Retail Stocks – Different Seasonalities (Amibroker Code)

The strategy in plain English:

We present a strategy that holds two different mutual funds from Fidelity. The strategy is based on seasonality.

We hold:

FDFAX from May 1^st through October 31^st

FSRPX from November 1^st through April 30^th

 

 

Click here for the original article.

 

Amibroker code:

 

Here is the Amibroker code if we have many different stocks in the database. The code only test the tickers we want to test, we make an if function:

 

setOption(“MaxOpenPositions”,2);
SetPositionSize(49.75,spsPercentOfEquity);

 

if( Name() == “FDFAX” )

{

Buy= Month()==5 ;

BuyPrice=Ref(C,-1);

Sell= Month()==11;

SellPrice=Ref(C,-1);

 

}

 

if( Name() == “FSRPX” )

{

 

Buy= Month()==11;

BuyPrice=Ref(C,-1);

Sell= Month()==5;

SellPrice=Ref(C,-1);

}

 

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.