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MetaStock: Seasonal Indicator (see below) Can bu used for MetaStock? - MetaStock: Seasonal Indicator (see below) Can bu used for MetaStock?
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Marcus_Aurel  
#1 Posted : Friday, August 26, 2011 1:07:46 PM(UTC)
Marcus_Aurel

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 8/26/2011(UTC)
Posts: 6
hello, my name is marcus. i´m a complete newbie on meta stock and cannot code yet :-(

i´m very interesed in cot data and seasonals.

i´ve got a seasonals code from a trading friend. but he use amibroker. so is it possible
to code this indicator for Meta Stock?

i would be very glad if someone here can help me.

here is the code:

/***********************************************************************************************************************
*** Seasonal Chart
***********************************************************************************************************************/
SetBarsRequired( -2, -2 );
SetChartOptions( 0, chartShowArrows|chartShowDates|chartHideQuoteMarker );
//fd = fopen( "Seasonal.txt", "w" );

dy = DayOfYear();
dt = DateTime();
dn = DateNum();
period = Param( "Zeitraum (Jahre)", 15, 5, 100, 5 );
end = ParamDate( "Endpunkt", DateTimeToStr(dt[BarCount-1]), 0 );
endp = 0;
startp = 0;

procedure ZoomChart( )
{
AB = CreateObject( "Broker.Application" );
AW = AB.ActiveWindow;
AW.ZoomToRange( "01.01.2010", "31.12.2010" );
}
ZoomChart( );

// Index zum Endpunkt finden
for( z=BarCount-1; z>=0; z-- )
if( end >= dn[z] ) {
endp = z;
break;
}

//Find Index for Starting Point
for( startp=endp; startp>0; startp-- ) {
if( dy[startp] < dy[startp-1] ) period--;
if( period < -1 ) break;
}


Title = FullName() + " >Seasonal< " + DateTimeToStr(dt[startp]) + " - " + DateTimeToStr(dt[endp]) + " Kurs";
if( diff == "Differenz(NYSE)" ) Title += "/NYSE";

/************************************************************************
*** process (3) ***
*** realtive change from one trading day to next trading day ***
************************************************************************/
function rij( )
{
P = C;
rj[0] = 0;
for( i=1; i<BarCount; i++ ) {

d = dy - dy[i-1]; if( d < 1 ) d = 1; // Tage Differenz (bei Jahreswechsel, immer 1 Tag)
rj = ( P/P[i-1] )^(1/d); // d-te Wurzel aus der Kursänderung (geom. Mittel pro Kalendertag)
}
return rj;
}

/************************************************************************
***helpfunction. searches the calender day in qoute chain ***
************************************************************************/
function findDOY( d )
{
s= "";
// for( i=0; i<BarCount; i++ ) {
for( i=startp; i<=endp; i++ ) {
if( dy == d ) {
s = s + i + ",";
}
}
return s;
}

/************************************************************************
*** process (2) ***
*** geometric change per year to date ***
************************************************************************/
function wi( )
{
w[0] = 0;
rj = rij( );

for( i=1; i<367; i++ ) { // one Year

Cal = findDOY( i ); // exist the calender day in quote
n = StrCount( Cal, "," );
prod = 1;
for( pi=1; pi<n; pi++ ) { // multiplicate founded calendar dates

s = StrExtract( Cal, pi );
sn = StrToNum( s );
prod *= rj[sn];
}
if( i<BarCount ) { // just because syntax warning
if( n==0 ) w = 1; //
else w = prod^(1/n); // n-te Wurzel, geom. Mittel
}
}
return w;
}

/************************************************************************
*** process (1) ***
*** build the qoute chain with the middle values ***
************************************************************************/
function sn( )
{
w = wi( );
start = 0;
end = 0;

// for output, design the start and ending point
for( i=BarCount-1; i>0; i-- ) {

if( dy < dy[i-1] ) {
if( end > 0 ) {
start = i;
break;
} else {
end = i-1;
}
}
}

// filling the quote chains
for( i=0; i<BarCount; i++ ) seasonChart = Null;
seasonChart[start] = 100;
for( i=start+1; i<=end; i++ ) {
d = dy;
if( d < BarCount ) {
seasonChart = seasonChart[i-1] * w[d];

}
}

return seasonChart;
}

Season = sn( );
Plot( Season, "", colorBlack );


//fclose( fd );
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jjstein  
#2 Posted : Friday, August 26, 2011 2:04:25 PM(UTC)
jjstein

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Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA

Was thanked: 1 time(s) in 1 post(s)
Why don't you explain what it is you are looking for, rather than have us puzzle through the code?
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Marcus_Aurel  
#3 Posted : Saturday, August 27, 2011 5:53:38 AM(UTC)
Marcus_Aurel

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 8/26/2011(UTC)
Posts: 6
hello, thank you for so fast answer.

okay, in next posting i will explain which indicator i search.

thank you until answering!

