The Holiday Effect: Christmas (Santa Claus Effect) (Amibroker And Tradestation Code)

The strategy in plain English:

• We go long at the close of the first trading day after the 20th of December
• We sell on the first trading day of the new year.

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Amibroker code:

Buy= Month()==12 AND Day()>20;

buyPrice=Close;

Sell= Month()==1 ;

sellPrice=Close ;

Tradestation code:

{
The Holiday Effect: Christmas (Santa Claus Effect) (strategy 11)
https://www.quantifiedstrategies.com/trading-the-holiday-effect-anomaly-in-stock-markets/
We go long at the close of the first trading day after the 20th of December
We sell on the first trading day of the new year.
}

if (Dayofmonth(Date)>20) and (Month(Date)=12) Then
	Buy this bar on close;
	
if (Month(Date)=1) 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.