Retail Monthly Seasonalities (Amibroker And Tradestation Code)

The strategy in plain English:

The retail sector has proven to be prone to strong seasonalities. The best months are January, February, March, May, and November. Data can be tested on RTH or FSRPX (Fidelity Fund).

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Amibroker code:

This is the code using monthly data:

Buy= Month()==2 OR Month()== 5 OR Month()==11;

buyPrice= Ref(C,-1);

Sell= Month()==4 OR Month()==6 OR Month()==12;

sellPrice= Ref(C,-1) ;

Tradestation code:

{
Retail monthly seasonalities
https://www.quantifiedstrategies.com/lessons/retail-monthly-seasonalities/
Stock Market Seasonality Trading Strategies in Retail

}

if (Month(Date) = 1 AND TdaysTillMonthEnd = 0) OR
   (Month(Date) = 4 AND TdaysTillMonthEnd = 0) OR
   (Month(Date) = 10 AND TdaysTillMonthEnd = 0)
then
	buy this bar on close;
	
	
if (Month(Date) = 3 AND TdaysTillMonthEnd = 0) OR
   (Month(Date) = 5 AND TdaysTillMonthEnd = 0) OR
   (Month(Date) = 11 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.