Marcus
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Marcus_Aurel  
#4 Posted : Saturday, August 27, 2011 8:36:18 AM(UTC)
Marcus_Aurel

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 8/26/2011(UTC)
Posts: 6
hello togehter,

i´m searching for an indicator, that show me the seasonality of an commodity or curency chart.

for 5 years and 15 years.

here is a popular example from moore resarch:

http://www.mrci.com/client/futures/strat/f3832.php

http://www.seasonalcharts.com/classics_ro[censored]l.html

here is another version of code that can be helpful:

dp_y = 252;

// day's avg Close for 5, 10, 20, 40 yrs and 15 yrs Close

ac5y =
(Ref(C,-dp_y*5)+Ref(C,-dp_y*4)+Ref(C,-dp_y*3)+Ref(C,-dp_y*2)+Ref(C,-dp_y))/5;

ac10y =
(Ref(C,-dp_y*10)+Ref(C,-dp_y*9)+Ref(C,-dp_y*8)+Ref(C,-dp_y*7)+Ref(C,-dp_y*6)+
Ref(C,-dp_y*5)+Ref(C,-dp_y*4)+Ref(C,-dp_y*3)+Ref(C,-dp_y*2)+Ref(C,-dp_y))/10;

ac20y = (Ref(C,-dp_y*20)+Ref(C,-dp_y*19)+Ref(C,-dp_y*18)+Ref(C,-dp_y*17)+Ref(C,-dp_y*16)+
Ref(C,-dp_y*15)+Ref(C,-dp_y*14)+Ref(C,-dp_y*13)+Ref(C,-dp_y*12)+Ref(C,-dp_y*11)+
Ref(C,-dp_y*10)+Ref(C,-dp_y*9)+Ref(C,-dp_y*8)+Ref(C,-dp_y*7)+Ref(C,-dp_y*6)+
Ref(C,-dp_y*5)+Ref(C,-dp_y*4)+Ref(C,-dp_y*3)+Ref(C,-dp_y*2)+Ref(C,-dp_y))/20;

ac40y = (Ref(C,-dp_y*40)+Ref(C,-dp_y*39)+Ref(C,-dp_y*38)+Ref(C,-dp_y*37)+Ref(C,-dp_y*36)+
Ref(C,-dp_y*35)+Ref(C,-dp_y*34)+Ref(C,-dp_y*33)+Ref(C,-dp_y*32)+Ref(C,-dp_y*31)+
Ref(C,-dp_y*30)+Ref(C,-dp_y*29)+Ref(C,-dp_y*28)+Ref(C,-dp_y*27)+Ref(C,-dp_y*26)+
Ref(C,-dp_y*25)+Ref(C,-dp_y*24)+Ref(C,-dp_y*23)+Ref(C,-dp_y*22)+Ref(C,-dp_y*21)+
Ref(C,-dp_y*20)+Ref(C,-dp_y*19)+Ref(C,-dp_y*18)+Ref(C,-dp_y*17)+Ref(C,-dp_y*16)+
Ref(C,-dp_y*15)+Ref(C,-dp_y*14)+Ref(C,-dp_y*13)+Ref(C,-dp_y*12)+Ref(C,-dp_y*11)+
Ref(C,-dp_y*10)+Ref(C,-dp_y*9)+Ref(C,-dp_y*8)+Ref(C,-dp_y*7)+Ref(C,-dp_y*6)+
Ref(C,-dp_y*5)+Ref(C,-dp_y*4)+Ref(C,-dp_y*3)+Ref(C,-dp_y*2)+Ref(C,-dp_y))/40;

// plot price and seasonality overlay

//Plot(C, "", colorWhite, styleBar);
//SetChartOptions(0, chartShowDates);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

FiveYear = ParamToggle("5YrPlot", "No | Yes");
TenYear = ParamToggle("10YrPlot", "No | Yes");
TwentyYear = ParamToggle("20YrPlot", "No | Yes");
FortyYear = ParamToggle("40YrPlot", "No | Yes");

if( FiveYear )
{
Plot(ac5y, "5yr", colorYellow, styleOwnScale);
}
if( TenYear )
{
Plot(ac10y, "10yr", colorLightOrange, styleOwnScale);
}
if( TwentyYear )
{
Plot(ac20y, "20yr", colorRed, styleOwnScale);
}
if( FortyYear )
{
Plot(ac40y, "40yr", colorBrightGreen, styleOwnScale);
}
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jjstein  
#5 Posted : Saturday, August 27, 2011 4:52:57 PM(UTC)
jjstein

Rank:: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA

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I think Roy or someone is going to have to chime in here; I'm still not sure what you're aiming for.
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Marcus_Aurel  
#6 Posted : Sunday, August 28, 2011 4:17:11 AM(UTC)
Marcus_Aurel

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 8/26/2011(UTC)
Posts: 6
hello togehter:

i´m searching for an indicator, that shows me the seasonal performance like this

http://www.seasonalcharts.com/classics_ro[censored]l.html
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MS Support  
#7 Posted : Thursday, September 8, 2011 11:14:35 AM(UTC)
MS Support

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Joined: 10/8/2010(UTC)
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This is more of a chart style than an indicator.

Current retail versions of MetaStock do not offer seasonal charts. It is available in some of the institutional products of our parent company. I expect this to be added to the retail product in a future version, but I can not say when this will happen.
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