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Season Trading

Article/Author: "The S&P 500 Seasonal Day Trade"
                              William Brower Stocks&Commodities magazine, 08/1996

Download: seasontr.ela

File Includes: Signal - Season Trading
                         Signal - Close at the end of day

Category: Strategy

Description: This system will trade based on five bar patterns and only the day of the week as described in the article.

Each input (DWM1, DWM2, DWM3) represents a day of the week, and number of weeks to trade the different patterns.
Each input will allow trading in a specific day of the week/ week of the month.

For Example:
If any of the inputs are equal to 11, the system will trade in the First Week of the Month on Monday.
If any of the inputs are equal to 24, the system will trade the in the Second Week on the Thirsday.

Season Trading Signal - ELA Code:

INPUT: DWM1(11), DWM2(12), DWM3(13);

IF MONTH(DATE) <> MONTH(DATE[1]) THEN
BEGIN
VALUE1 = 0;
VALUE2 = 0;
VALUE3 = 0;
END;

IF (DWM1 - INTPORTION(DWM1/10)*10) = DAYOFWEEK(DATE) THEN
VALUE1 = VALUE1 + 1;
IF (DWM2 - INTPORTION(DWM2/10)*10) = DAYOFWEEK(DATE) THEN
VALUE2 = VALUE2 + 1;
IF (DWM3 - INTPORTION(DWM3/10)*10) = DAYOFWEEK(DATE) THEN
VALUE3 = VALUE3 + 1;

IF ((DWM1 - INTPORTION(DWM1/10)*10) = DAYOFWEEK(DATE) AND VALUE1 = INTPORTION(DWM1/10)) OR
((DWM2 - INTPORTION(DWM2/10)*10) = DAYOFWEEK(DATE) AND VALUE2 = INTPORTION(DWM2/10)) OR
((DWM3 - INTPORTION(DWM3/10)*10) = DAYOFWEEK(DATE) AND VALUE3 = INTPORTION(DWM3/10))
THEN
BEGIN
IF OPEN TOMORROW + 30 POINTS < CLOSE THEN
BUY NEXT BAR AT MARKET;
IF OPEN TOMORROW + 10 POINTS < LOW THEN
BUY AT LOW STOP;
IF OPEN TOMORROW - 20 POINTS > HIGH THEN
SELL AT CLOSE STOP;
IF OPEN TOMORROW - 40 POINTS > CLOSE THEN
BUY AT LOW LIMIT;
IF OPEN TOMORROW + 70 POINTS < CLOSE THEN
SELL AT HIGH LIMIT;
END;