Rank: Newbie
Groups: Registered, Registered Users
Joined: 7/4/2006(UTC)
Posts: 1
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Im looking for a seasonal indicator the takes the average of the closing price of each day of the current year
and previous years
to form a seasonal indicator of how the prices typicaly reacted around that time of the year
thanx
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 1/19/2005(UTC)
Posts: 1,065
Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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The seasonality bias of individual trade/business days is negligible.
Take a look at monthly seasonality instead.
jose '-)
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
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hey tradester..... you didn't mention where you trade, so this assumes here in the states, ..... a couple sites figure that type info in an on going and free basis..... unfortunatly the best site is now off air but thomsonfn is one that is still partly up and running..... much of their huge collection of market data, once free, is now available for a fee....
you might also want to pay attention to the first and last 3 days of each of qtr .... h
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