The Holiday Effect: President’s Day/George Washington Day (Amibroker And Tradestation Code)

The strategy in plain English:

1. We go long at the close on the first calendar day of the month that is bigger than 11.
2. We exit at the calendar day 21 or more.

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Amibroker code:

Buy= day()>11 AND Day()<21 AND Month()==2;

buyPrice=Close;

Sell= Day()>=21 ;

sellPrice=Close ;

Tradestation code:

{
The Holiday Effect: President's Day/George Washington Day (strategy 10)
https://www.quantifiedstrategies.com/trading-the-holiday-effect-anomaly-in-stock-markets/
We go long at the close on the first calendar day of the month that is bigger than 11. 
We exit at the calendar day 21 or more.
}

if (Dayofmonth(Date)>11) and (Dayofmonth(Date)<21) and (Month(Date)=2) Then
	Buy this bar on close;
	
if (Dayofmonth(Date)>=21) 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.