Christmas/Santa Claus Rally In Gold (Gold Seasonality) (Amibroker And Tradestation Code)

The original article can be found here.

The logic in plain English:

• We buy at the close of the OPEX Friday in December,
• and we sell at the close of the first trading day of the new year.

Amibroker code:

SetOption("initialEquity",100000);
SetPositionSize(99.75*leverage,spsPercentOfEquity);
setOption("holdminbars",1);
SetTradeDelays( 0, 0, 0, 0 ); 

Buy=  DayOfWeek()==5 AND Day()>14 AND Day()<22 AND Month()==12 ;
buyPrice=Close;
Sell= Month()==1;  
sellPrice=Close ;

Tradestation code:

if dayofweek(date)=5 and dayofmonth(date)>14 and dayofmonth(date)<22 and month(date)=12 then

                             buy this bar on close;

                            

if month(date)=1 then

                             sell this bar on close;