August Is The Best Month For Long-Term Treasuries (TLT) (Amibroker And Tradestation Code)

The strategy in plain English:

This is the code for monthly bars with the entry on the close of July and exit at the close of August using daily bars:

Click here for the original article.

Amibroker code:

Buy=Month()==8;

buyPrice= Ref(C,-1);

Sell= Month()==9 ; //

sellPrice= Ref(C,-1) ;

Tradestation code:

{
August Is The Best Month For Long-Term Treasuries (Strategy 44)
Entry on the close of July and exit at the close of August.
}

if Month(Date) = 7 and TdaysTillMonthEnd = 0 then 
	buy this bar on close;
	
if Month(Date) = 8 and TdaysTillMonthEnd = 0 then 
	sell this bar on close;

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.