Valentine’s Day Rally (Amibroker And Tradestation Code)

The original code can be found here.

The logic in plain English:

  • The month is February.
  • We buy at the close on the tenth calendar day (or later if a non-trading day).
  • We sell at the close on the 14th of February or the next trading day.

Amibroker code:

Buy= Day()>=10 AND Day()<14 AND Month()==2  ;
buyPrice=Close;
Sell= Day()>=14;   
sellPrice=Close ;

Tradestation code:

{
Strategy - Valentine’s Day Rally
https://www.quantifiedstrategies.com/lessons/valentines-day-rally-amibroker-code/
}

if Month(Date) = 2 AND Dayofmonth(Date) >= 10 AND Dayofmonth(Date) < 14 Then
	Buy this bar on close;
	
if Month(Date) = 2 AND Dayofmonth(Date) >= 14 Then
	Sell this bar on close;