oct_2017}
add column var33(nov_2017}
add column var36{dec_2017}*/


add column var3a{jan_2018}
add column var6a{feb_2018}
add column var9a{mar_2018}
add column separator
/*add column var12a{apr_2018}
add column var15a{may_2018}

add column var18a{jun_2018}
add column var21a{jul_2018}
add column var24a{aug_2018}
add column var27a{sep_2018}
add column var30a{oct_2018}
add column var33a(nov_2018}
add column var36a{dec_2018} */
add column separator
add column var39a{jan_2019}

chart-length 2 years
]



jimvin
134 posts
msg #146506
Ignore jimvin
2/10/2019 10:54:32 AM

Speaking of seasonality, this may (or may not) be of interest...

https://www.cxoadvisory.com/trading-calendar/

jm.v.

SAFeTRADE
548 posts
msg #146507
Ignore SAFeTRADE
2/10/2019 11:07:48 AM

Very interesting Jim, thank you.

nibor100
353 posts
msg #146508
Ignore nibor100
2/10/2019 11:17:09 AM

If any of you are interested in possibly more ideas on how to use seasonality filters in SF, there are 2 Edgerater Pro videos available on YouTube, "Preview of April Template, Annual Trends" and "Using Seasonality as Part of a Stock Selection Process" .

By the way, the Edgerater Annual Trends/Seasonality templates go from the Open price on the first day to the closing price on the last day for each given time period, 1 month, 2months, 2 weeks, etc.

Ed S.

StockFetcher Forums · Filter Exchange · Here is my 1st shot at a seasonality Filter<< >>Post Follow-up

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