Description

Seasonality Standard

Use the SeasonalityStandard Add-On to analyze the seasonal patterns of End-Of-Day timeframes in all asset classes – the seasonality can be calculated for each financial instrument that is available in AgenaTrader.

• Calculation of the seasonality for every available instrument that your data feed delivers in AgenaTrader (on an EoD basis)
• Identify seasonal run clusters in the chart, where an upward or downward movement can be expected with especially high seasonal probability
• Innovative display of the predicted seasonal pattern directly in the price chart above the SeasonalityPredictor
• Detect over- and underperformers using the InstrumentStrength indicator

The seasonality indicator calculates the seasonality in all EndOfDay timeframes (e.g. daily, weekly or monthly chart) using the entire history available in the chart. In addition, using the SeasonalityPredictor, you can have the seasonal pattern projected into the future and view it directly in the chart, so as to see at a glance where the value is most likely to move from a statistical point of view.

The InstrumentStrength indicator is an additional helpful tool that provides you with the possibility to compare the performance of up to 30 instruments with each other in order to efficiently search for over- and underperformers and find optimum candidates for seasonality trades.

Seasonality Institutional

Use the Seasonality Institutional Add-On to analyze the seasonal patterns of any and all asset classes – the seasonality can be calculated for each financial instrument that is available in AgenaTrader.

• Calculation of the seasonality for every available instrument that your data feed delivers in AgenaTrader (on an EoD basis and many intraday-charts)
• Identify seasonal run clusters in the chart, where an upward or downward movement can be expected with especially high seasonal probability
• Innovative display of the predicted seasonal pattern directly in the price chart above the SeasonalityPredictor
• Detect over- and underperformers using the InstrumentStrength indicator
• Scan for the best day of a week for buying/selling a financial instrument
• Calculate the expected performance for a specific number of days in the future, based on the seasonality

The seasonality indicator calculates the seasonality in all EndOfDay timeframes (e.g. daily, weekly or monthly chart) as well as many intraday-charts (1-6 Minutes, 10Minutes, 12Minutes, 15Minutes, 30Minutes, 1Hour) using the entire history available in the chart. In addition, using the SeasonalityPredictor, you can have the seasonal pattern projected into the future and view it directly in the chart, so as to see at a glance where the value is most likely to move from a statistical point of view.

The InstrumentStrength indicator is an additional helpful tool that provides you with the possibility to compare the performance of up to 30 instruments with each other in order to efficiently search for over- and underperformers and find optimum candidates for seasonality trades.

The InstrumentDayAnalyzer can tell you, which day of the week is the statistically best for buying/selling a specific financial instrument.
Eventually, you can use the Hold<N>Days indicator to predict the performances which can be expected for a specific number of days in the future, based on the seasonality.