St. Patrick’s Day – Green Day For Stocks? (Amibroker And Tradestation Code)

The original article can be found here.

Trading rules in plain English:

• If today is March and the calendar day is 16, we buy at the close.
• We sell at the close of the following trading day (the 17th).

If St. Patrick’s Day is on a non-trading day, we buy at the close of the nearest trading day and exit on the 17th or the next trading day.

Amibroker code:

setOption("holdminbars",1);

no1= IIf(  Day()==16 AND Month()==3, 1,0);
no2=IIf(  Day()==15 AND Ref(DayOfWeek(),1)==1 AND Month()==3 ,1,0);
no3=IIf(  Day()==14 AND Ref(DayOfWeek(),1)==1 AND Month()==3 ,1,0);



Buy = no1==1 OR no2==1 OR no3==1;
BuyPrice=Close;
Sell = Month()==3 AND Day()>=17 ;
SellPrice = Close;

Tradestation code:

{
St. Patrick’s Day – Green Day For Stocks?
https://www.quantifiedstrategies.com/lessons/st-patricks-day-green-day-for-stocks/
}

if (Month(Date) = 3 AND Dayofmonth(Date) = 16) Or
   (Month(Date) = 3 AND Dayofmonth(Date) = 15 AND Dayofweek(Date) = 5) Or
   (Month(Date) = 3 AND Dayofmonth(Date) = 14 AND Dayofweek(Date) = 5) 
  Then
	buy this bar at close;

if Barssinceentry(0) >= 1 then 
	Sell this bar at close;